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1

SDEs Driven by a Time-Changed Lévy Process and Their Associated Time-Fractional Order Pseudo-Differential Equations

Marjorie Hahn, Kei Kobayashi, Sabir Umarov

Journal:

Journal of Theoretical Probability

Année:

2012

Langue:

english

Fichier:

PDF, 625 KB

english, 2012

2

On fractional Duhamelʼs principle and its applications

Journal:

Journal of Differential Equations

Année:

2012

Langue:

english

Fichier:

PDF, 223 KB

english, 2012

3

Generalization of symmetric α-stable Lévy distributions for q>1

Umarov, Sabir, Tsallis, Constantino, Gell-Mann, Murray, Steinberg, Stanly

Journal:

Journal of Mathematical Physics

Année:

2010

Langue:

english

Fichier:

PDF, 622 KB

english, 2010

4

[Developments in Mathematics] Introduction to Fractional and Pseudo-Differential Equations with Singular Symbols Volume 41 || Fractional calculus and fractional order operators

Année:

2015

Langue:

english

Fichier:

PDF, 571 KB

english, 2015

5

Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion

Hahn, Marjorie G., Kobayashi, Kei, Umarov, Sabir

Journal:

Proceedings of the American Mathematical Society

Année:

2011

Langue:

english

Fichier:

PDF, 461 KB

english, 2011

6

Beyond the Triangle (Brownian Motion, Ito Calculus, and Fokker–Planck Equation — Fractional Generalizations) || The original triangle: Brownian motion, Itô stochastic calculus, and Fokker–Planck–Kolmogorov equation

Umarov, Sabir, Hahn, Marjorie, Kobayashi, Kei

Année:

2018

Langue:

english

Fichier:

PDF, 242 KB

english, 2018

7

Beyond the Triangle (Brownian Motion, Ito Calculus, and Fokker–Planck Equation — Fractional Generalizations) || Fractional Fokker–Planck–Kolmogorov equations

Umarov, Sabir, Hahn, Marjorie, Kobayashi, Kei

Année:

2018

Langue:

english

Fichier:

PDF, 705 KB

english, 2018

8

Beyond the Triangle (Brownian Motion, Ito Calculus, and Fokker–Planck Equation — Fractional Generalizations) || Pseudo-differential operators associated with Lévy processes

Umarov, Sabir, Hahn, Marjorie, Kobayashi, Kei

Année:

2018

Langue:

english

Fichier:

PDF, 306 KB

english, 2018

9

Nonlinear statistical coupling

Kenric P. Nelson, Sabir Umarov

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

2010

Langue:

english

Fichier:

PDF, 332 KB

english, 2010

10

On a representation of the inverse -transform

Sabir Umarov, Constantino Tsallis

Journal:

Physics Letters A

Année:

2008

Langue:

english

Fichier:

PDF, 135 KB

english, 2008

11

On aq-Central Limit Theorem Consistent with Nonextensive Statistical Mechanics

Sabir Umarov, Constantino Tsallis, Stanly Steinberg

Journal:

Milan Journal of Mathematics

Année:

2008

Langue:

english

Fichier:

PDF, 258 KB

english, 2008

12

Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations

Marjorie Hahn, Sabir Umarov

Journal:

Fractional Calculus and Applied Analysis

Année:

2011

Langue:

english

Fichier:

PDF, 328 KB

english, 2011

13

A fractional operator algorithm method for construction of solutions of fractional order differential equations

Kanat M. Shinaliyev, Batirkhan Kh. Turmetov, Sabir R. Umarov

Journal:

Fractional Calculus and Applied Analysis

Année:

2012

Langue:

english

Fichier:

PDF, 210 KB

english, 2012

14

On generalized Leibniz triangles and q-Gaussians

Xinxin Jiang, Marjorie Hahn, Sabir Umarov

Journal:

Physics Letters A

Année:

2012

Langue:

english

Fichier:

PDF, 151 KB

english, 2012

15

On q -Gaussians and exchangeability

Hahn, Marjorie G, Jiang, Xinxin, Umarov, Sabir

Journal:

Journal of Physics A Mathematical and Theoretical

Année:

2010

Langue:

english

Fichier:

PDF, 155 KB

english, 2010

16

High Dimensional Probability || Random Walk Models Associated with Distributed Fractional Order Differential Equations

Sabir Umarov and Stanly Steinberg

Journal:

IMS Lecture Notes--Monograph Series

Année:

2006

Langue:

english

Fichier:

PDF, 1.03 MB

english, 2006

17

Fractional generalizations of filtering problems and their associated fractional Zakai equations

Sabir Umarov,Frederick Daum,Kenric Nelson

Journal:

Fractional Calculus and Applied Analysis

Année:

2014

Langue:

english

Fichier:

PDF, 296 KB

english, 2014

18

Continuous time random walk models associated with distributed order diffusion equations

Journal:

Fractional Calculus and Applied Analysis

Année:

2015

Langue:

english

Fichier:

PDF, 302 KB

english, 2015

19

Pseudo-differential operators with meromorphic symbols and systems of complex differential equations

Journal:

Complex Variables and Elliptic Equations

Année:

