160 citations · 488 across the 44 of their papers we have counts for
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Uniqueness and properties of distributional solutions of nonlocal equations of porous medium type
Félix del Teso, Jørgen Endal, Espen R. Jakobsen
We study the uniqueness, existence, and properties of bounded distributional solutions of the initial value problem problem for the anomalous diffusion equation $\partial_tu-\mathc…
On numerical density approximations of solutions of SDEs with unbounded coefficients
Linghua Chen, Espen Robstad Jakobsen, Arvid Naess
We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integratio…
On nonlocal quasilinear equations and their local limits
Emmanuel Chasseigne, Espen Jakobsen
We introduce a new class of quasilinear nonlocal operators and study equations involving these operators. The operators are degenerate elliptic and may have arbitrary growth in the…