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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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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