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A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2021, 卷号: 493, 期号: 1, 页码: 29
Authors:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
Favorite  |  View/Download:79/0  |  Submit date:2021/01/14
Kolmogorov equation  Numerical solution  Iteration schema  Gaussian process