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

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
Full Text: DOI
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