Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation (Q1734297)
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scientific article; zbMATH DE number 7043138
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| English | Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation |
scientific article; zbMATH DE number 7043138 |
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Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation (English)
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27 March 2019
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jump-diffusion processes
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Fokker-Planck equation
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partial integro-differential equation
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Strang-Marchuk splitting
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Chang-Cooper
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convergence analysis
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0.9528441429138184
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0.7772414088249207
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0.7546477317810059
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0.7451582551002502
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