Euler schemes and half-space approximation for the simulation of diffusion in a domain

By Emmanuel Gobet. 2001

107 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/4c90c15e8a6ab514138217d5bb0f37e78175bdfc

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Theory and Mathematics

  1. Mireille Bossy
  2. Denis Talay
  3. Emmanuel Gobet

In Finance

  1. Mireille Bossy
  2. Denis Talay
  3. Emmanuel Gobet
  4. Michael SØrensen
  5. D. Crisan
  6. K. Manolarakis
  7. Huyen Pham
  8. Jean-François Chassagneux

In Statistics and Probability

  1. Mireille Bossy
  2. Denis Talay
  3. Emmanuel Gobet
  4. Michael SØrensen
  5. D. Crisan
  6. K. Manolarakis
  7. J. Forman
  8. Arnaud Gloter

Citations in the corpus