Such knowledge can pave the way for a higher level analysis in the time space.
The text seems to propose a new term for the time-space continuum.
The universal difference scheme (6) for the time-space fractional B-S equation is uniquely solvable.
In this part, we consider the existence and uniqueness of weak solution for the time-space fractional drift superdiffusion equation.
Therefore, the main objective of this paper is to design the high order numerical schemes for the time-space tempered fractional Fokker-Planck equation.
The results above indicate that the universal difference scheme (6) for the time-space fractional B-S equation is an efficient and practical difference scheme.
This paper aims to provide the high order numerical schemes for the time-space tempered fractional Fokker-Planck equation in a finite domain.
When (frac{1}{2} le theta le 1), the universal difference scheme (6) for the time-space fractional B-S equation is stable; when (0 le theta < frac{1}{2}) and the inequality (frac{aGamma (2 - alpha )k^{alpha}}{h^{2}}N^{alpha - 1} < 1) holds, the universal difference scheme (6) for the time-space fractional B-S equation is stable.
When (0 < alpha < frac{1}{2}), the influence of the option price is larger for the time-space fractional B-S equation, that is to say, the option price of 12 months is higher than the standard B-S equation.
Then, by using the existing theory of elliptic problems, a theoretical framework of the variational solutions for the time-space fractional diffusion equation is developed, and the existence and uniqueness of weak solutions are proved in [15].
According to the numerical results in Tables 3, 4 and Figures 3 and 4, when (frac{1}{2} le alpha < 1) for the time-space fractional B-S equation, the results of the time-space fractional B-S equation are better than the standard B-S equation.
