scientific article; zbMATH DE number 1494217

MaRDI QIDQ4497371zbMATH OpenFDO

Authors Takashi Komatsu

Publication date 17 January 2002

zbMATH Keywords

Cauchy problemLévy-type integro-differential operatorMarkov processmartingale problemnegative definite functionpseudo-differential operators of variable orderpure-jump stable-like operatorssymbolic calculus

Mathematics Subject Classification ID

Pseudodifferential operators (47G30) Stable stochastic processes (60G52) Continuous-time Markov processes on general state spaces (60J25)

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(19)

• Diffusion on multifractals
• The martingale problem for a class of stable-like processes
• Stable-like processes: Construction of the transition density and the behavior of sample paths near t=0
• Uniqueness in law for stable-like processes of variable order
• A remark on non-local operators with variable order
• On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
• A characteristic difference method for the variable-order fractional advection-diffusion equation
• On the martingale problem for pseudo-differential operators of variable order
• Multifractional Markov processes in heterogeneous domains
• A novel numerical method for the time variable fractional order mobile-immobile advection-dispersion model
• scientific article; zbMATH DE number 3874294 (Why is no real title available?)
• Fractional spectral collocation methods for linear and nonlinear variable order FPDEs
• Stable process with singular drift
• scientific article; zbMATH DE number 1301889 (Why is no real title available?)
• Fractional-in-time and multifractional-in-space stochastic partial differential equations
• Construction and heat kernel estimates of general stable-like Markov processes
• Semimartingale Decomposition and Heat Kernel Estimates of Reflected Stable-Like Processes with Variable Order
• Operator-stable-like processes
• Analytical and numerical solutions of a one-dimensional fractional-in-space diffusion equation in a composite medium

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