flandoli.luo.ea:23:numerical¶
BibTeX Entry:
@article{flandoli.luo.ea:23:numerical,
author = {Flandoli, Franco and Luo, Dejun and Ricci, Cristiano},
doi = {10.1016/j.amc.2022.127520},
fjournal = {Applied Mathematics and Computation},
issn = {0096-3003,1873-5649},
journal = {Appl. Math. Comput.},
mrclass = {34F05},
mrnumber = {4480746},
pages = {Paper No. 127520, 17},
title = {Numerical computation of probabilities for nonlinear {SDE}s in high dimension using {K}olmogorov equation},
url = {https://doi.org/10.1016/j.amc.2022.127520},
volume = {436},
year = {2023}
}