hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF...

Mathematical Models and Methods in Applied Sciences 2012 / 01 Vol. 22; Iss. 1

hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES

MARAZZINA, DANIELE, REICHMANN, OLEG, SCHWAB, CHRISTOPH
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Volume:
22
Language:
english
Journal:
Mathematical Models and Methods in Applied Sciences
DOI:
10.1142/s0218202512005897
Date:
January, 2012
File:
PDF, 625 KB
english, 2012
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