Title of article
Monte Carlo estimates of the solution of a parabolic equation and its derivatives made by solving stochastic differential equations
Author/Authors
S. A. Gusev، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
9
From page
177
To page
185
Keywords
Parametric derivative , Euler method , Stochastic differential equation , Parabolic equation
Journal title
Communications in Nonlinear Science and Numerical Simulation
Serial Year
2004
Journal title
Communications in Nonlinear Science and Numerical Simulation
Record number
361107
Link To Document