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Generalized local and nonlocal master equations for some stochastic processes

  • The George Washington University
  • Citigroup
  • Columbia University

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)2497-2512
Number of pages16
JournalComputers and Mathematics with Applications
Volume71
Issue number11
DOIs
StatePublished - Jun 2016

ASJC Scopus Subject Areas

  • Modeling and Simulation
  • Computational Theory and Mathematics
  • Computational Mathematics

Keywords

  • Conservation law
  • Fractional diffusion
  • Nonlocal diffusion
  • Nonlocal flux
  • Smoluchowski equation
  • Stochastic coagulation

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