[引用][C] Levy Processes and Stochastic Calculus
D Applebaum - Cambridge Studies in Advanced Mathematics, 2009 - books.google.com
Lévy processes form a wide and rich class of random process, and have many applications
ranging from physics to finance. Stochastic calculus is the mathematics of systems …
ranging from physics to finance. Stochastic calculus is the mathematics of systems …
Uniqueness of radial solutions for the fractional Laplacian
RL Frank, E Lenzmann… - Communications on Pure …, 2016 - Wiley Online Library
We prove general uniqueness results for radial solutions of linear and nonlinear equations
involving the fractional Laplacian (− Δ) s with s∊(0, 1) for any space dimensions N≥ 1. By …
involving the fractional Laplacian (− Δ) s with s∊(0, 1) for any space dimensions N≥ 1. By …
Uniqueness of non-linear ground states for fractional Laplacians in
RL Frank, E Lenzmann - 2013 - projecteuclid.org
We prove uniqueness of ground state solutions Q= Q (| x|)≥ 0 of the non-linear equation (−
Δ) s Q+ Q− Q α+ 1= 0 in R, where 0< s< 1 and 0< α< 4 s/(1− 2 s) for s< 1 2 and 0< α<∞ for …
Δ) s Q+ Q− Q α+ 1= 0 in R, where 0< s< 1 and 0< α< 4 s/(1− 2 s) for s< 1 2 and 0< α<∞ for …
[图书][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 …
pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub …
[图书][B] Convexity: an analytic viewpoint
B Simon - 2011 - books.google.com
Convexity is important in theoretical aspects of mathematics and also for economists and
physicists. In this monograph the author provides a comprehensive insight into convex sets …
physicists. In this monograph the author provides a comprehensive insight into convex sets …
[图书][B] Functional integration and quantum physics
B Simon - 2005 - books.google.com
Page 1 I FUNCTIONAL NTEGRATION AND QUANTUM PHYSICS SECOND EDITION BARRY
SIMON AMS CHELSEA PUBLISHING American Mathematical Society • Providence, Rhode Island …
SIMON AMS CHELSEA PUBLISHING American Mathematical Society • Providence, Rhode Island …
Getting acquainted with the fractional Laplacian
N Abatangelo, E Valdinoci - Contemporary research in elliptic PDEs and …, 2019 - Springer
These are the handouts of an undergraduate minicourse at the Università di Bari (see Fig.
1), in the context of the 2017 INdAM Intensive Period “Contemporary Research in elliptic …
1), in the context of the 2017 INdAM Intensive Period “Contemporary Research in elliptic …
[图书][B] Potential analysis of stable processes and its extensions
Stable Lévy processes and related stochastic processes play an important role in stochastic
modelling in applied sciences, in particular in financial mathematics. This book is about the …
modelling in applied sciences, in particular in financial mathematics. This book is about the …
Nonlinear fractional schrödinger equations in
V Ambrosio - RN (Birkhäuser, 2021), 2021 - Springer
The aim of this book is to collect a set of results concerning nonlinear Schrödinger equations
in the whole space driven by fractional operators. The material presented here was mainly …
in the whole space driven by fractional operators. The material presented here was mainly …
Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
K Bogdan, T Jakubowski - Communications in mathematical physics, 2007 - Springer
Estimates of Heat Kernel of Fractional Laplacian Perturbed by Gradient Operators Page 1 Digital
Object Identifier (DOI) 10.1007/s00220-006-0178-y Commun. Math. Phys. 271, 179–198 (2007) …
Object Identifier (DOI) 10.1007/s00220-006-0178-y Commun. Math. Phys. 271, 179–198 (2007) …