The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models (Q295205): Difference between revisions
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| Property / Mathematics Subject Classification ID: 65M70 / rank | |||
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| Property / Mathematics Subject Classification ID: 45K05 / rank | |||
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| Property / Mathematics Subject Classification ID: 35K57 / rank | |||
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| Property / Mathematics Subject Classification ID: 65T60 / rank | |||
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| Property / zbMATH DE Number: 6594725 / rank | |||
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partial integro-differential equations | |||
| Property / zbMATH Keywords: partial integro-differential equations / rank | |||
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jump-diffusion | |||
| Property / zbMATH Keywords: jump-diffusion / rank | |||
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viscosity solution | |||
| Property / zbMATH Keywords: viscosity solution / rank | |||
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wavelet | |||
| Property / zbMATH Keywords: wavelet / rank | |||
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adaptive collocation methods | |||
| Property / zbMATH Keywords: adaptive collocation methods / rank | |||
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Revision as of 20:41, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models |
scientific article |
Statements
The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models (English)
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17 June 2016
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partial integro-differential equations
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jump-diffusion
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viscosity solution
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wavelet
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adaptive collocation methods
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