Monte Carlo method for parabolic equations involving fractional Laplacian (Q2692995): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo method for parabolic equations involving fractional Laplacian |
scientific article |
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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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