A Discretization of Caputo Derivatives with Application to Time Fractional SDEs and Gradient Flows

Lei Li 0006, Jian-Guo Liu. A Discretization of Caputo Derivatives with Application to Time Fractional SDEs and Gradient Flows. SIAM J. Numerical Analysis, 57(5):2095-2120, 2019. [doi]

Authors

Lei Li 0006

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Jian-Guo Liu

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