hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES (Q2891185): Difference between revisions

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+Exponential convergence of<i>hp</i>quadrature for integral operators with Gevrey kernels
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+Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes
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+Financial Modelling with Jump Processes
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+A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models
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+ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS
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+Discontinuous<i>hp</i>-Finite Element Methods for Advection-Diffusion-Reaction Problems
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+Stabilized<i>hp</i>-Finite Element Methods for First-Order Hyperbolic Problems
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+Stabilised \(hp\)-finite element approximation of partial differential equations with nonnegative characteristic form
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+Q3959169
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+Characterization of dependence of multidimensional Lévy processes using Lévy copulas
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+A priori estimates for integro-differential operators with measurable kernels
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+Fast deterministic pricing of options on Lévy driven assets
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+Semigroups of linear operators and applications to partial differential equations
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+On Kolmogorov equations for anisotropic multivariate Lévy processes
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+Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing
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+Discontinuous Galerkin Methods for Solving Elliptic and Parabolic Equations
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