Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Leimkuhler, B., Sharma, A., Tretyakov, M. V.
Format:	Preprint
Published:	2020
Subjects:	Numerical Analysis Probability 60H35, 65C30, 60H10, 37H10
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2006.15670