Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method (Q2074132)

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Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method
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    Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method (English)
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    4 February 2022
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    \textit{Lévy} financial model
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    fractional advection diffusion equation
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    probability conservative simulation
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    expanded mixed finite element method
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    inf-sup condition
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    solvability and convergence
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