Umarov, Sabir Continuous time random walk models associated with distributed order diffusion equations. (English) Zbl 1319.60096 Fract. Calc. Appl. Anal. 18, No. 3, 821-837 (2015); corrigendum ibid. 18, No. 5, 1327 (2015). MSC: 60G50 60J60 35R11 60G51 60G52 35S10 PDFBibTeX XMLCite \textit{S. Umarov}, Fract. Calc. Appl. Anal. 18, No. 3, 821--837 (2015; Zbl 1319.60096) Full Text: DOI arXiv
Umarov, Sabir; Daum, Frederick; Nelson, Kenric Fractional generalizations of filtering problems and their associated fractional Zakai equations. (English) Zbl 1306.60081 Fract. Calc. Appl. Anal. 17, No. 3, 745-764 (2014). MSC: 60H10 60G51 60H05 35S10 26A33 PDFBibTeX XMLCite \textit{S. Umarov} et al., Fract. Calc. Appl. Anal. 17, No. 3, 745--764 (2014; Zbl 1306.60081) Full Text: DOI arXiv Link
Hahn, Marjorie; Kobayashi, Kei; Umarov, Sabir SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations. (English) Zbl 1255.60064 J. Theor. Probab. 25, No. 1, 262-279 (2012). Reviewer: Rudolf Gorenflo (Berlin) MSC: 60G22 60H10 35S10 60G51 35R11 26A33 PDFBibTeX XMLCite \textit{M. Hahn} et al., J. Theor. Probab. 25, No. 1, 262--279 (2012; Zbl 1255.60064) Full Text: DOI arXiv
Hahn, Marjorie; Umarov, Sabir Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations. (English) Zbl 1273.35293 Fract. Calc. Appl. Anal. 14, No. 1, 56-79 (2011). MSC: 35R11 35-02 35R60 60H10 82C31 35Q84 PDFBibTeX XMLCite \textit{M. Hahn} and \textit{S. Umarov}, Fract. