期刊论文详细信息
Mathematical Communications
Solving 2^{nd} order parabolic system by simulations of Markov jump processes
Limić, N.1  Rogina, M.1 
关键词: parabolic system;    simulation;    Markov jump process;   
DOI  :  
学科分类:社会科学、人文和艺术(综合)
来源: Sveuciliste Josipa Jurja Strossmayera u Osijeku * Odjel za Matematiku / University of Osijek, Department of Mathematics
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【 摘 要 】

Thereareknownmethodsofapproximatingthesolutionofparabolic2^{nd}ordersystemsbysolvingstochasticdifferentialequationsinstead.Themainideaisbasedonthefactthatastochasticdifferentialequationdefinesadiffusion...

【 授权许可】

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