A Survey of Some Applications of Probability and Stochastic Control Theory to Finite Difference Methods for Degenerate Elliptic and Parabolic Equations
- 1 October 1976
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Review
- Vol. 18 (4), 545-577
- https://doi.org/10.1137/1018112
Abstract
No abstract availableKeywords
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