Mark M. Meerschaert

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Person:300296

Available identifiers

zbMath Open meerschaert.mark-mWikidataQ102155554 ScholiaQ102155554MaRDI QIDQ300296

List of research outcomes

PublicationDate of PublicationType
A unified Petrov-Galerkin spectral method and fast solver for distributed-order partial differential equations2021-11-24Paper
Parsimonious time series modeling for high frequency climate data2021-07-16Paper
What is the fractional Laplacian? A comparative review with new results2021-01-28Paper
A unified spectral method for FPDEs with two-sided derivatives. I: A fast solver2020-12-10Paper
A unified spectral method for FPDEs with two-sided derivatives. II: Stability, and error analysis2020-12-10Paper
Mass-conserving tempered fractional diffusion in a bounded interval2020-04-23Paper
The fractional d'Alembert's formulas2019-10-17Paper
Semi-fractional diffusion equations2019-10-10Paper
Relaxation patterns and semi-Markov dynamics2019-09-19Paper
Parameter estimation for ARTFIMA time series2019-08-09Paper
Boundary conditions for two-sided fractional diffusion2019-07-10Paper
Applications of inverse tempered stable subordinators2019-03-12Paper
Space‐time fractional Dirichlet problems2019-03-05Paper
Stochastic models for fractional calculus2019-01-15Paper
Mixing-driven equilibrium reactions in multidimensional fractional advection-dispersion systems2018-09-11Paper
Petrov-Galerkin Method for Fully Distributed-Order Fractional Partial Differential Equations2018-05-21Paper
Anomalous diffusion with ballistic scaling: a new fractional derivative2018-05-09Paper
Reprint of: boundary conditions for fractional diffusion2018-05-09Paper
Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties2018-04-20Paper
Boundary conditions for fractional diffusion2018-02-14Paper
What Is the Fractional Laplacian?2018-01-29Paper
Domain and range symmetries of operator fractional Brownian fields2017-12-01Paper
Anisotropic fractional diffusion tensor imaging2017-07-10Paper
Clustered continuous-time random walks: diffusion and relaxation consequences2017-06-07Paper
Exponents of operator self-similar random fields2016-12-23Paper
Tempered fractional calculus2016-12-05Paper
Correlation structure of fractional Pearson diffusions2016-09-26Paper
Tempered fractional stable motion2016-06-27Paper
https://portal.mardi4nfdi.de/entity/Q34576042015-12-16Paper
Reflected spectrally negative stable processes and their governing equations2015-11-03Paper
Stochastic solutions for fractional wave equations2015-10-14Paper
Numerical methods for solving the multi-term time-fractional wave-diffusion equation2015-05-27Paper
Fractional wave equations with attenuation2015-05-27Paper
Fractional diffusion on bounded domains2015-03-23Paper
Extreme value statistics for truncated Pareto-type distributions2014-10-15Paper
Fractional Calculus, Anomalous Diffusion, and Probability2014-09-12Paper
Stochastic integration for tempered fractional Brownian motion2014-08-28Paper
Semi-Markov approach to continuous time random walk limit processes2014-08-22Paper
Asymptotic results for Fourier-PARMA time series2014-06-16Paper
Extreme value theory with operator norming2014-04-08Paper
Fractional Pearson diffusions2014-04-02Paper
Tempered fractional Brownian motion2014-02-19Paper
Parameter estimation for operator scaling random fields2014-01-13Paper
Forecasting with prediction intervals for periodic autoregressive moving average models2013-10-09Paper
Product rule for vector fractional derivatives2013-09-19Paper
https://portal.mardi4nfdi.de/entity/Q53271272013-08-03Paper
Fractional governing equations for coupled random walks2013-07-25Paper
Tauberian theorems for matrix regular variation2013-07-05Paper
Inverse Stable Subordinators2013-06-28Paper
Fractal dimension results for continuous time random walks2013-05-13Paper
Transient anomalous sub-diffusion on bounded domains2013-03-05Paper
Fractional dynamics at multiple times2013-02-25Paper
Parameter Estimation for Exponentially Tempered Power Law Distributions2012-10-23Paper
Stochastic solution of space-time fractional diffusion equations2012-08-09Paper
Space-time fractional diffusion on bounded domains2012-07-04Paper
The fractional Poisson process and the inverse stable subordinator2012-06-22Paper
Limit theorems for coupled continuous time random walks2012-05-11Paper
Stochastic models for fractional calculus2012-01-11Paper
Tempered stable laws as random walk limits2011-07-26Paper
Cluster continuous time random walks2011-07-21Paper
Distributed-order fractional diffusions on bounded domains2011-04-11Paper
Fractional normal inverse Gaussian diffusion2011-01-14Paper
Modeling and simulation with operator scaling2010-11-25Paper
Erratum to ``Triangular array limits for continuous time random walks [Stochastic process. Appl. 118 (9) (2008) 1606-1633]2010-11-25Paper
Particle tracking for fractional diffusion with two time scales2010-06-28Paper
Tempered stable Lévy motion and transient super-diffusion2010-02-12Paper
Space–Time Duality for Fractional Diffusion2010-02-02Paper
Fractional Cauchy problems on bounded domains2009-07-28Paper
A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals2009-07-24Paper
Brownian subordinators and fractional Cauchy problems2009-06-22Paper
Correlated continuous time random walks2009-05-12Paper
