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math.NA2021
A Higher Order Resolvent-positive Finite Difference Approximation for Fractional Derivatives
Boris Baeumer, Mihály Kovács, Matthew Parry
We develop a finite difference approximation of order for the -fractional derivative. The weights of the approximation scheme have the same rate-matrix type properties as th…
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…