Diffusion Equation and Stochastic Processes
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(only showing first 100 items - show all)- Criteria for analyticity of subordinate semigroups
- Generalized Bessel and Riesz potentials on metric measure spaces
- Stochastic processes with orthogonal polynomial eigenfunctions
- Stochastic differential equations of pure-jumps in relativistic quantum theory
- A sufficient condition for the Carasso-Kato theorem
- Fractional Brownian motion time-changed by gamma and inverse gamma process
- On some applications of the space-time fractional derivative
- Fundamental solutions and decay of fully non-local problems
- Tempered stable Lévy motion driven by stable subordinator
- Stochastic representation of fractional Bessel-Riesz motion
- Stable Lévy process delayed by tempered stable subordinator
- On the domain of fractional Laplacians and related generators of Feller processes
- Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators
- Uniform stability for fractional Cauchy problems and applications
- Codifference as a practical tool to measure interdependence
- Modeling anomalous diffusion by a subordinated integrated Brownian motion
- Time reversal of Markov processes and relativistic quantum theory
- Probabilistic representation formula for the solution of fractional high-order heat-type equations
- Fuzzy conformable fractional semigroups of operators
- Local atomic decompositions for multidimensional Hardy spaces
- Subordination for sequentially equicontinuous equibounded C₀-semigroups
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- On local regularity estimates for fractional powers of parabolic operators with time-dependent measurable coefficients
- Subordination principle and Feynman-Kac formulae for generalized time-fractional evolution equations
- Stable Lévy motion with inverse Gaussian subordinator
- Hitting probabilities of weighted Poisson processes with different intensities and their subordinations
- Linnik Lévy process and some extensions
- Exact asymptotic formulas for the heat kernels of space and time-fractional equations
- Malliavin calculus for subordinated Lévy process
- On the harmonic extension approach to fractional powers in Banach spaces
- Time changes that result in multiple points in continuous-time Markov counting processes
- The Hille Yosida theorem for conformable fractional semi-groups of operators
- Three representations of the fractional \(p\)-Laplacian: semigroup, extension and Balakrishnan formulas
- Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates
- Theory of \(B(X)\)-module: algebraic module structure of generally unbounded infinitesimal generators
- A pointwise inequality for fractional Laplacians
- Space-time fractional stochastic equations on regular bounded open domains
- Limit theorems for random walks
- Parametric inference for discretely observed subordinate diffusions
- Time-changed CIR default intensities with two-sided mean-reverting jumps
- Dynamical percolation on general trees
- Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups
- On subordination of holomorphic semigroups
- The representation of fractional powers of coercive differential operators
- The abstract Cauchy problem and Cauchy's problem for parabolic differential equations
- Fundamental solutions for semidiscrete evolution equations via Banach algebras
- Fractional Laplacians : a short survey
- Pseudoprocesses on a circle and related Poisson kernels
- Variance swaps on defaultable assets and market implied time-changes
- Stochastic solution of space-time fractional diffusion equations
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
- Integer-valued trawl processes: a class of stationary infinitely divisible processes
- Time-Changed Processes Governed by Space-Time Fractional Telegraph Equations
- A review on time-changed pseudoprocesses and related distributions
- Variable order subordination in the sense of Bochner and pseudo-differential operators
- Additive subordination and its applications in finance
- Evaluating callable and putable bonds: an eigenfunction expansion approach
- A Functional Calculus Using Singular Laplace Integrals
- The tempered stable process with infinitely divisible inverse subordinators
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process
- Étude de la continuité des fonctions aléatoires de Markov
- On Subordinated Holomorphic Semigroups
- Related non-homogeneous partial differential equations
- Unbounded functional calculus for bounded groups with applications
- From Sturm-Liouville problems to fractional and anomalous diffusions
- Tempered fractional Langevin-Brownian motion with inverse \(\beta\)-stable subordinator
- Fractional Powers of Momentum of a Spectral Distribution
- A subordination principle on Wright functions and regularized resolvent families
- On discrete subordination of power bounded and Ritt operators
- Stochastic models with mixtures of tempered stable subordinators
- Transition density estimates for relativistic alpha-stable processes on metric spaces
- Co-jumps and Markov counting systems in random environments
- A class of nonlocal hypoelliptic operators and their extensions
- Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach
- Non-Gaussian diffusion of mixed origins
- Spectral projections correlation structure for short-to-long range dependent processes
- Resolvent representations for functions of sectorial operators
- Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators
- Modeling Dependent Outages of Electric Power Plants
- Time-changed Poisson processes of order k
- Space-time fractional equations and the related stable processes at random time
- Equivalent measure changes for subordinate diffusions
- Integrability of multivariate subordinated Lévy processes in Hilbert space
- Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
- scientific article; zbMATH DE number 3269224 (Why is no real title available?)
- scientific article; zbMATH DE number 3308704 (Why is no real title available?)
- Estimation and Simulation of the Riesz-Bessel Distribution
- Fractional Klein–Gordon equation on AdS2+1
- Confined random motion with Laplace and Linnik statistics
- TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER
- Bochner's subordination and fractional caloric smoothing in Besov and Triebel–Lizorkin spaces
- Variance gamma (nonlocal) equations
- Blow-up for a fully fractional heat equation
- Stochastic Processes in the Decades after 1950
- Final state observability in Banach spaces with applications to subordination and semigroups induced by Lévy processes
- The Havriliak–Negami and Jurlewicz–Weron–Stanislavsky relaxation models revisited: memory functions based study
- Well-posedness for fractional Cauchy problems involving discrete convolution operators
- Statistical inference for time-changed Lévy processes via composite characteristic function estimation
- Time-squeezing and time-expanding transformations in harmonic force fields
- Generalized Fokker-Planck equation for superstatistical systems
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