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内部出版物
CNKI学位论文(2)
知网期刊论文(6)
在“
SpringerLink电子期刊
”中,
命中:
25
条,耗时:小于0.01 秒
在所有数据库中总计命中:
8
条
1.
Numerical Solution of the Robin Problem of Laplace Equations with a Feynman–Kac
Formula
and Reflecting Brownian Motions
作者:
Yijing Zhou
;
Wei Cai
关键词:
Skorokhod problem
;
Boundary local time
;
Feynman–Kac
formula
;
Reflecting Brownian motion
;
Brownian motion
;
Laplace equation
;
WOS
;
Robin boundary problem
刊名:Journal of Scientific Computing
出版年:2016
2.
Estimates on Functional Integrals of Quantum Mechanics and Non-relativistic Quantum Field Theory
作者:
Gonzalo A. Bley
;
Lawrence E. Thomas
刊名:Communications in Mathematical Physics
出版年:2017
3.
A Feynman–Kac-type
formula
for Lévy processes with discontinuous killing rates
作者:
Kathrin Glau
关键词:
Time
;
inhomogeneous Lévy process
;
Killing rate
;
Feynman–Kac representation
;
Weak solution
;
variational solution
;
Parabolic evolution equation
;
Partial integro
;
differential equation
;
Pseudo
;
differential equation
;
Nonlocal operator
;
Fractional Laplace operator
;
Sobolev–Slobodeckii spaces
;
Option pricing
;
Laplace transform of occupation time
;
Employee option
;
Galerkin method
刊名:Finance and Stochastics
出版年:2016
4.
Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion
作者:
Qingda Wei
关键词:
Continuous
;
time Markov decision processes
;
Risk
;
sensitive finite
;
horizon cost criterion
;
Unbounded transition rates
;
Feynman–Kac
formula
;
Finite approximation
刊名:Mathematical Methods of Operations Research
出版年:2016
5.
Multilevel Monte Carlo for the Feynman–Kac
formula
for the Laplace equation
作者:
Stefan Pauli
;
Robert Nicholas Gantner
;
Peter Arbenz…
关键词:
Multilevel Monte Carlo
;
Feynman–Kac
;
Walk on Spheres
;
Laplace equation
;
60H30
;
65C05
;
65N99
刊名:BIT Numerical Mathematics
出版年:2015
6.
An Efficient Algorithm for Accelerating Monte Carlo Approximations of the Solution to Boundary Value Problems
作者:
Sara Mancini
;
Francisco Bernal
;
Juan A. Acebrón
关键词:
Monte Carlo method
;
Romberg extrapolation
;
Bounded diffusion
;
Feynman–Kac
formula
;
First exit time
;
Parallel computing
刊名:Journal of Scientific Computing
出版年:2016
7.
Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps
作者:
Yu Fu
;
Weidong Zhao
;
Tao Zhou
关键词:
Multistep scheme
;
Jump
;
diffusion process
;
Forward backward stochastic differential equation with jumps
刊名:Journal of Scientific Computing
出版年:2016
8.
Reconstruction algorithm for unknown cavities via Feynman–Kac type
formula
作者:
Hajime Kawakami
关键词:
Inverse problem
;
Heat equation
;
Nonlinear integer programming
;
Binary variables
;
Continuous approach
;
Monte
;
Carlo method
刊名:Computational Optimization and Applications
出版年:2015
9.
Numerical Algorithms for the Forward and Backward Fractional Feynman–Kac Equations
作者:
Weihua Deng
;
Minghua Chen
;
Eli Barkai
关键词:
Fractional Feynman–Kac equation
;
Fractional substantial derivative
;
Optimal convergent order
;
Numerical stability and convergence
;
Numerical inversion of Laplace transforms
刊名:Journal of Scientific Computing
出版年:2015
10.
Moment Asymptotics for Multitype Branching Random Walks in Random Environment
作者:
Onur Gün
;
Wolfgang K?nig
;
Ozren Sekulovi?
关键词:
Multitype branching random walk
;
Feynman–Kac
;
type
formula
;
Variational analysis
;
Annealed moments
;
Large deviations
;
60J80
;
60J55
;
60F10
;
60K37
;
60J10
刊名:Journal of Theoretical Probability
出版年:2015
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