APPROXIMATE CALCULATION OF INVARIANT MEASURES OF DIFFUSIONS VIA FINITE-DIFFERENCE APPROXIMATIONS TO DEGENERATE ELLIPTIC PARTIAL-DIFFERENTIAL EQUATIONS

被引:4
作者
KUSHNER, HJ
YU, CF
机构
[1] BROWN UNIV,DIV APPL MATH,PROVIDENCE,RI 02912
[2] BROWN UNIV,DIV ENGN,PROVIDENCE,RI 02912
关键词
D O I
10.1016/0022-247X(75)90126-2
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:359 / 367
页数:9
相关论文
共 3 条
[1]  
[Anonymous], 1967, GRUNDLEHREN MATH WIS, DOI DOI 10.1007/978-3-642-49686-8
[2]   PROBABILITY METHODS FOR CONVERGENCE OF FINITE-DIFFERENCE APPROXIMATIONS TO PARTIAL DIFFERENTIAL EQUATIONS [J].
KUSHNER, HJ ;
YU, CF .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1973, 43 (03) :603-625
[3]  
KUSHNER HJ, 1974, 743 BROWN U CTR DYN