Extremal limit theorems for observations separated by random power law waiting times2009-04-30Paper
Local Whittle estimator for anisotropic random fields2009-03-25Paper
Local times of multifractional Brownian sheets2009-03-02Paper
https://portal.mardi4nfdi.de/entity/Q36019392009-02-12Paper
Triangular array limits for continuous time random walks2008-09-29Paper
Numerical solutions for fractional reaction-diffusion equations2008-09-11Paper
Large deviations for local time fractional Brownian motion and applications2008-08-19Paper
Ultrafast subordinators and their hitting times2008-07-02Paper
Innovations algorithm asymptotics for periodically stationary time series with heavy tails2008-04-23Paper
Fractional reproduction-dispersal equations and heavy tail dispersal kernels2008-04-22Paper
https://portal.mardi4nfdi.de/entity/Q57570012007-08-23Paper
Parameter Estimation for the Truncated Pareto Distribution2007-08-20Paper
Operator scaling stable random fields2007-02-26Paper
A second-order accurate numerical method for the two-dimensional fractional diffusion equation2007-02-19Paper
https://portal.mardi4nfdi.de/entity/Q34217682007-02-08Paper
Stochastic model for ultraslow diffusion2006-10-05Paper
Fractional Laplace motion2006-07-25Paper
On using random walks to solve the space-fractional advection-dispersion equations2006-06-28Paper
Parameter Estimation for Periodically Stationary Time Series2006-05-24Paper
A second-order accurate numerical approximation for the fractional diffusion equation2006-04-28Paper
Finite difference approximations for two-sided space-fractional partial differential equations2006-01-10Paper
Finite difference methods for two-dimensional fractional dispersion equation2005-11-04Paper
https://portal.mardi4nfdi.de/entity/Q56917992005-09-27Paper
Dimension results for sample paths of operator stable Lévy processes2005-08-05Paper
Space-time fractional derivative operators2005-04-27Paper
Limit theorems for continuous-time random walks with infinite mean waiting times2005-04-18Paper
Limit theorems for continuous time random walks with slowly varying waiting times2005-03-08Paper
Operator geometric stable laws2005-02-23Paper
https://portal.mardi4nfdi.de/entity/Q31591032005-02-14Paper
Finite difference approximations for fractional advection-dispersion flow equations2004-10-12Paper
Limit theorem for continuous-time random walks with two time scales2004-09-24Paper
Limit theorems for coupled continuous time random walks.2004-09-15Paper
Generalized least-squares estimators for the thickness of heavy tails2004-01-06Paper
Hausdorff dimension of operator stable sample paths2003-12-16Paper
https://portal.mardi4nfdi.de/entity/Q44385462003-12-09Paper
https://portal.mardi4nfdi.de/entity/Q44385542003-12-09Paper
SHIFTED HILL'S ESTIMATOR FOR HEAVY TAILS2003-01-08Paper
Innovations algorithm for periodically stationary time series2002-08-29Paper
Spectral decomposition for operator self-similar processes and their generalized domains of attraction2002-08-29Paper
Sample Cross-correlations for Moving Averages with Regularly Varying Tails2001-10-09Paper
https://portal.mardi4nfdi.de/entity/Q27192862001-06-24Paper
Limit laws for symmetric \(k\)-tensors of regularly varying measures2001-06-13Paper
Moving Averages of Random Vectors with Regularly Varying Tails2001-03-01Paper
Multivariable Regular Variation of Functions and Measures2001-02-09Paper
Moment estimator for random vectors with heavy tails2000-12-27Paper
https://portal.mardi4nfdi.de/entity/Q49379812000-02-21Paper
A simple robust estimation method for the thickness of heavy tails2000-02-21Paper
Sample covariance matrix for random vectors with heavy tails2000-02-13Paper
https://portal.mardi4nfdi.de/entity/Q47034061999-12-15Paper
https://portal.mardi4nfdi.de/entity/Q42262581999-01-24Paper
The structure of generalized domains of semistable attraction1999-01-18Paper
Series representation for semistable laws and their domains of semistable attraction1997-11-10Paper
Generalized Domains of Semistable Attraction of Nonnormal Laws1997-10-01Paper
Spectral decomposition for generalized domains of semistable attraction1997-09-01Paper
Periodic moving averages of random variables with regularly varying tails1997-08-18Paper
https://portal.mardi4nfdi.de/entity/Q43228851995-07-16Paper
Symmetry groups in \(d\)-space1995-02-22Paper
Norming operators for generalized domains of attraction1994-11-14Paper
https://portal.mardi4nfdi.de/entity/Q43076171994-09-28Paper
Regular variation and generalized domains of attraction in \(\mathbb{R}^ k\)1994-09-20Paper
The structure of the exponents and symmetries of an operator stable measure1994-05-05Paper
Pseudomoments for Generalized Domains of Attraction1992-06-27Paper
Regular variation in \({\mathbb{R}}^ k\) and vector-normed domains of attraction1991-01-01Paper
Spectral decomposition for generalized domains of attraction1991-01-01Paper
Moments of random vectors which belong to some domain of normal attraction1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37746921988-01-01Paper
Regular Variation in R k1988-01-01Paper
Regular variation and domains of attraction in \({\mathbb{R}}^ k\)1986-01-01Paper
Domains of attraction of nonnormal operator-stable laws1986-01-01Paper

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