A unified approach for the solution of the Fokker-Planck equation (Q4526110): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3103793739 / rank | |||
Normal rank | |||
Revision as of 03:07, 20 March 2024
scientific article; zbMATH DE number 1553237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified approach for the solution of the Fokker-Planck equation |
scientific article; zbMATH DE number 1553237 |
Statements
A unified approach for the solution of the Fokker-Planck equation (English)
0 references
16 July 2002
0 references
discrete singular convolution algorithm
0 references
numerical integration
0 references
Fokker-Planck equation
0 references
collocation
0 references
finite difference
0 references
repulsive Wong process
0 references
Black-Scholes equation
0 references
incompressible Euler equation
0 references
