I am 3rd year PhD student in the Warwick Maths and Stats CDT progamme under the supervision of Professor Aleksandar Mijatovic. My main interest is Levy processes and simulation of jump processes.
Title: Monte Carlo Estimation of the Solution of Fractional Partial Differential Equations
Authors: Vassili Kolokoltsov, Feng Lin, Aleksandar Mijatovic.
DOI: https://doi.org/10.1515/fca-2021-0012. January 29, 2021.
Feng dot Lin dot 1 at warwick dot ac dot uk