Path integral solutions of the governing equation of SDEs excited by Lévy white noise (Q2222274)
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scientific article; zbMATH DE number 7301972
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| English | Path integral solutions of the governing equation of SDEs excited by Lévy white noise |
scientific article; zbMATH DE number 7301972 |
Statements
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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0.7748064994812012
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0.7667842507362366
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