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"An advanced numerical scheme for multi-dimensional stochastic Kolmogorov ..."

Yongmei Cai, Xuerong Mao, Fengying Wei (2024)

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DOI: 10.1016/J.CAM.2023.115472

access: closed

type: Journal Article

metadata version: 2024-05-07

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Yongmei Cai, Xuerong Mao, Fengying Wei:
An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients. J. Comput. Appl. Math. 437: 115472 (2024)

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