Solving Multidimensional Fractional Fokker--Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes (Q5364197)
From MaRDI portal
scientific article; zbMATH DE number 6785401
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving Multidimensional Fractional Fokker--Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes |
scientific article; zbMATH DE number 6785401 |
Statements
Solving Multidimensional Fractional Fokker--Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes (English)
0 references
4 October 2017
0 references
fractional Fokker-Planck equations
0 references
anomalous diffusion
0 references
Monte Carlo sampling
0 references
Malliavin calculus
0 references
0 references
0 references
0 references
0 references
