scientific article; zbMATH DE number 2015741
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Publication:4438546
zbMATH Open1057.35102MaRDI QIDQ4438546FDOQ4438546
Authors: Boris Baeumer, Mark M. Meerschaert 
Publication date: 9 December 2003
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Infinitely divisible distributions; stable distributions (60E07) Markov semigroups and applications to diffusion processes (47D07) Fractional derivatives and integrals (26A33) PDEs with randomness, stochastic partial differential equations (35R60) Transition functions, generators and resolvents (60J35)
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- Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations
- A fractional Fokker-Planck control framework for subdiffusion processes
- Discussion on the paper ``On simulation and properties of the stable law by L. Devroye and L. James
- Generalised fractional evolution equations of Caputo type
- Intermittence and space-time fractional stochastic partial differential equations
- Limit theorems for coupled continuous time random walks.
- Space-time fractional stochastic partial differential equations
- Heat kernel estimates for time fractional equations
- A stochastic differential equation model with jumps for fractional advection and dispersion
- Fractional abstract Cauchy problems
- A second-order accurate numerical method for the two-dimensional fractional diffusion equation
- Heavy-tailed fractional Pearson diffusions
- On fractional powers of generators of fractional resolvent families
- On fractional Duhamel's principle and its applications
- Space-time fractional diffusion on bounded domains
- Discrete and continuous random walk models for space-time fractional diffusion
- On fractional heat equation
- Space-time fractional stochastic partial differential equations with Lévy noise
- Fractional Laplace motion
- A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation
- Correlation structure of fractional Pearson diffusions
- Exact asymptotic formulas for the heat kernels of space and time-fractional equations
- Extremal limit theorems for observations separated by random power law waiting times
- Some recent advances in theory and simulation of fractional diffusion processes
- Strong analytic solutions of fractional Cauchy problems
- Fractional-parabolic systems
- From Sturm-Liouville problems to fractional and anomalous diffusions
- Stable Lévy diffusion and related model fitting
- Laws of the iterated logarithm for a class of iterated processes
- Triangular array limits for continuous time random walks
- Time dependent random fields on spherical non-homogeneous surfaces
- Limit theorem for continuous-time random walks with two time scales
- On holomorphic solution for space- and time-fractional telegraph equations in complex domain
- Fractional kinetic equations driven by Gaussian or infinitely divisible noise
- Continuous-time random walk and parametric subordination in fractional diffusion
- Finite difference approximations for fractional advection-dispersion flow equations
- The Poisson distribution, abstract fractional difference equations, and stability
- Cauchy problem for fractional diffusion equations
- Bessel processes and hyperbolic Brownian motions stopped at different random times
- A novel method for nonlinear fractional partial differential equations: Combination of DTM and generalized Taylor's formula
- Large deviations for local time fractional Brownian motion and applications
- Fractional Cauchy problems on bounded domains
- Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups
- Time-inhomogeneous jump processes and variable order operators
- Stochastic model for ultraslow diffusion
- Random time change and related evolution equations. Time asymptotic behavior
- Space-time fractional derivative operators
- Distributed-order fractional diffusions on bounded domains
- Finite difference methods for two-dimensional fractional dispersion equation
- Numerical methods for solving the multi-term time-fractional wave-diffusion equation
- On fractional tempered stable processes and their governing differential equations
- \(N\)-dimensional fractional Fokker-Planck equation and its solutions for anomalous radial two-phase flow in porous media
- Correlated continuous time random walks
- Fractional governing equations for coupled random walks
- Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion
- Discrete and continuous random walk models for space-time fractional diffusion
- Fractional dynamics at multiple times
- Non-linear noise excitation for some space-time fractional stochastic equations in bounded domains
- Lévy mixing related to distributed order calculus, subordinators and slow diffusions
- Harnack's inequality for a space-time fractional diffusion equation and applications to an inverse source problem
- Space–Time Duality for Fractional Diffusion
- Stochastic classical solutions for space-time fractional evolution equations on a bounded domain
- Fractional boundary value problems
- Stochastic representation of solution to nonlocal-in-time diffusion
- Brownian subordinators and fractional Cauchy problems
- Stochastic solutions of conformable fractional Cauchy problems
- Intermittency fronts for space-time fractional stochastic partial differential equations in \((d + 1)\) dimensions
- Composition of processes and related partial differential equations
- Fractional calculus: quo vadimus? (where are we going?)
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Cauchy problems of fractional order and stable processes
- Reflected spectrally negative stable processes and their governing equations
- Asymptotics of fundamental solutions for time fractional equations with convolution kernels
- Time fractional Poisson equations: representations and estimates
- Unified stochastic representation, well-posedness analysis, and regularity analysis for the equations modeling anomalous diffusions
- Fractional immigration-death processes
- On the uniform ergodicity rate of a fractional Ehrenfest urn model
- Fractional Cauchy problem with applications to anomalous diffusion
- Probabilistic representation formula for the solution of fractional high-order heat-type equations
- Feynman-Kac transform for anomalous processes
- On the exit time from open sets of some semi-Markov processes
- Variable order fractional Fokker-Planck equations derived from continuous time random walks
- From semi-Markov random evolutions to scattering transport and superdiffusion
- Time fractional equations and anomalous sub-diffusions -- in memory of Professor Shisong Mao
- On semi-Markov processes and their Kolmogorov's integro-differential equations
- Semi-Markov models and motion in heterogeneous media
- Maximum principles for time-fractional Cauchy problems with spatially non-local components
- Fractional diffusion-telegraph equations and their associated stochastic solutions
- Trade duration risk in subdiffusive financial models
- Relaxation patterns and semi-Markov dynamics
- On dynamical systems perturbed by a null-recurrent motion: the general case
- Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
- A generalized time fractional Schrödinger equation with signed potential
- Fractional equations via convergence of forms
- Solving time-space-fractional Cauchy problem with constant coefficients by finite-difference method
- Determining the time elapsed since sudden localized impulse given to fractional advection diffusion equation
- Time-non-local Pearson diffusions
- Non-local logistic equations from the probability viewpoint
- Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations
- Self-similar Cauchy problems and generalized Mittag-Leffler functions
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