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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Splitting Methods for Fokker-Planck Equations Related to Jump-Diffusion Processes
scientific article; zbMATH DE number 7030712

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    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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