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"Crank-Nicolson ADI finite difference/compact difference schemes for the 3D ..."
Leijie Qiao, Wenlin Qiu, Da Xu (2023)
- Leijie Qiao, Wenlin Qiu, Da Xu:
Crank-Nicolson ADI finite difference/compact difference schemes for the 3D tempered integrodifferential equation associated with Brownian motion. Numer. Algorithms 93(3): 1083-1104 (2023)
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