hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES (Q2891185): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES |
scientific article |
Statements
hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES (English)
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13 June 2012
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discontinuous Galerkin methods
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Feller-Lévy processes
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pure jump processes
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Lévy copulas
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option pricing
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Dirichlet forms
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error analysis
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nonlocal degenerate integrodifferential equations
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Galerkin finite element methods
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regularization of hypersingular integrals
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numerical experiments
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