Erkan Nane

activity

20042025

most citedFractional Cauchy problems on bounded domains

217 citations · 1.1k across the 56 of their papers we have counts for

collaborators

Showing 2007Show all

3 papers · 1 filter

math.PR2007★ 23 cited

Large deviations for local time fractional Brownian motion and applications

Mark M. Meerschaert, Erkan Nane, Yimin Xiao

Let $W^H=\{W^H(t), t \in \rr\}$ be a fractional Brownian motion of Hurst index $H \in (0, 1)$ with values in $\rr$, and let $L = {L_{t}, t \geq 0}$ be the local time process at zero…

math.PR2007

Symmetric $α$ -stable subordinators and Cauchy problems

Erkan Nane

We survey the results in Nane (E. Nane, Higher order PDE's and iterated processes, Trans. American Math. Soc. (to appear)) and Baeumer, Meerschaert, and Nane (B. Baeumer, M.M. Meer…

math.PR2007★ 113 cited

Brownian subordinators and fractional Cauchy problems

Boris Baeumer, Mark M. Meerschaert, Erkan Nane

A Brownian time process is a Markov process subordinated to the absolute value of an independent one-dimensional Brownian motion. Its transition densities solve an initial value pr…

Large deviations for local time fractional Brownian motion and applications

Symmetric α-stable subordinators and Cauchy problems

Brownian subordinators and fractional Cauchy problems

Symmetric $α$ -stable subordinators and Cauchy problems