Probability Methods for Approximations in Stochastic Control and for Elliptic Equations

Probability Methods for Approximations in Stochastic Control and for Elliptic Equations
Author: Kushner
Publisher: Academic Press
Total Pages: 263
Release: 1977-04-14
Genre: Computers
ISBN: 0080956386


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Probability Methods for Approximations in Stochastic Control and for Elliptic Equations


Probability Methods for Approximations in Stochastic Control and for Elliptic Equations
Language: en
Pages: 263
Authors: Kushner
Categories: Computers
Type: BOOK - Published: 1977-04-14 - Publisher: Academic Press

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Probability Methods for Approximations in Stochastic Control and for Elliptic Equations
Probability Methods for the Convergence of Finite Difference Approximations to Partial Differential Equations
Language: en
Pages: 40
Authors: Harold Joseph Kushner
Categories: Convergence
Type: BOOK - Published: 1972 - Publisher:

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The paper applies some results on weak convergence of probability measures to the problem of convergence of finite difference approximations to a broad class of
A Survey of Some Applications of Probability and Stochastic Control Theory to Finite Difference Methods for Degenerate Elliptic and Parabolic Equations
Language: en
Pages: 76
Authors: Harold J. Kushner
Categories:
Type: BOOK - Published: 1974 - Publisher:

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Finite difference methods for degenerate linear and (certain) non-linear elliptic and parabolic equations are analyzed from a probabilistic point of view, and p
Encyclopaedia of Mathematics
Language: en
Pages: 932
Authors: M. Hazewinkel
Categories: Mathematics
Type: BOOK - Published: 2013-12-01 - Publisher: Springer

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Computation and Applied Mathematics
Language: en
Pages: 94
Authors:
Categories:
Type: BOOK - Published: 1997 - Publisher:

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