A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model (Q4691176): Difference between revisions

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scientific article; zbMATH DE number 6958607
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A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model
scientific article; zbMATH DE number 6958607

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    A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model (English)
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    19 October 2018
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    tempered fractional derivatives
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    fractional diffusion equations
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    fast finite difference methods
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    CGMY model
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