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

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Property / author: Mario Abundo / rank
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Property / author: Giacomo Ascione / rank
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Property / author: Maria Francesca Carfora / rank
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Property / author: Mario Abundo / rank
 
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Property / author: Giacomo Ascione / rank
 
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Property / author: Maria Francesca Carfora / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.apnum.2019.07.020 / rank
 
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Property / OpenAlex ID: W2964051170 / rank
 
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Latest revision as of 10:35, 22 July 2024

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A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution
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    A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution (English)
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    21 April 2020
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    sub-diffusion processes
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    Caputo fractional derivative
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    compact exponential implicit scheme
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    simulation
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