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math.NA2021
A Higher Order Resolvent-positive Finite Difference Approximation for Fractional Derivatives
Boris Baeumer, Mihály Kovács, Matthew Parry
We develop a finite difference approximation of order for the -fractional derivative. The weights of the approximation scheme have the same rate-matrix type properties as th…
math.NA2021
Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise
Erika Hausenblas, Mihály Kovács
We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when consi…