Stochastic diffusion equation with fractional Laplacian on the first quadrant (Q2328636)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stochastic diffusion equation with fractional Laplacian on the first quadrant
scientific article

    Statements

    Stochastic diffusion equation with fractional Laplacian on the first quadrant (English)
    0 references
    0 references
    10 October 2019
    0 references
    0 references
    fractional Laplacian
    0 references
    Fokas method
    0 references
    Brownian motion
    0 references
    Monte Carlo integration
    0 references
    0 references