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zbMath1247.65133MaRDI QIDQ2900309

Tao Sun, Chao Zhang, Ben-yu Guo

Publication date: 21 July 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Fokker-Planck equation Jacobi spectral method Laguerre spectral method Black-schooles equation

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Fokker-Planck equations (35Q84)

Related Items (1)

Some progress in spectral methods

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