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A Feynman-Kac based numerical method for the exit time probability of a class of transport problems - MaRDI portal

A Feynman-Kac based numerical method for the exit time probability of a class of transport problems

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Publication:6366468

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DOI10.1016/J.JCP.2021.110564arXiv2104.14561MaRDI QIDQ6366468

Diego del-Castillo-Negrete, Minglei Yang, Guannan Zhang, Miroslav K. Stoyanov

Publication date: 28 April 2021

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Markov processes (60Jxx) Probabilistic methods, stochastic differential equations (65Cxx)

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