The approximate calculation of invariant measures of diffusions via finite difference approximations to degenerate elliptic partial differential equations
- 1 August 1975
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 51 (2) , 359-367
- https://doi.org/10.1016/0022-247x(75)90126-2
Abstract
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This publication has 1 reference indexed in Scilit:
- Probability methods for the convergence of finite difference approximations to partial differential equationsJournal of Mathematical Analysis and Applications, 1973