On finite difference schemes for partial integro-differential equations of Lévy type

Dareiotis, K (2020) On finite difference schemes for partial integro-differential equations of Lévy type. Journal of Computational and Applied Mathematics, 368. 112587. ISSN 0377-0427

Abstract

Metadata

Authors/Creators:
  • Dareiotis, K
Copyright, Publisher and Additional Information: Crown Copyright © 2019 Published by Elsevier B.V. All rights reserved. This is an author produced version of a paper published in Journal of Computational and Applied Mathematics. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Finite differences; Lévy processes; Integro-differential equations
Dates:
  • Published: April 2020
  • Accepted: 28 October 2019
  • Published (online): 2 November 2019
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 05 Nov 2019 11:39
Last Modified: 12 Dec 2019 16:40
Status: Published
Publisher: Elsevier
Identification Number: https://doi.org/10.1016/j.cam.2019.112587

Download

Accepted Version


Embargoed until: 2 November 2020

Filename: PIDEsJACM.pdf

Licence: CC-BY-NC-ND 4.0

Request a copy

Share / Export

Statistics