Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method
type: Item
instance of: scholarly article
title: Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method
author: Jing Chen
author: Feng Wang
author: Huanzhen Chen
publication date: 2022-02-04T00:00:00Z
Mathematics Subject Classification ID: 26A33
Mathematics Subject Classification ID: 65N30
Mathematics Subject Classification ID: 35R11
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 65M12
zbMATH DE Number: 7469189
zbMATH Keywords: \textit{Lévy} financial model
zbMATH Keywords: fractional advection diffusion equation
zbMATH Keywords: probability conservative simulation
zbMATH Keywords: expanded mixed finite element method
zbMATH Keywords: inf-sup condition
zbMATH Keywords: solvability and convergence
MaRDI profile type: Publication
full work available at URL: j.camwa.2021.12.007
OpenAlex ID: W4200475332
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DOI: 10.1016/J.CAMWA.2021.12.007
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 7469189