The approximate calculation of invariant measures of diffusions via finite difference approximations to degenerate elliptic partial differential equations
type: Item
instance of: scholarly article
title: The approximate calculation of invariant measures of diffusions via finite difference approximations to degenerate elliptic partial differential equations
zbMATH Open document ID: 0313.65083
DOI: 10.1016/0022-247X(75)90126-2
author: Harold J. Kushner
author: Chen-Fu. Yu
published in: Journal of Mathematical Analysis and Applications
publication date: 1975-01-01T00:00:00Z
Mathematics Subject Classification ID: 65M12
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 65M15
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 35J10
zbMATH DE Number: 3490384
MaRDI profile type: Publication
cites work: Probability methods for the convergence of finite difference approximations to partial differential equations
cites work: Probability limit theorems and the convergence of finite difference approximations of partial differential equations
cites work: Q5732135
description: scientific article; zbMATH DE number 3490384