Numerical Method for Nonlinear Kolmogorov PDEs via Sensitivity Analysis

Applied Mathematics & Optimization 2026 Open access

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Authors: Daniel Bartl, Ariel Neufeld, Kyunghyun Park

DOI: 10.1007/s00245-026-10432-0

Cited by: 0

References: 72

Fields of Study & Subjects

Numerical methods for differential equations Stochastic processes and financial applications Gas Dynamics and Kinetic Theory

References 72