A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution (Q1989376)
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scientific article; zbMATH DE number 7191342
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution |
scientific article; zbMATH DE number 7191342 |
Statements
A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution (English)
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21 April 2020
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sub-diffusion processes
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Caputo fractional derivative
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compact exponential implicit scheme
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simulation
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