Probabilistic methods for finite difference approximations to degenerate elliptic and parabolic equations with Neumann and Dirichlet boundary conditions
- 1 March 1976
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 53 (3) , 644-668
- https://doi.org/10.1016/0022-247x(76)90097-4
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Probability methods for the convergence of finite difference approximations to partial differential equationsJournal of Mathematical Analysis and Applications, 1973
- Diffusion processes with boundary conditionsCommunications on Pure and Applied Mathematics, 1971
- Probability limit theorems and the convergence of finite difference approximations of partial differential equationsJournal of Mathematical Analysis and Applications, 1970
- Limit Theorems for Stochastic ProcessesTheory of Probability and Its Applications, 1956