Abstract.The subject of this paper is the analytic approximation of solution to stochastic differential delay equations with Poisson jump. We introduce approximate methods for stochastic differential ...
SIAM Journal on Numerical Analysis, Vol. 21, No. 2 (Apr., 1984), pp. 285-299 (15 pages) We present fast methods for solving Laplace's and the biharmonic equations on irregular regions with smooth ...