Wavelet solution of variable order pseudodifferential equations
waveletsoption pricinganalytic semigroupsDirichlet formspseudodifferential operatorsSobolev spacesFeller processesSchwartz kernels[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=G%EF%BF%BD%EF%BF%BDrding+inequality&go=Go G��rding inequality]log-linear complexity[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Feller-L%EF%BF%BD%EF%BF%BDvy+processes&go=Go Feller-L��vy processes]Kolmogoroff equationsmultilevel norm equivalences
Processes with independent increments; Lévy processes (60G51) Complexity and performance of numerical algorithms (65Y20) Numerical methods (including Monte Carlo methods) (91G60) Markov semigroups and applications to diffusion processes (47D07) Numerical methods for wavelets (65T60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Boundary value problems for PDEs with pseudodifferential operators (35S15)
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