WEAK APPROXIMATION OF OBLIQUELY REFLECTED DIFFUSIONS IN TIME-DEPENDENT DOMAINS

Kaj Nyströ, m, Thomas Ö, nskog

Journal of Computational Mathematics ›› 2010, Vol. 28 ›› Issue (5) : 579-605.

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PDF(314 KB)
Journal of Computational Mathematics ›› 2010, Vol. 28 ›› Issue (5) : 579-605. DOI: 10.4208/jcm.1003-m2957

WEAK APPROXIMATION OF OBLIQUELY REFLECTED DIFFUSIONS IN TIME-DEPENDENT DOMAINS

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