Monte Carlo method for parabolic equations involving fractional Laplacian
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Publication:2692995
DOI10.1515/mcma-2022-2129OpenAlexW4307535992MaRDI QIDQ2692995
Publication date: 17 March 2023
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.15192
Monte Carlo methods (65C05) Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11)
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