[BOG][B] Theory and applications of fractional differential equations

AA Kilbas, HM Srivastava, JJ Trujillo - 2006 - books.google.com
This monograph provides the most recent and up-to-date developments on fractional
differential and fractional integro-differential equations involving many different potentially …

[BOG][B] Pseudo differential operators & Markov processes

N Jacob - 2005 - books.google.com
This volume concentrates on how to construct a Markov process by starting with a suitable
pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub …

[BOG][B] Nonlinear Markov processes and kinetic equations

VN Kolokoltsov - 2010 - books.google.com
A nonlinear Markov evolution is a dynamical system generated by a measure-valued
ordinary differential equation with the specific feature of preserving positivity. This feature …

[BOG][B] Analytic methods in the theory of differential and pseudo-differential equations of parabolic type

SD Eidelman, SD Ivasyshen, AN Kochubei - 2004 - books.google.com
The theory of parabolic equations, a well-developed part of the contemporary partial
differential equations and mathematical physics, is the subject theory of of an immense …

[BOG][B] Pseudo-differential equations and stochastics over non-Archimedean fields

A Kochubei - 2001 - taylorfrancis.com
Provides comprehensive coverage of the most recent developments in the theory of non-
Archimedean pseudo-differential equations and its application to stochastics and …

Well-posedness of the Cauchy problem for the fractional power dissipative equations

C Miao, B Yuan, B Zhang - Nonlinear Analysis: Theory, Methods & …, 2008 - Elsevier
This paper studies the Cauchy problem for the nonlinear fractional power dissipative
equation ut+ (−△) αu= F (u) for initial data in the Lebesgue space Lr (Rn) with either r≥ rd≜ …

Symmetric stable laws and stable-like jump-diffusions

V Kolokoltsov - Proceedings of the London Mathematical Society, 2000 - cambridge.org
Asymptotic expansions are obtained for finite-dimensional symmetric stable distributions.
They are used to prove the existence of continuous transition probability densities of stable …

[BOG][B] Pseudo Differential Operators and Markov Processes, Volume II: Generators and Their Potential Theory

N Jacob - 2002 - books.google.com
In this volume two topics are discussed: the construction of Feller and Lp-sub-Markovian
semigroups by starting with a pseudo-differential operator, and the potential theory of these …

[BOG][B] Semiclassical analysis for diffusions and stochastic processes

VN Kolokoltsov - 2007 - books.google.com
The monograph is devoted mainly to the analytical study of the differential, pseudo-
differential and stochastic evolution equations describing the transition probabilities of …

Heat kernels and analyticity of non-symmetric jump diffusion semigroups

ZQ Chen, X Zhang - Probability Theory and Related Fields, 2016 - Springer
Let d\geqslant 1 d⩾ 1 and α ∈ (0, 2) α∈(0, 2). Consider the following non-local and non-
symmetric Lévy-type operator on\mathbb R^ d R d:^ κ _ α f (x):= pv ∫ _\mathbb R^ d (f (x+ z) …