Splitting methods for Fokker-Planck equations related to jump-diffusion processes (Q4626515)
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scientific article; zbMATH DE number 7030712
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| English | Splitting methods for Fokker-Planck equations related to jump-diffusion processes |
scientific article; zbMATH DE number 7030712 |
Statements
Splitting Methods for Fokker-Planck Equations Related to Jump-Diffusion Processes (English)
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28 February 2019
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partial integro-differential Fokker-Planck equations
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jump-diffusion processes
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0.9528441429138184
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0.7538287043571472
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0.7435723543167114
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0.733404815196991
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0.733014702796936
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