Finite difference methods for the generator of 1D asymmetric alpha-stable Lévy motions

DOI10.1515/cmam-2017-0033zbMath1387.35596arXiv1705.03357OpenAlexW2963744826MaRDI QIDQ1697110

Xiao Wang, Yanghong Huang

Publication date: 15 February 2018

Published in: Computational Methods in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.03357

zbMATH Keywords

finite difference methodspseudo-differential operator\(\alpha\)-stable Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Finite difference methods for boundary value problems involving PDEs (65N06) Integro-partial differential equations (35R09)

Related Items (1)

Preface: Numerical analysis of fractional differential equations

Uses Software

• Matlab

Cites Work

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