Stochastic diffusion equation with fractional Laplacian on the first quadrant (Q2328636)

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Stochastic diffusion equation with fractional Laplacian on the first quadrant
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    Stochastic diffusion equation with fractional Laplacian on the first quadrant (English)
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    10 October 2019
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    fractional Laplacian
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    Fokas method
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    Brownian motion
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    Monte Carlo integration
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