This is a preview. Log in through your library . Abstract We prove that a certain finite difference scheme converges to the weak solution of the Cauchy problem on a ...
SIAM Journal on Applied Mathematics, Vol. 40, No. 3 (Jun., 1981), pp. 528-541 (14 pages) A convenient and useful method for showing weak convergence, to a diffusion, of the interpolated solutions of a ...
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