Efficient Monte Carlo Method for Integral Fractional Laplacian in Multiple Dimensions
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Publication:6055561
DOI10.1137/22m1504706arXiv2204.08860OpenAlexW4386715073MaRDI QIDQ6055561
Chang-Tao Sheng, Cheng-long Xu, Bihao Su
Publication date: 29 September 2023
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2204.08860
Fractional processes, including fractional Brownian motion (60G22) Probabilistic methods, stochastic differential equations (65Cxx)
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