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"Numerical computation of probabilities for nonlinear SDEs in high ..."

Franco Flandoli, Dejun Luo, Cristiano Ricci (2023)

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DOI: 10.1016/J.AMC.2022.127520

access: closed

type: Journal Article

metadata version: 2022-10-18

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Franco Flandoli, Dejun Luo, Cristiano Ricci:
Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation. Appl. Math. Comput. 436: 127520 (2023)

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