Numerical Algorithms for the Forward and Backward Fractional Feynman-Kac Equations

Weihua Deng, Minghua Chen, Eli Barkai. Numerical Algorithms for the Forward and Backward Fractional Feynman-Kac Equations. J. Sci. Comput., 62(3):718-746, 2015. [doi]

@article{DengCB15,
  title = {Numerical Algorithms for the Forward and Backward Fractional Feynman-Kac Equations},
  author = {Weihua Deng and Minghua Chen and Eli Barkai},
  year = {2015},
  doi = {10.1007/s10915-014-9873-6},
  url = {http://dx.doi.org/10.1007/s10915-014-9873-6},
  researchr = {https://researchr.org/publication/DengCB15},
  cites = {0},
  citedby = {0},
  journal = {J. Sci. Comput.},
  volume = {62},
  number = {3},
  pages = {718-746},
}