The solving of boundary value problems by numerical integration of stochastic equations
type: Item
instance of: scholarly article
title: The solving of boundary value problems by numerical integration of stochastic equations
zbMATH Open document ID: 0824.60059
DOI: 10.1016/0378-4754(93)E0069-H
author: Yanyan Li
published in: Mathematics and Computers in Simulation
publication date: 1995-10-31T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 792978
zbMATH Keywords: numerical integration
zbMATH Keywords: boundary value problems
zbMATH Keywords: Dirichlet and Neumann boundary conditions
zbMATH Keywords: stochastic differential systems
zbMATH Keywords: elliptic equations
MaRDI profile type: Publication
cites work: Probability methods for approximations in stochastic control and for elliptic equations
cites work: Weak Approximation of Solutions of Systems of Stochastic Differential Equations
cites work: Discretization and simulation of stochastic differential equations
cites work: Expansion of the global error for numerical schemes solving stochastic differential equations
cites work: Q4004325
full work available at URL: 0378-4754(93)e0069-h
OpenAlex ID: W2018465549
description: scientific article; zbMATH DE number 792978