160 citations · 488 across the 44 of their papers we have counts for
48 papers
ARMA approximation of a Non-separable Spatio-Temporal Model with Fractional Smoothnesses in Space and Time
S. Knutsen Furset, Geir-Arne Fuglstad, Espen R. Jakobsen
The Matérn covariance model is ubiquitous in spatial modelling, but there is no default choice for spatio-temporal modelling. In this paper, we consider the recently proposed ``dif…
A Schauder regularity theory for nonlocal and mixed local-nonlocal viscous Hamilton$\unicode{x2013}$Jacobi equations
Espen Robstad Jakobsen, Robin Østern Lien, Artur Rutkowski
We prove space-time Schauder estimates $\unicode{x2013}$ optimal regularity estimates in Hölder spaces $\unicode{x2013}$ and well-posedness results for mild and classical solutions…
Nonlocal degenerate parabolic hyperbolic equations on bounded domains. Part II: Existence
Jørgen Endal, Espen R Jakobsen, Ola Mæhlen
We study well-posedness of degenerate mixed-type parabolic-hyperbolic equations on bounded domains with general Diric…
Long time behaviour of Mean Field Games with fractional diffusion
Olav Ersland, Espen Robstad Jakobsen, Alessio Porretta
In this paper we study the long time behaviour of mean field games systems with fractional diffusion, modeling the case that the individual dynamics of the players is driven by ind…
A strongly degenerate fully nonlinear mean field game with nonlocal diffusion
Indranil Chowdhury, Espen R. Jakobsen, Miłosz Krupski
There are few results on mean field game (MFG) systems where the PDEs are either fully nonlinear or have degenerate diffusions. This paper introduces a problem that combines both d…
A Deep BSDE approximation of nonlinear integro-PDEs with unbounded nonlocal operators
Espen Robstad Jakobsen, Sehail Mazid
Machine learning for partial differential equations (PDEs) is a hot topic. In this paper we introduce and analyse a Deep BSDE scheme for nonlinear integro-PDEs with unbounded nonlo…