A Monotone Discretization for the Fractional Obstacle Problem and Its Improved Policy Iteration
In recent years, the fractional Laplacian has attracted the attention of many researchers, the corresponding fractional obstacle problems have been widely applied in mathematical finance, particle systems, and elastic theory. Furthermore, the monotonicity of the numerical scheme is beneficial for nu...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-08-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/7/8/634 |