Pages that link to "Item:Q4443583"
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The following pages link to Wavelet Discretizations of Parabolic Integrodifferential Equations (Q4443583):
Displaying 12 items.
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- On the solution of the Fokker-Planck equation using a high-order reduced basis approximation (Q658721) (← links)
- Wavelet solution of variable order pseudodifferential equations (Q987714) (← links)
- Two dimensional wavelets collocation scheme for linear and nonlinear Volterra weakly singular partial integro-differential equations (Q1794730) (← links)
- Approximations of parabolic integro-differential equations using wavelet-Galerkin compression techniques (Q2458232) (← links)
- Linear complexity solution of parabolic integro-differential equations (Q2502236) (← links)
- A finite elements approach for spread contract valuation via associated two-dimensional PIDE (Q2685272) (← links)
- Classification of Lévy Processes with Parabolic Kolmogorov Backward Equations (Q2821763) (← links)
- On the convergence of the wavelet-Galerkin method for nonlinear filtering (Q2930577) (← links)
- Wavelet Galerkin pricing of American options on Lévy driven assets (Q3375382) (← links)
- Fast deterministic pricing of options on Lévy driven assets (Q5315443) (← links)
- Numerical solution of parabolic equations in high dimensions (Q5315445) (← links)