"A numerical approach to Kolmogorov equation in high dimension based on ..."

Franco Flandoli, Dejun Luo, Cristiano Ricci (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2019-07-17

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1907-03332
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  - https://dblp.org/rec/journals/corr/abs-1907-03332
Franco Flandoli, Dejun Luo, Cristiano Ricci:
A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis. CoRR abs/1907.03332 (2019)

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