Numerical solutions for asymmetric Lévy flights
DOI10.1007/s11075-020-00995-6zbMath1476.65173OpenAlexW3081605067MaRDI QIDQ2035504
Publication date: 24 June 2021
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-020-00995-6
Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Fractional derivatives and integrals (26A33) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Fractional partial differential equations (35R11) Fundamental solutions, Green's function methods, etc. for initial value and initial-boundary value problems involving PDEs (65M80)
Uses Software
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