Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type

Marie Frentz, Kaj Nyström

Type: Article

Publication Date: 2009-12-17

Citations: 2

DOI: https://doi.org/10.1016/j.cam.2009.12.011

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Locations

Journal of Computational and Applied Mathematics - View
DiVA at Umeå University (Umeå University) - View - PDF
KTH Publication Database DiVA (KTH Royal Institute of Technology) - View - PDF

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Works That Cite This (0)

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Works Cited by This (13)

Action	Title	Year	Authors
+	Partial Differential Equations with Numerical Methods	2003	Stig Larsson Vidar Thomée
+	Monte Carlo Methods in Financial Engineering	2003	Paul Glasserman
+	Adaptive Finite Element Methods for Parabolic Problems IV: Nonlinear Problems	1995	Kenneth Eriksson Claes Johnson
+	Cubature on Wiener space	2004	Terry Lyons Nicolas Victoir
+	A finite difference method for a boundary value problem related to the Kolmogorov equation	1995	Sergio Polidoro C. Mogavero
+	Stabilised hp -Finite Element Approximation of Partial Differential Equations with Nonnegative Characteristic Form	2001	Paul Houston Endre Süli
+ PDF Chat	Hypoelliptic second order differential equations	1967	Lars Hörmander
+	Numerical methods for ultraparabolic equations	1994	Georgios Akrivis Michel Crouzeix Vidar Thomée
+ PDF Chat	None	2005	Marco Di Francesco Andrea Pascucci
+	Probability: Theory and Examples.	1992	Kathryn Prewitt Richard Durrett