Monte Carlo method for the Cauchy problem of fractional diffusion equation concerning fractional Laplacian-Reference-Cited by-同舟云学术

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Monte Carlo method for the Cauchy problem of fractional diffusion equation concerning fractional Laplacian

Published:2024-07 Issue: Volume:201 Page:20-40
ISSN:0168-9274
Container-title:Applied Numerical Mathematics
language:en
Short-container-title:Applied Numerical Mathematics

Author:

Jiao Caiyu,Li Changpin^ORCID

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Reference27 articles.

1. Lévy Processes and Stochastic Calculus;Applebaum,2009

2. Hölder Regularity for Generalized Master Equations with Rough Kernels;Caffarelli,2014

3. On Riesz derivative;Cai;Fract. Calc. Appl. Anal.,2019

4. Numerical methods for nonlocal and fractional models;D'Elia;Acta Numer.,2020

5. Financial Modelling with Jump Processes;Cont,2004

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