STRONG AND WEAK ERROR ESTIMATES FOR ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS
We consider the problem of numerically approximating the solution of an elliptic partial differential equation with random coefficients and homogeneous Dirichlet boundary conditions. We focus on the ...
Stochastic differential equations (SDEs) are at the heart of modern financial modelling, providing a framework that accommodates the inherent randomness observed in financial markets. These equations ...
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