The circumference of a sphere is measured to be 24 cm, with a possible error of 0.25 cm. Use the differential \(dV\) to estimate the maximum error in the calculated ...

We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arising from the time-discretization of backward stochastic differential equations with the integration ...

SIAM Journal on Numerical Analysis, Vol. 42, No. 2 (2005), pp. 800-825 (26 pages) We describe and analyze two numerical methods for a linear elliptic problem with stochastic coefficients and ...