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HIGH ORDER ALGORITHMS FOR THE FRACTIONAL SUBSTANTIAL DIFFUSION EQUATION WITH TRUNCATED LEVY FLIGHTS 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2015, 卷号: 37, 期号: 2, 页码: A890-A917
作者:  Chen, MH;  Deng, WH
收藏  |  浏览/下载:3/0  |  提交时间:2017/01/12
Finite difference approximations and dynamics simulations for the Levy Fractional Klein-Kramers equation 期刊论文
NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, 2012, 卷号: 28, 期号: 6, 页码: 1944-1965
作者:  Li, C;  Deng, WH;  Wu, YJ
收藏  |  浏览/下载:3/0  |  提交时间:2015/12/16
Finite difference/predictor-corrector approximations for the space and time fractional Fokker-Planck equation 期刊论文
APPLIED MATHEMATICS LETTERS, 2012, 卷号: 25, 期号: 11, 页码: 1815-1821
作者:  Deng, KY;  Deng, WH
收藏  |  浏览/下载:5/0  |  提交时间:2015/12/16
Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2011, 卷号: 106, 期号: 494, 页码: 558-568
作者:  Jing, BY;  Kong, XB;  Liu, Z
收藏  |  浏览/下载:1/0  |  提交时间:2015/12/16
FINITE ELEMENT METHOD FOR THE SPACE AND TIME FRACTIONAL FOKKER-PLANCK EQUATION 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2008, 卷号: 47, 期号: 1, 页码: 204-226
作者:  Deng, WH
收藏  |  浏览/下载:7/0  |  提交时间:2015/12/16


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