First Passage Times for Symmetric Stable Processes in Space

Cites work

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Additive functionals of a Markov process
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Markov operators and their associated semi-groups
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Stable Processes with An Absorbing Barrier
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Cited in

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Non-local sublinear problems: existence, comparison, and radial symmetry
Nonlocal discrete diffusion equations and the fractional discrete Laplacian, regularity and applications
Harnack's inequality for stable Lévy processes
Variational formula for Dirichlet forms and estimates of principal eigenvalues for symmetric -stable processes
Brownian-time processes: The PDE connection and the half-derivative generator
The Cauchy process and the Steklov problem
Infinite energy solutions of the surface quasi-geostrophic equation
On a fractional thin film equation
Threshold phenomenon for homogenized fronts in random elastic media
Hopf's lemmas for parabolic fractional \(p\)-Laplacians
An optimization-based approach to parameter learning for fractional type nonlocal models
Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians
Law of two-sided exit by a spectrally positive strictly stable process
A new look at the fractional Poisson problem via the logarithmic Laplacian
What is the fractional Laplacian? A comparative review with new results
The nonlocal porous medium equation: Barenblatt profiles and other weak solutions
Alternative probabilistic representations of Barenblatt-type solutions
Aspects of an adaptive finite element method for the fractional Laplacian: a priori and a posteriori error estimates, efficient implementation and multigrid solver
Stochastic models associated to a nonlocal porous medium equation
Martin kernel for fractional Laplacian in narrow cones
Fractional calculus for power functions and eigenvalues of the fractional Laplacian
Fractional Laplace operator and Meijer G-function
Gradient estimates of \(q\)-harmonic functions of fractional Schrödinger operator
The estimates of the mean first exit time from a ball for the \(\alpha \)-stable Ornstein-Uhlenbeck processes
Two-sided optimal bounds for Green functions of half-spaces for relativistic \(\alpha\)-stable process
Dirichlet forms and semilinear elliptic equations with measure data
The Dirichlet problem for the fractional Laplacian: regularity up to the boundary
Recent progress in the theory of nonlinear diffusion with fractional Laplacian operators
Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity
Symmetrization for linear and nonlinear fractional parabolic equations of porous medium type
Asymptotically optimal discretization of hedging strategies with jumps
Exponential growth of the numbers of particles for branching symmetric \(\alpha\)-stable processes
The extremal solution for the fractional Laplacian
Dirichlet spaces and boundary conditions for submarkovian resolvents
On concavity of solutions of the Dirichlet problem for the equation \((-\Delta)^{1/2} \varphi = 1\) in convex planar regions
Spectral gap for stable process on convex planar double symmetric domains
Symmetrization for fractional elliptic problems: a direct approach
Sub-solutions and a point-wise Hopf's lemma for fractional \(p\)-Laplacian
Existence and regularity of solutions for a class of fractional Laplacian problems
Besov regularity for the Dirichlet integral fractional Laplacian in Lipschitz domains
A Brascamp-Lieb-Luttinger-type inequality and applications to symmetric stable processes
Fractional elliptic equations, Caccioppoli estimates and regularity
Some free boundary problems involving non-local diffusion and aggregation
A Fractional Laplace Equation: Regularity of Solutions and Finite Element Approximations
Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises
Exit time of a hyperbolic -stable process from a halfspace or a ball
Prescribed conditions at infinity for fractional parabolic and elliptic equations with unbounded coefficients
Stable Processes and Integral Equations
Escape from bounded domains driven by multivariate -stable noises
Escape from a disk with partly absorbing boundaries driven by bi-variateα-stable noises
Lévy noise-driven escape from arctangent potential wells
First exit time of a Lévy flight from a bounded region in \(\mathbb{R}^N\)
Nonlocally induced (fractional) bound states: shape analysis in the infinite Cauchy well
Meromorphic Lévy processes and their fluctuation identities
Recurrence of random walks with long-range steps generated by fractional Laplacian matrices on regular networks and simple cubic lattices
Towards an efficient finite element method for the integral fractional Laplacian on polygonal domains
Boundary Problems for the Fractional and Tempered Fractional Operators
Limit theorems for continuous-time random walks with infinite mean waiting times
Local integration by parts and Pohozaev identities for higher order fractional Laplacians
Linear and nonlinear fractional elliptic problems
Local energy estimates for the fractional Laplacian
An elliptic boundary value problem with fractional nonlinearity
Spectral upper bound for the torsion function of symmetric stable processes
Boundary behavior of nonlocal minimal surfaces
Analytical estimation for the impulse response of an n-dimensional diffusion channel with an absorbing receiver
First passage time moments of asymmetric Lévy flights
Anomalous diffusion in one-dimensional disordered systems: a discrete fractional Laplacian method
Ten equivalent definitions of the fractional Laplace operator
A priori error estimates for the optimal control of the integral fractional Laplacian
Fractional thoughts
Higher order PDE’s and iterated processes
Asymptotic results for time-changed Lévy processes sampled at hitting times
Barenblatt profiles for a nonlocal porous medium equation
Revisiting Lévy flights on bounded domains: a Fock space approach
Deterministic force-free resonant activation
Ground states for fractional nonlocal equations with logarithmic nonlinearity
First passage leapovers of Lévy flights and the proper formulation of absorbing boundary conditions
First-passage properties of asymmetric Lévy flights
Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach
Nonzero positive solutions of fractional Laplacian systems with functional terms
Numerical methods for fractional diffusion
Uniqueness for fractional parabolic and elliptic equations with drift
Singular boundary behaviour and large solutions for fractional elliptic equations
A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas
Extreme statistics of superdiffusive Lévy flights and every other Lévy subordinate Brownian motion
Error estimates for fractional semilinear optimal control on Lipschitz polytopes
Existence of solutions for nonlinear elliptic PDEs with fractional Laplacians on open balls
Nonlinear diffusion of dislocation density and self-similar solutions
A semilinear Dirichlet problem involving the fractional Laplacian in \(R_+^n\)
A computational analysis for mean exit time under non-Gaussian Lévy noises
Inertial Lévy flights in bounded domains
Error analysis of a collocation method on graded meshes for a fractional Laplacian problem
Hitting times of hyperbolic Bessel processes
Well-conditioned Galerkin spectral method for two-sided fractional diffusion equation with drift and fractional Laplacian
Monotone two-scale methods for a class of integro-differential operators and applications
Regularity for nonlocal equations with local Neumann boundary conditions
An implicit-explicit Monte Carlo method for semi-linear PDEs driven by -stable Lévy process and its error estimates
On positive solutions of fractional elliptic equations with oscillating nonlinearity
Semilinear fractional elliptic PDEs with gradient and nonlinearities on open balls: existence of solutions and probabilistic representation
First exit and Dirichlet problem for the nonisotropic tempered -stable processes

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