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swMATH12622MaRDI QIDQ24548FDOQ24548

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Described by source

• Numerical Methods for SPDEs with Tempered Stable Processes

Cited In (6)

• Stability and convergence of the Crank-Nicolson scheme for a class of variable-coefficient tempered fractional diffusion equations
• A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation
• A preconditioning technique for all-at-once system from the nonlinear tempered fractional diffusion equation
• A matrix splitting preconditioning method for solving the discretized tempered fractional diffusion equations
• The implicit midpoint method for Riesz tempered fractional diffusion equation with a nonlinear source term
• On CSCS-based iteration method for tempered fractional diffusion equations

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