✦ LIBER ✦

Monte Carlo estimates of the solution of a parabolic equation and its derivatives made by solving stochastic differential equations

✍ Scribed by S.A. Gusev

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Solution of the Cauchy problem for a par

✍ V.T. Stoyantsev 📂 Article 📅 1973 🏛 Elsevier Science ⚖ 426 KB

The solution of a mixed problem for equa

✍ E.O. Dzhetybayev; K.K. Sabel'fel'd 📂 Article 📅 1984 🏛 Elsevier Science ⚖ 552 KB

Estimates for the Solution of the Cauchy

✍ S. A. Mel'nik 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 125 KB

On a Monte Carlo method algorithm for co

✍ Yu.N. Kondyurin 📂 Article 📅 1970 🏛 Elsevier Science ⚖ 430 KB

Existence and asymptotics of O-solutions

✍ L. G. Prosenyuk 📂 Article 📅 1988 🏛 Springer 🌐 English ⚖ 219 KB

A necessary and sufficient condition for

✍ Yu. E. Gliklikh 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 125 KB