Convergence of a Random Particle Method to Solutions of the Kolmogorov Equation u(t) = [nu]u(xx) + u(1-u)

Shelfclass_id 7.B
Sortkey PUCKETT, ELBRIDGE G
Authors Elbridge G. Puckett
Title Convergence of a Random Particle Method to Solutions of the Kolmogorov Equation u(t) = [nu]u(xx) + u(1-u)
Publisher Center for Pure and Applied Mathematics, University of California
Year 1987
Languages eng
Series Center for pure and applied mathematics (PAM) report, University of California
Volume 371
Record date 20060816
Location Berkeley