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Numerical methods for SPDEs with tempered stable processes. (English) Zbl 1320.65020

MSC:
65C30 Numerical solutions to stochastic differential and integral equations
65M75 Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs
35R60 PDEs with randomness, stochastic partial differential equations
35R11 Fractional partial differential equations
35Q84 Fokker-Planck equations
60G51 Processes with independent increments; Lévy processes
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60H35 Computational methods for stochastic equations (aspects of stochastic analysis)
60H40 White noise theory
Software:
MASS (R); R; TFPDE
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References:
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