Found 13 Documents (Results 1–13)
Monte-Carlo methods and stochastic processes. From linear to non-linear. (English) Zbl 1359.65012
Boca Raton, FL: CRC Press (ISBN 978-1-4987-4622-9/hbk; 978-1-315-36875-7/ebook). xxv, 309 p. (2016).
Reviewer: Vassil Grozdanov (Blagoevgrad)
MSC:
65C30
65C35
82C80
65C60
65C10
65C05
65-02
65C50
90C15
90C27
60H15
35R60
60F05
60H35
60H10
34F05
62J02
62F25
An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems. (English) Zbl 1335.65009
Boundary behavior of Green function for a parabolic equation in bounded domain. (English) Zbl 1317.35111
Asymptotic form of the spectrum of operators associated with \(p\)-adic fields. (English. Russian original) Zbl 1316.47066
Theor. Math. Phys. 180, No. 1, 753-758 (2014); translation from Teor. Mat. Fiz. 180, No. 1, 3-9 (2014).
Reviewer: Cristina Pérez-García (Santander)
Representations and regularities for solutions to BSDEs with reflections. (English) Zbl 1076.60049
Reviewer: Rainer Buckdahn (Brest)
Backward stochastic differential equations with Azéma’s martingale. (English) Zbl 1011.60020
Reviewer: Rainer Buckdahn (Brest)
Perturbations of the Wigner-von Neumann potential leaving the embedded eigenvalue fixed. (English) Zbl 1021.81016
Reviewer: Giere
Integrable system of the heat kernel associated with logarithmic potentials. (English) Zbl 0981.58021
The backward stochastic differential equations and its applications. (Chinese. English summary) Zbl 0906.60047
Lyapunov exponents for finite state nonlinear filtering. (English) Zbl 0940.93073
Reviewer: F.Colonius (Augsburg)
Functional analytic and other methods in partial differential equations. (English) Zbl 0625.47033
Partial differential equations and applied mathematics, Oakland Conf., Rochester/Mich. 1986, Pitman Res. Notes Math. 154, 95-108 (1987).
On asymptotics of spectra of Schrödinger equations. (English) Zbl 0543.60070
Aspects statistiques et aspects physiques des processus gaussiens, Saint-Flour 1980, Colloq. Int. C.N.R.S. 307, 335-347 (1981).
Reviewer: P.Metzger
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