Path integral solutions of the governing equation of SDEs excited by Lévy white noise

Title
Path integral solutions of the governing equation of SDEs excited by Lévy white noise
Authors
Keywords
Path integral method, Space fractional FPK equation, α, -stable Lévy white noise, Monte Carlo simulation, Finite difference method
Journal
JOURNAL OF COMPUTATIONAL PHYSICS
Volume -, Issue -, Pages -
Publisher
Elsevier BV
Online
2019-05-23
DOI
10.1016/j.jcp.2019.05.023

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