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Markov Jump Processes Approximating a Nonsymmetric Generalized Diffusion: numerics explained to probabilists - MaRDI portal

Markov Jump Processes Approximating a Nonsymmetric Generalized Diffusion: numerics explained to probabilists

From MaRDI portal
Publication:6209018

DOI10.1007/S00245-011-9133-1zbMath1228.60086arXiv0804.0848MaRDI QIDQ6209018

Nedžad Limić

Publication date: 5 April 2008




Mathematics Subject Classification ID

Diffusion processes (60J60)








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