A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution (Q1989376): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.apnum.2019.07.020 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2964051170 / rank | |||
Normal rank |
Revision as of 00:40, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution |
scientific article |
Statements
A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution (English)
0 references
21 April 2020
0 references
sub-diffusion processes
0 references
Caputo fractional derivative
0 references
compact exponential implicit scheme
0 references
simulation
0 references