Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems

Chuchu Chen, Jialin Hong, Derui Sheng. Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems. J. Complexity, 70:101634, 2022. [doi]

@article{ChenHS22-0,
  title = {Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems},
  author = {Chuchu Chen and Jialin Hong and Derui Sheng},
  year = {2022},
  doi = {10.1016/j.jco.2021.101634},
  url = {https://doi.org/10.1016/j.jco.2021.101634},
  researchr = {https://researchr.org/publication/ChenHS22-0},
  cites = {0},
  citedby = {0},
  journal = {J. Complexity},
  volume = {70},
  pages = {101634},
}