Numerical approximation of Lévy-Feller diffusion equation and its probability interpretation

Journal of Computational and Applied Mathematics

Volumn 206, Issue 2, 2007, Pages 1098-1115

  Zhang, H ^a,b   Liu, F ^a,c   Anh, V ^c  

^a XIAMEN UNIVERSITY   (China)

^b FUZHOU UNIVERSITY   (China)

^c QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

Author keywords

L vy Feller diffusion; Markovian random walk; Numerical approximation; Riesz Feller potential; Stability and convergence; Stable probability distributions

Indexed keywords

NUMERICAL ANALYSIS; PROBABILITY; PROBLEM SOLVING; THEOREM PROVING;

FELLER DIFFUSION; MARKOVIAN RANDOM WALK; NUMERICAL APPROXIMATION; RIESZ-FELLER POTENTIAL; STABILITY AND CONVERGENCE; STABLE PROBABILITY DISTRIBUTIONS;

DIFFERENTIAL EQUATIONS;

EID: 34249805393     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2006.09.017     Document Type: Article

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