Numerical methods for two-dimensional G-heat equation

DOI10.3934/PUQR.2026005MaRDI QIDQ7323131zbMATH OpenFDO

Authors Ziting Pei, Xingye Yue, Xiaotao Zheng

Publication date 1 September 2026

Published in Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/PUQR.2026005

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65) Numerical methods (including Monte Carlo methods) (91G60)

Cites work

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