flandoli.luo.ea:21:numerical¶
BibTeX Entry:
@article{flandoli.luo.ea:21:numerical,
author = {Flandoli, Franco and Luo, Dejun and Ricci, Cristiano},
doi = {10.1016/j.jmaa.2020.124505},
fjournal = {Journal of Mathematical Analysis and Applications},
issn = {0022-247X,1096-0813},
journal = {J. Math. Anal. Appl.},
mrclass = {65M75 (47D07 60H35)},
mrnumber = {4153855},
mrreviewer = {Ilja\ Kr\"{o}ker},
number = {1},
pages = {Paper No. 124505, 29},
title = {A numerical approach to {K}olmogorov equation in high dimension based on {G}aussian analysis},
url = {https://doi.org/10.1016/j.jmaa.2020.124505},
volume = {493},
year = {2021}
}