Path integral solutions of the governing equation of SDEs excited by Lévy white noise (Q2222274)

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Path integral solutions of the governing equation of SDEs excited by Lévy white noise
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    Path integral solutions of the governing equation of SDEs excited by Lévy white noise (English)
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    26 January 2021
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    path integral method
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    space fractional FPK equation
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    \(\alpha\)-stable Lévy white noise
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    Monte Carlo simulation
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    finite difference method
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