Monte Carlo method for parabolic equations involving fractional Laplacian (Q2692995): Difference between revisions

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Latest revision as of 18:13, 31 July 2024

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Monte Carlo method for parabolic equations involving fractional Laplacian
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    Monte Carlo method for parabolic equations involving fractional Laplacian (English)
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    17 March 2023
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    Monte Carlo method
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    fractional Laplacian
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    linear parabolic equation
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    Lévy process
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    jump-adapted scheme
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