Compact finite difference schemes for the backward fractional Feynman–Kac equation with fractional substantial derivative
Hu Jiahui
1, 2
, Wang Jungang
1
, Nie Yufeng
1, †
, Luo Yanwei
2
J
(
A
) for Eq. (
22
) with
U
(
x
) defined in Eq. (
53
).