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Analysis of a WSGD scheme for backward fractional Feynman-Kac equation with nonsmooth data - MaRDI portal

Analysis of a WSGD scheme for backward fractional Feynman-Kac equation with nonsmooth data (Q6607034)

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scientific article; zbMATH DE number 7914908
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Analysis of a WSGD scheme for backward fractional Feynman-Kac equation with nonsmooth data
scientific article; zbMATH DE number 7914908

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    Analysis of a WSGD scheme for backward fractional Feynman-Kac equation with nonsmooth data (English)
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    17 September 2024
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    backward fractional Feynman-Kac equation
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    fractional substantial derivative
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    weighted and shifted Grünwald difference formula
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