An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients

Yongmei Cai, Xuerong Mao, Fengying Wei. An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients. J. Computational Applied Mathematics, 437:115472, February 2024. [doi]

Abstract

Abstract is missing.