PROBABILISTIC METHODS FOR FINITE-DIFFERENCE APPROXIMATIONS TO DEGENERATE ELLIPTIC AND PARABOLIC EQUATIONS WITH NEUMANN AND DIRICHLET BOUNDARY-CONDITIONS

被引：9

作者：

KUSHNER, HJ ^{[1
]}

机构：

[1] BROWN UNIV,DIV APPL MATH & ENGN,PROVIDENCE,RI 02912

来源：

关键词：

D O I：

10.1016/0022-247X(76)90097-4

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：644 / 668

页数：25

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KUSHNER HJ, 1974, CDS743 BROWN U REP

[8]

KUSHNER HJ, 1976, J MATH ANAL APPLIC, V53

[9]

KUSHNER HJ, 1974, CDS746 BROWN U REP

[10]

Skorokhod AV., 1956, TEOR VEROYATN PRIMEN, V1, P261, DOI DOI 10.1137/1101022