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Crank-Nicolson ADI finite difference/compact difference schemes for the 3D tempered integrodifferential equation associated with Brownian motion

Release Time:2024-11-28| Hits:

Title of Paper:Crank-Nicolson ADI finite difference/compact difference schemes for the 3D tempered integrodifferential equation associated with Brownian motion

Journal:Numerical Algorithms

First Author:Leijie Qiao

Correspondence Author:Wenlin Qiu*

All the Authors:Da Xu

Volume:93

Page Number:1083-1104

Translation or Not:No

Date of Publication:2023-11

Included Journals:SCI

Release Time:2024-11-28

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