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A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution.
Jorge Eduardo Macías-Díaz
José Villa-Morales
Published in:
J. Comput. Appl. Math. (2017)
Keyphrases
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numerical solution
mathematical model
probabilistic model
similarity measure
prior knowledge
objective function
search space
probability distribution
statistical model
low order
finite difference