Title of article :
Monte Carlo estimates of the solution of a parabolic equation and its derivatives made by solving stochastic differential equations
Author/Authors :
S. A. Gusev، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Keywords :
Parametric derivative , Euler method , Stochastic differential equation , Parabolic equation
Journal title :
Communications in Nonlinear Science and Numerical Simulation
Journal title :
Communications in Nonlinear Science and Numerical Simulation
