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Analysis of jump diffusion systems by spectral method

Authors :
Andrei V. Panteleev
Marine Mikilyan
Gevorg Baghdasaryan
Konstantin A. Rybakov
Source :
COMPUTATIONAL MECHANICS AND MODERN APPLIED SOFTWARE SYSTEMS (CMMASS’2019).
Publication Year :
2019
Publisher :
AIP Publishing, 2019.

Subjects

Subjects :
Jump diffusion
Statistical physics
Spectral method
Mathematics

Details

ISSN :
0094243X
Database :
OpenAIRE
Journal :
COMPUTATIONAL MECHANICS AND MODERN APPLIED SOFTWARE SYSTEMS (CMMASS’2019)
Accession number :
edsair.doi...........a364925db611851d9c755c261f26d9f5
Full Text :
https://doi.org/10.1063/1.5135690
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