Pages that link to "Item:Q1734297"
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The following pages link to Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation (Q1734297):
Displaying 15 items.
- Analysis of the Chang-Cooper discretization scheme for a class of Fokker-Planck equations (Q890257) (← links)
- A Fokker-Planck control framework for stochastic systems (Q1755915) (← links)
- A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
- An operator splitting scheme for the fractional kinetic Fokker-Planck equation (Q2272720) (← links)
- Parameter identification and uncertainty quantification in stochastic state space models and its application to texture analysis (Q2273068) (← links)
- A time-space spectral method for the time-space fractional Fokker-Planck equation and its inverse problem (Q2422987) (← links)
- Splitting Methods for Fokker-Planck Equations Related to Jump-Diffusion Processes (Q4626515) (← links)
- A Fokker-Planck Based Approach to Control Jump Processes (Q4626516) (← links)
- CALIBRATION OF LÉVY PROCESSES USING OPTIMAL CONTROL OF KOLMOGOROV EQUATIONS WITH PERIODIC BOUNDARY CONDITIONS (Q4959400) (← links)
- An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006) (← links)
- On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
- Stochastic particle transport by deep-water irregular breaking waves (Q6077970) (← links)
- A multigrid scheme for solving convection-diffusion-integral optimal control problems (Q6163804) (← links)
- The fundamental solution of the master equation for a jump-diffusion Ornstein-Uhlenbeck process (Q6606939) (← links)
- Approximate solution of stochastic Allen-Cahn equation of fractional order using finite difference and RBF-based meshfree method (Q6660047) (← links)