2015

Langue:

english

Fichier:

PDF, 509 KB

english, 2015

20

[Developments in Mathematics] Introduction to Fractional and Pseudo-Differential Equations with Singular Symbols Volume 41 ||

Année:

2015

Langue:

english

Fichier:

PDF, 4.67 MB

english, 2015

21

[Developments in Mathematics] Introduction to Fractional and Pseudo-Differential Equations with Singular Symbols Volume 41 || Initial and boundary value problems for fractional order differential equations

Année:

2015

Langue:

english

Fichier:

PDF, 500 KB

english, 2015

22

[Developments in Mathematics] Introduction to Fractional and Pseudo-Differential Equations with Singular Symbols Volume 41 || Random walk approximants of mixed and time-changed Lévy processes

Année:

2015

Langue:

english

Fichier:

PDF, 355 KB

english, 2015

23

[Developments in Mathematics] Introduction to Fractional and Pseudo-Differential Equations with Singular Symbols Volume 41 || Fractional order Fokker-Planck-Kolmogorov equations and associated stochastic processes

Année:

2015

Langue:

english

Fichier:

PDF, 711 KB

english, 2015

24

[Developments in Mathematics] Introduction to Fractional and Pseudo-Differential Equations with Singular Symbols Volume 41 || Distributed and variable order differential-operator equations

Année:

2015

Langue:

english

Fichier:

PDF, 446 KB

english, 2015

25

The limit distribution in the q -CLT for $q\,\geqslant \,1$ is unique and can not have a compact support

Umarov, Sabir, Tsallis, Constantino

Journal:

Journal of Physics A Mathematical and Theoretical

Année:

2016

Langue:

english

Fichier:

PDF, 343 KB

english, 2016

26

Erratum.Corrigendum to the “Fcaa” Paper: Continuous Time Random Walk Models Associated With Distributed Order Diffusion Equations

Journal:

Fractional Calculus and Applied Analysis

Année:

2015

Fichier:

PDF, 141 KB

2015

27

On the average uncertainty for systems with nonlinear coupling

Nelson, Kenric P., Umarov, Sabir R., Kon, Mark A.

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

2017

Langue:

english

Fichier:

PDF, 732 KB

english, 2017

28

[AIP COMPLEXITY, METASTABILITY, AND NONEXTENSIVITY: An International Conference - ()] AIP Conference Proceedings - On multivariate generalizations of the q-central limit theorem consistent with nonextensive statistical mechanics

Umarov, Sabir, Tsallis, Constantino, Abe, Sumiyoshi, Herrmann, Hans, Quarati, Piero, Rapisarda, Andrea, Tsallis, Constantino

Année:

2007

Langue:

english

Fichier:

PDF, 356 KB

english, 2007

29

Fractional Fokker-Planck-Kolmogorov equations associated with SDES on a bounded domain

Journal:

Fractional Calculus and Applied Analysis

Langue:

english

Fichier:

PDF, 369 KB

english

30

Beyond the Triangle (Brownian Motion, Ito Calculus, and Fokker–Planck Equation — Fractional Generalizations) || Stochastic processes and time-changes

Umarov, Sabir, Hahn, Marjorie, Kobayashi, Kei

Année:

2018

Langue:

english

Fichier:

PDF, 293 KB

english, 2018

31

Beyond the Triangle (Brownian Motion, Ito Calculus, and Fokker–Planck Equation — Fractional Generalizations) || Fractional Calculus

Umarov, Sabir, Hahn, Marjorie, Kobayashi, Kei

Année:

2018

Langue:

english

Fichier:

PDF, 246 KB

english, 2018

32

Beyond the Triangle (Brownian Motion, Ito Calculus, and Fokker–Planck Equation — Fractional Generalizations) || Stochastic calculus for time-changed semimartingales and its applications to SDEs

Umarov, Sabir, Hahn, Marjorie, Kobayashi, Kei

Année:

2018

Langue:

english

Fichier:

PDF, 361 KB

english, 2018

33

Beyond the Triangle (Brownian Motion, Ito Calculus, and Fokker–Planck Equation — Fractional Generalizations) || Introduction

Umarov, Sabir, Hahn, Marjorie, Kobayashi, Kei

Année:

2018

Langue:

english

Fichier:

PDF, 469 KB

english, 2018

34

Fractional generalizations of Zakai equation and some solution methods

Umarov, Sabir, Daum, Fred, Nelson, Kenric

Journal:

Fractional Calculus and Applied Analysis

Année:

2018

Langue:

english

Fichier:

PDF, 317 KB

english, 2018

35

Use of the geometric mean as a statistic for the scale of the coupled Gaussian distributions

Nelson, Kenric P., Kon, Mark A., Umarov, Sabir R.

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

2019

Langue:

english

Fichier:

PDF, 1.35 MB

english, 2019

36

Variable Order Diï¬erential Equations with Piecewise Constant Order-Function and Diï¬usion with Changing Modes

Umarov, Sabir, Steinberg, Stanly

Journal:

Zeitschrift für Analysis und ihre Anwendungen

Année:

2009

Fichier:

PDF, 224 KB

2009