The probability approach to numerical solution of nonlinear parabolic equations

Numerical Methods for Partial Differential Equations

Volumn 18, Issue 4, 2002, Pages 490-522

  Milstein, G N ^a  

^a WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

Author keywords

Probabilistic representations for equations of mathematical physics; Reaction diffusion systems; Semilinear parabolic equations; Weak approximation of solutions of stochastic differential equations

Indexed keywords

EID: 0036644633     PISSN: 0749159X     EISSN: None     Source Type: Journal    
DOI: 10.1002/num.10020     Document Type: Article

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