Probability methods for the convergence of finite difference approximations to partial differential equations
Journal of Mathematical Analysis and Applications, Volume 43, Issue 3, September 1973, Pages 603-625
Harold J. Kushner, Chen-Fu Yu
电子链接:
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6WK2-4CRM8MT-1VF&_user=7522343&_coverDate=09%2F30%2F1973&_alid=1333282401&_rdoc=2&_fmt=high&_orig=search&_cdi=6894&_sort=r&_docanchor=&view=c&_ct=3776&_acct=C000055930&_version=1&_urlVersion=0&_userid=7522343&md5=3357849f3f02fbe3461a0b8168c6a248
Probability methods for the convergence of finite difference approximation to partial differential-integral equations. II
Journal of Mathematical Analysis and Applications, Volume 45, Issue 1, January 1974, Pages 54-72
Harold J. Kushner, Chen-Fu Yu
电子链接:http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6WK2-4CRJ2GW-18N&_user=7522343&_coverDate=01%2F31%2F1974&_alid=1333282401&_rdoc=1&_fmt=high&_orig=search&_cdi=6894&_sort=r&_docanchor=&view=c&_ct=3776&_acct=C000055930&_version=1&_urlVersion=0&_userid=7522343&md5=36b6f63e5a6a49200d387e0f87faf28e
谢谢!