A unified approach for the solution of the Fokker-Planck equation (Q4526110)
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scientific article; zbMATH DE number 1553237
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| English | A unified approach for the solution of the Fokker-Planck equation |
scientific article; zbMATH DE number 1553237 |
Statements
A unified approach for the solution of the Fokker-Planck equation (English)
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16 July 2002
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discrete singular convolution algorithm
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numerical integration
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Fokker-Planck equation
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collocation
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finite difference
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repulsive Wong process
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Black-Scholes equation
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incompressible Euler equation
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0.9439201
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0.9314468
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0.9299943
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0.9217678
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