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Influences of Numerical Discretizations on Hitting Probabilities for Linear Stochastic Parabolic System - MaRDI portal

Influences of Numerical Discretizations on Hitting Probabilities for Linear Stochastic Parabolic System

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Publication:6365083

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DOI10.1016/j.jco.2021.101634zbMath1492.60209arXiv2104.05466MaRDI QIDQ6365083

Derui Sheng, Jialin Hong, Chuchu Chen

Publication date: 12 April 2021

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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