HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs (Q2947344): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs |
scientific article |
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HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs (English)
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22 September 2015
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forward Kolmogorov equation
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high-order splitting scheme
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PDE
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PIDE
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finite-difference method
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