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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English | 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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