Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation

Fuente: arXiv

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Bibliographic Details
Main Authors:	Flandoli, Franco, Luo, Dejun, Ricci, Cristiano
Format:	Preprint
Published:	2020
Subjects:	Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2009.10497