Approximation of the interface condition for stochastic Stefan-type problems
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Author / Producer
Date
2019-08
Publication Type
Journal Article
ETH Bibliography
yes
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Altmetric
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Rights / License
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Publication status
published
External links
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Book title
Journal / series
Volume
24 (8)
Pages / Article No.
4317 - 4339
Publisher
American Institute of Mathematical Sciences
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Stochastic partial differential equation; Stefan problem; moving boundary problem; dependence on coefficients; approximation; volume imbalance
Organisational unit
09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
Notes
Funding
163425 - Tractable Stopping Problems in Finance (SNF)