zbMath1005.60004MaRDI QIDQ3149351
Niels Jacob
Publication date: 25 September 2002
Full work available at URL: http://ebooks.worldscinet.com/ISBN/9781860949562/toc.shtml
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On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators,
Sobolev space and Dirichlet space associated with symmetric Markov process on a local field,
Existence of global solutions to a quasilinear Schrödinger equation with general nonlinear optimal control conditions,
Geometric approximations to transition densities of jump-type Markov processes,
Harmonic analysis of additive Lévy processes,
Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise,
On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws,
A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates,
Spectral functions of subordinate Brownian motion on closed manifolds:,
Perturbation by non-local operators,
Time-inhomogeneous jump processes and variable order operators,
Nonlinear filtering with correlated Lévy noise characterized by copulas,
A geometric interpretation of the transition density of a symmetric Lévy process,
Historical survey: the chronicles of fractional calculus,
An \(L_p\)-Lipschitz theory for parabolic equations with time measurable pseudo-differential operators,
Unnamed Item,
On an equation being a fractional differential equation with respect to time and a pseudo-differential equation with respect to space related to Lévy-type processes,
Upper estimates of transition densities for stable-dominated semigroups,
Strong Markov processes and negative definite functions associated with non-Archimedean elliptic pseudo-differential operators,
Exact asymptotic formulas for the heat kernels of space and time-fractional equations,
Nonlinear Markov semigroups and interacting Lévy type processes,
Fractional generalizations of filtering problems and their associated fractional Zakai equations,
Solving a non-linear stochastic pseudo-differential equation of Burgers type,
Approximating a Feller semigroup by using the Yosida approximation of the symbol of its generator,
Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators,
Progressive intrinsic ultracontractivity and heat kernel estimates for non-local Schrödinger operators,
On recurrence and transience of some Lévy-type processes in ℝ,
A weighted \(L_p\)-regularity theory for parabolic partial differential equations with time-measurable pseudo-differential operators,
Nonlocal nonlinear diffusion equations. Smoothing effects, Green functions, and functional inequalities,
Schauder estimates for equations associated with Lévy generators,
From semi-Markov random evolutions to scattering transport and superdiffusion,
Stability of ground state eigenvalues of non-local Schrödinger operators with respect to potentials and applications,
On the rôle of singular functions in extending the probabilistic symbol to its most general class,
From Markov processes to semimartingales,
Transition density estimates for a class of Lévy and Lévy-type processes,
SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations,
Time-dependent gradient perturbations of fractional Laplacian,
On some operators associated with non-degenerate symmetric \(\alpha \)-stable probability measures,
Fundamental solution for super-critical non-symmetric Lévy-type operators,
On ergodic properties of some Lévy-type processes,
On Kelvin transformation,
Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications,
Li-Yau inequalities for general non-local diffusion equations via reduction to the heat kernel,
On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise,
Integration by parts formula and applications to equations with jumps,
Estimates of heat kernel of fractional Laplacian perturbed by gradient operators,
Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces,
On solvability of integro-differential equations,
Variable order subordination in the sense of Bochner and pseudo-differential operators,
Numerical solutions for fractional reaction-diffusion equations,
Analytic properties of Markov semigroup generated by stochastic differential equations driven by Lévy processes,
Fractional operators with singular drift: smoothing properties and Morrey-Campanato spaces,
Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization,
On the conservativeness of some Markov processes,
Q‐matrices as pseudo‐differential operators with negative definite symbols,
A criterium for the strict positivity of the density of the law of a Poisson process,
Two refreshing views of fluctuation theorems through kinematics elements and exponential martingale,
Decay of harmonic functions for discrete time Feynman--Kac operators with confining potentials,
Liouville theorems for non-local operators,
Stochastic control of SDEs associated with Lévy generators and application to financial optimization,
Covariance functions that are stationary or nonstationary in space and stationary in time,
Harnack's inequality for stable Lévy processes,
Perturbation theory for convolution semigroups,
Regularity of harmonic functions for anisotropic fractional Laplacians,
Heat kernels of non-symmetric Lévy-type operators,
Relaxation patterns and semi-Markov dynamics,
Wavelet solution of variable order pseudodifferential equations,
Linear complexity solution of parabolic integro-differential equations,
Pseudo-differential operators and Markov semigroups on compact Lie groups,
Regularity of semigroups generated by Lévy type operators via coupling,
\((r, p)\)-capacity and Hausdorff measure on a local field,
Pseudodifferential operators with rough negative definite symbols,
The fourth characteristic of a semimartingale,
Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation,
Towards an \(L^p\) potential theory for sub-Markovian semigroups: kernels and capacities,
Approximation of stable-dominated semigroups,
Solutions of martingale problems for Lévy-type operators with discontinuous coefficients and related SDEs,
Regularity results for stable-like operators,
Multiscale conservation laws driven by Lévy stable and Linnik diffusions: asymptotics, shock creation, preservation and dissolution,
Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples,
Heat kernel of anisotropic nonlocal operators,
Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing,
Aspects of Micro-Local Analysis and Geometry in the Study of Lévy-Type Generators,
Quasi-regular Dirichlet forms and the obstacle problem for elliptic equations with measure data,
Classification of Lévy Processes with Parabolic Kolmogorov Backward Equations,
Non-Archimedean pseudodifferential operators and Feller semigroups,
PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES,
Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes,
Optimal Hardy inequality for the fractional Laplacian on \(L^p\),
Convolution operators on weighted spaces of continuous functions and supremal convolution,
Super and weak Poincaré inequalities for hypoelliptic operators,
Feller generators with measurable lower order terms,
Science metrics on fractional calculus development since 1966,
Hausdorff dimension, heavy tails, and generalization in neural networks*,
Construction and heat kernel estimates of generalstable-like Markov processes,
Heat trace asymptotics of subordinate Brownian motion in Euclidean space,
Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations,
Systems of equations driven by stable processes,
Interior Schauder estimates for elliptic equations associated with Lévy operators