Stochastic representation and Monte Carlo simulation for multiterm time-fractional diffusion equation
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Publication:2246509
DOI10.1155/2020/1315426zbMath1481.60130OpenAlexW3042450441MaRDI QIDQ2246509
Publication date: 16 November 2021
Published in: Advances in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/1315426
Processes with independent increments; Lévy processes (60G51) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Fractional partial differential equations (35R11)
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