Wavelet solution of variable order pseudodifferential equations

DOI10.1007/S10092-009-0012-YMaRDI QIDQ987714zbMATH OpenOpenAlexFDO

Authors Reinhold Schneider, Oleg Reichmann, Christoph Schwab

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

analytic semigroupsDirichlet formsFeller processesFeller-Lévy processesGårding inequalityKolmogoroff equationslog-linear complexitymultilevel norm equivalencesoption pricingpseudodifferential operatorsSchwartz kernelsSobolev spaceswavelets

Mathematics Subject Classification ID

Boundary value problems for PDEs with pseudodifferential operators (35S15) Markov semigroups and applications to diffusion processes (47D07) Processes with independent increments; Lévy processes (60G51) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical methods for wavelets (65T60) Complexity and performance of numerical algorithms (65Y20) Numerical methods (including Monte Carlo methods) (91G60)

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Cited in

(14)

• The \(B_\omega^u\) type Morrey-Triebel-Lizorkin spaces with variable smoothness and integrability
• Characterizations of Sobolev spaces with variable exponent via averages on balls
• Tensor FEM for spectral fractional diffusion
• Commutators of the bilinear Hardy operator on Herz type spaces with variable exponents
• On restrictions of Besov functions
• Variable exponent Herz type Besov and Triebel-Lizorkin spaces
• A convergent difference scheme for a class of partial integro-differential equations modeling pricing under uncertainty
• Numerical analysis of additive, Lévy and Feller processes with applications to option pricing
• Non-local Dirichlet forms and symmetric jump processes
• A fractional model for anomalous diffusion with increased variability: Analysis, algorithms and applications to interface problems
• Atomic decomposition of Besov spaces with variable smoothness and integrability
• The boundedness of Hardy-Littlewood maximal operator associated with -rectangles
• Equivalence of ``generalized solutions for nonlinear parabolic equations with variable exponents and diffuse measure data
• Interpolation in variable exponent spaces

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