Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion (Q2192571)

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Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion
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    Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion (English)
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    17 August 2020
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    singularity
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    nonuniform discretization
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    computational efficiency
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    mean squared displacement
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