A monotone scheme for G-equations with application to the explicit convergence rate of robust central limit theorem

arXiv1904.07184MaRDI QIDQ6503869

Shuo Huang, Gechun Liang

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

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