Wavelet solution of variable order pseudodifferential equations

DOI10.1007/s10092-009-0012-yzbMath1202.65013OpenAlexW1991720264MaRDI QIDQ987714

Oleg Reichmann, Christoph Schwab, Reinhold Schneider

Publication date: 13 August 2010

Published in: Calcolo (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/18365

zbMATH Keywords

waveletsSobolev spacesoption pricinganalytic semigroupspseudodifferential operatorsDirichlet formsFeller processesSchwartz kernelsGårding inequalitylog-linear complexityFeller-Lévy processesKolmogoroff equationsmultilevel norm equivalences

Mathematics Subject Classification ID

Related Items (12)

On restrictions of Besov functions ⋮ Variable exponent Herz type Besov and Triebel-Lizorkin spaces ⋮ A fractional model for anomalous diffusion with increased variability: Analysis, algorithms and applications to interface problems ⋮ The \(B_\omega^u\) type Morrey-Triebel-Lizorkin spaces with variable smoothness and integrability ⋮ Atomic decomposition of Besov spaces with variable smoothness and integrability ⋮ Characterizations of Sobolev spaces with variable exponent via averages on balls ⋮ A Convergent Difference Scheme for a Class of Partial Integro-Differential Equations Modeling Pricing under Uncertainty ⋮ Non-local Dirichlet forms and symmetric jump processes ⋮ Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing ⋮ Interpolation in variable exponent spaces ⋮ Tensor FEM for spectral fractional diffusion ⋮ Commutators of the bilinear Hardy operator on Herz type spaces with variable exponents

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