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On finite difference schemes for partial integro-differential equations of Lévy type - MaRDI portal

On finite difference schemes for partial integro-differential equations of Lévy type (Q2292034)

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On finite difference schemes for partial integro-differential equations of Lévy type
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    On finite difference schemes for partial integro-differential equations of Lévy type (English)
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    31 January 2020
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    finite differences
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    Lévy processes
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    integro-differential equations
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