A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model (Q4691176)
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scientific article; zbMATH DE number 6958607
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model |
scientific article; zbMATH DE number 6958607 |
Statements
A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model (English)
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19 October 2018
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tempered fractional derivatives
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fractional diffusion equations
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fast finite difference methods
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CGMY model
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