Tempered stable Lévy motion and transient super-diffusion
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Cited in
(only showing first 100 items - show all)- Efficient Hermite spectral methods for space tempered fractional diffusion equations
- On discrete tempered fractional calculus and its application
- A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations
- Boundary conditions for nonlocal one-sided pseudo-differential operators and the associated stochastic processes
- Second-order numerical methods for the tempered fractional diffusion equations
- Finite element method for drifted space fractional tempered diffusion equation
- On inverse initial value problems for the stochastic strongly damped wave equation
- Convergence analysis of a LDG method for tempered fractional convection–diffusion equations
- Self-similar Cauchy problems and generalized Mittag-Leffler functions
- On CSCS-based iteration method for tempered fractional diffusion equations
- Fourth-order alternating direction implicit difference scheme to simulate the space-time Riesz tempered fractional diffusion equation
- Rotational invariance of stochastic processes with application to fractional dynamics
- Existence and uniqueness of solutions for forward and backward nonlocal Fokker-Planck equations with time-dependent coefficients
- The drift burst hypothesis
- Optimality conditions involving the Mittag-Leffler tempered fractional derivative
- Sufficient conditions for the exponential stability of nonlinear fractionally perturbed ODEs with multiple time delays
- A fully discrete local discontinuous Galerkin method with the generalized numerical flux to solve the tempered fractional reaction-diffusion equation
- Transient space-fractional diffusion with a power-law superdiffusivity: approximate integral-balance approach
- Modified cumulative distribution function in application to waiting time analysis in the continuous time random walk scenario
- A Unified Meshfree Pseudospectral Method for Solving Both Classical and Fractional PDEs
- On multivariate fractional random fields: tempering and operator-stable laws
- Tempered fractional Sobolev spaces
- Elliptical tempered stable distribution
- A numerical method for solutions of tempered fractional differential equations
- Tackling the curse of dimensionality in fractional and tempered fractional PDEs with physics-informed neural networks
- On the \(\Phi\)-tempered fractional differential systems of Riemann-Liouville type
- Efficient difference schemes for the Caputo-tempered fractional diffusion equations based on polynomial interpolation
- An efficient computational technique for semilinear time-fractional diffusion equation
- Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach
- Explicit representation of characteristic function of tempered α‐stable Ornstein–Uhlenbeck process
- Inference for local distributions at high sampling frequencies: a bootstrap approach
- On tempered Hilfer fractional derivatives with respect to functions and the associated fractional differential equations
- Tempered fractional differential equation: variational approach
- Two-dimensional Gegenbauer wavelets for the numerical solution of tempered fractional model of the nonlinear Klein-Gordon equation
- Analysis and numerical approximation of tempered fractional calculus of variations problems
- Nonlocal dynamics in a gene regulatory system with tempered stable Lévy noise
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
- Spatiotemporal chaos in spatially extended fractional dynamical systems
- Variable-order fractional Laplacian and its accurate and efficient computations with meshfree methods
- New theories and applications of tempered fractional differential equations
- A preconditioning technique for all-at-once system from the nonlinear tempered fractional diffusion equation
- Characterizing anomalous diffusion by studying displacements
- A novel fast tempered algorithm with high-accuracy scheme for 2D tempered fractional reaction-advection-subdiffusion equation
- Analytic solution to space-fractional Fokker-Planck equations for tempered-stable Lévy distributions with spatially linear, time-dependent drift
- A high-order algorithm for time-Caputo-tempered partial differential equation with Riesz derivatives in two spatial dimensions
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing
- On tempered fractional calculus with respect to functions and the associated fractional differential equations
- Numerical approaches to the functional distribution of anomalous diffusion with both traps and flights
- Path dynamics of time-changed Lévy processes: a martingale approach
- Tempered Fractional Model of Transient Current in Organic Semiconductor Layers
- Parametric estimation of tempered stable laws
- Convergence analysis of a LDG method for time-space tempered fractional diffusion equations with weakly singular solutions
- Fractionally integrated GARCH model with tempered stable distribution: a simulation study
- A numerical algorithm for the Caputo tempered fractional advection-diffusion equation
- Predictor-corrector approach for Riesz tempered fractional diffusion equation with a nonlinear source term
- The implicit midpoint method for variable-coefficient two-sided space tempered fractional diffusion equation
- A Lagrange-quadratic spline optimal collocation method for the time tempered fractional diffusion equation
- Tempered stable laws as random walk limits
- Option pricing in subdiffusive Bachelier model
- Fundamental solution of the tempered fractional diffusion equation
- On simulation of tempered stable random variates
- Transport in the spatially tempered, fractional Fokker-Planck equation
- Relaxation patterns and semi-Markov dynamics
- Transient anomalous sub-diffusion on bounded domains
- Codifference as a practical tool to measure interdependence
- First-exit times of an inverse Gaussian process
- Third order difference schemes (without using points outside of the domain) for one sided space tempered fractional partial differential equations
- Tempered Mittag-Leffler Lévy processes
- A second-order difference scheme for the time fractional substantial diffusion equation
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process
- High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application (I)
- Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations
- Numerical algorithms for the time-space tempered fractional Fokker-Planck equation
- Numerical algorithms of the two-dimensional Feynman-Kac equation for reaction and diffusion processes
- On fractional Lévy processes: tempering, sample path properties and stochastic integration
- Finite difference/finite element method for a nonlinear time-fractional fourth-order reaction-diffusion problem
- Strong analytic solutions of fractional Cauchy problems
- Numerical approximations for the tempered fractional Laplacian: error analysis and applications
- Numerical methods for SPDEs with tempered stable processes
- The tempered stable process with infinitely divisible inverse subordinators
- Tempered stable Lévy motion driven by stable subordinator
- High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application. II.
- On fractional tempered stable processes and their governing differential equations
- Generalized Langevin equation with tempered memory kernel
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system
- Finite element method for a symmetric tempered fractional diffusion equation
- Existence, uniqueness and numerical analysis of solutions of tempered fractional boundary value problems
- A Riesz Basis Galerkin Method for the Tempered Fractional Laplacian
- Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators
- Implied risk aversion: an alternative rating system for retail structured products
- Parameter estimation for exponentially tempered power law distributions
- Applications of inverse tempered stable subordinators
- Numerical schemes of the time tempered fractional Feynman-Kac equation
- The implicit midpoint method for Riesz tempered fractional diffusion equation with a nonlinear source term
- Spectral methods for substantial fractional differential equations
- Well-posedness and numerical algorithm for the tempered fractional differential equations
- Stochastic solutions for time-fractional heat equations with complex spatial variables
- Well-posedness and numerical approximation of tempered fractional terminal value problems
- On high-order schemes for tempered fractional partial differential equations
- Identification and validation of stable ARFIMA processes with application to UMTS data
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