Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs (Q2007289)
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| English | Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs |
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Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs (English)
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12 October 2020
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backward stochastic differential equation with jumps
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nonlocal diffusion equations
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superdiffusion
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compound Poisson process
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\(\theta\)-scheme
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adaptive approximation
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