Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations (Q6136818)
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scientific article; zbMATH DE number 7790295
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| English | Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations |
scientific article; zbMATH DE number 7790295 |
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Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations (English)
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17 January 2024
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isotropic \(\alpha\)-stable Lévy processes
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iterative scheme
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Kolmogorov equations
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semilinear SDEs
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0.8045207262039185
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0.7318332195281982
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0.7155265808105469
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0.7143586874008179
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0.6941891312599182
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