"Fokker-Planck equation and Feynman-Kac formula for multidimensional ..."

Qingyan Meng et al. (2025)

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DOI: 10.1016/J.MATCOM.2024.10.014

access: closed

type: Journal Article

metadata version: 2024-11-30

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Qingyan Meng, Yejuan Wang, Peter E. Kloeden, Xiaoying Han:
Fokker-Planck equation and Feynman-Kac formula for multidimensional stochastic dynamical systems with Lévy noises and time-dependent coefficients. Math. Comput. Simul. 229: 574-593 (2025)

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