Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type.

Marie Frentz Kaj Nyström

Published in: J. Comput. Appl. Math. (2010)

Keyphrases

approximation schemes
discrete random variables
stage stochastic programs
monte carlo
error bounds
approximation algorithms
stochastic optimization
monte carlo sampling
data sets
learning algorithm
rough sets
dynamical systems
stochastic model
learning automata