Analysis of a WSGD scheme for backward fractional Feynman-Kac equation with nonsmooth data (Q6607034)
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scientific article; zbMATH DE number 7914908
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| English | Analysis of a WSGD scheme for backward fractional Feynman-Kac equation with nonsmooth data |
scientific article; zbMATH DE number 7914908 |
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Analysis of a WSGD scheme for backward fractional Feynman-Kac equation with nonsmooth data (English)
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17 September 2024
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backward fractional Feynman-Kac equation
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fractional substantial derivative
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weighted and shifted Grünwald difference formula
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0.8626518845558167
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0.8295398354530334
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0.7983679175376892
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0.7888610363006592
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0.7840886116027832
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