Monte Carlo method for parabolic equations involving fractional Laplacian (Q2692995)
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scientific article; zbMATH DE number 7664804
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| English | Monte Carlo method for parabolic equations involving fractional Laplacian |
scientific article; zbMATH DE number 7664804 |
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Monte Carlo method for parabolic equations involving fractional Laplacian (English)
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17 March 2023
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Monte Carlo method
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fractional Laplacian
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linear parabolic equation
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Lévy process
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jump-adapted scheme
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0.9428515
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