41 citations · 256 across the 24 of their papers we have counts for
Showing 2016Show all
2 papers · 1 filter
math.NA2016
On Finite difference schemes for partial integro-differential equations of Lévy type
Konstantinos Dareiotis
In this article we introduce a finite difference approximation for integro-differential operators of Lévy type. We approximate solutions of integro-differential equations, where th…
math.AP2016
Symmetrization of exterior parabolic problems and probabilistic interpretation
Konstantinos Dareiotis
We prove a comparison theorem for the averages of the solutions of two exterior parabolic problems, the second being the "symmetrization" of the first one, by using approximation o…