Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures.

Details

Language :

English

ISSN :

00295981

Volume :

85

Issue :

11

Database :

Complementary Index

Journal :

International Journal for Numerical Methods in Engineering

Publication Type :

Academic Journal

Accession number :

58095646

Full Text :

https://doi.org/10.1002/nme.3019