Probabilistic High Order Numerical Schemes for Fully Nonlinear Parabolic PDEs

Publisher: Cambridge University Press

E-ISSN: 1991-7120|18|5|1482-1503

ISSN: 1815-2406

Source: Communications in Computational Physics, Vol.18, Iss.5, 2015-11, pp. : 1482-1503

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Abstract