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swMATH12622MaRDI QIDQ24548

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• Numerical Methods for SPDEs with Tempered Stable Processes

Related Items (6)

Stability and convergence of the Crank-Nicolson scheme for a class of variable-coefficient tempered fractional diffusion equations ⋮ On CSCS-based iteration method for tempered fractional diffusion equations ⋮ A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation ⋮ A matrix splitting preconditioning method for solving the discretized tempered fractional diffusion equations ⋮ The implicit midpoint method for Riesz tempered fractional diffusion equation with a nonlinear source term ⋮ A preconditioning technique for all-at-once system from the nonlinear tempered fractional diffusion equation

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