Stochastic evolution equation with Riesz-fractional derivative and white noise on the half-line (Q268853)
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English | Stochastic evolution equation with Riesz-fractional derivative and white noise on the half-line |
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Stochastic evolution equation with Riesz-fractional derivative and white noise on the half-line (English)
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15 April 2016
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Fokas method
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Brownian motion
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initial boundary value problem
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stochastic evolution equation
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Riesz-fractional spatial derivative
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Picard scheme
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Monte Carlo method
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