A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution (Q1989376): Difference between revisions

@@ Property / cites work @@
+The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic simulation: Algorithms and analysis
@@ Property / cites work: Stochastic simulation: Algorithms and analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Closed-form solutions for the first-passage-time problem and neuronal modeling
+Normal rank
@@ Property / cites work @@
+Gauss-Markov processes in the presence of a reflecting boundary and applications in neuronal models
+Normal rank
@@ Property / cites work @@
+Compact exponential scheme for the time fractional convection-diffusion reaction equation with variable coefficients
+Normal rank
@@ Property / cites work @@
+Grid methods in simulation and random variate generation
+Normal rank
@@ Property / cites work @@
+A computational approach to first-passage-time problems for Gauss–Markov processes
+Normal rank
@@ Property / cites work @@
+Algorithms for the fractional calculus: a selection of numerical methods
+Normal rank
@@ Property / cites work @@
+Q5060543
@@ Property / cites work: Q5060543 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of fractional differential equations: a survey and a software tutorial
+Normal rank
@@ Property / cites work @@
+First passage time distribution of a modified fractional diffusion equation in the semi-infinite interval
+Normal rank
@@ Property / cites work @@
+On Riemann-Liouville and Caputo derivatives
@@ Property / cites work: On Riemann-Liouville and Caputo derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum principle for the generalized time-fractional diffusion equation
+Normal rank
@@ Property / cites work @@
+A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes
+Normal rank
@@ Property / cites work @@
+Inverse Stable Subordinators
@@ Property / cites work: Inverse Stable Subordinators / rank @@
+Normal rank
@@ Property / cites work @@
+First-Passage Phenomena and Their Applications
@@ Property / cites work: First-Passage Phenomena and Their Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Solution of Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+First passage time distribution for anomalous diffusion
+Normal rank
@@ Property / cites work @@
+A Guide to First-Passage Processes
@@ Property / cites work: A Guide to First-Passage Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3993078
@@ Property / cites work: Q3993078 / rank @@
+Normal rank
@@ Property / cites work @@
+High-order compact exponential finite difference methods for convection-diffusion type problems
+Normal rank