Isospectral schemes for exact algorithms for stochastic processes and PDE’s

Numerical Algorithms 2026

View at publisher

Authors: Andrew Chee, X. Y. Han, Yuxhuan Liu, Pierre Patie, Rohan Sarkar, Tonghua Tian

DOI: 10.1007/s11075-025-02304-5

Cited by: 0

References: 34

Fields of Study & Subjects

Gene Regulatory Network Analysis Markov Chains and Monte Carlo Methods Stochastic processes and financial applications

References 34