On Probabilistic Analytical and Numerical Approaches for Divergence Form Operators with Discontinuous Coefficients

DOI10.1007/978-3-319-02839-2_7zbMath1304.60010OpenAlexW255052230MaRDI QIDQ5497098

Denis Talay

Publication date: 3 February 2015

Published in: Advances in Numerical Simulation in Physics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-02839-2_7

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic particle methods (65C35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Boltzmann equations (35Q20)

Related Items (1)

Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators

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