BOOK-CHAPTER
Particle approximation for first order stochastic partial differential equations
Patrick FlorchingerFrançois Le Gland
Year: 1992 Lecture notes in control and information sciences Pages: 121-133 Publisher: Springer Science+Business Media
Keywords:
Stochastic partial differential equation Stochastic differential equation Mathematics Class (philosophy) Applied mathematics Degenerate energy levels Order (exchange) Representation (politics) Malliavin calculus Partial differential equation Particle system Mathematical analysis Computer science Physics Economics Artificial intelligence
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7
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0.17
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Citation History
Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
advanced mathematical theories
Physical Sciences → Mathematics → Mathematical Physics
Differential Equations and Boundary Problems
Physical Sciences → Mathematics → Applied Mathematics
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