Monte Carlo estimation of the solution of fractional partial differential equations (Q2020233)

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Monte Carlo estimation of the solution of fractional partial differential equations
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    Monte Carlo estimation of the solution of fractional partial differential equations (English)
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    23 April 2021
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    numerical solution of fractional PDE
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    stable process
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    simulation
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    Monte-Carlo estimation
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    central limit theorem
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    Berry-Esseen bounds
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