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math.NA2019★ 20 cited
Numerical approximation for fractional diffusion equation forced by a tempered fractional Gaussian noise
Xing Liu, Weihua Deng
This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of…
math.PR2019
First exit and Dirichlet problem for the nonisotropic tempered -stable processes
Xing Liu, Weihua Deng
This paper discusses the first exit and Dirichlet problems of the nonisotropic tempered -stable process . The upper bounds of all moments of the first exit position $\left|…