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Weak approximation of killed diffusion using Euler schemes
Stochastic Processes and Their Applications, 2000Emmanuel Gobet
exaly
On Poisson equation and diffusion approximation 2
Annals of Probability, 2003E Pardoux, A Yu Veretennikov
exaly
THE USE OF TRANSPORT APPROXIMATION AND DIFFUSION-BASED MODELS IN RADIATIVE TRANSFER CALCULATIONS
Computational Thermal Sciences, 2012Leonid A Dombrovsky
exaly

