27 citations · 38 across the 6 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2021
Boundary conditions for nonlocal one-sided pseudo-differential operators and the associated stochastic processes II
Boris Baeumer, Mihály Kovács, Lorenzo Toniazzi
We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided Lévy processes. On one hand this allows modellers to use approp…
math.PR2020
Boundary conditions for nonlocal one-sided pseudo-differential operators and the associated stochastic processes I
Boris Baeumer, Mihály Kovács, Lorenzo Toniazzi
We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided Lévy processes. On one hand this allows modellers to use approp…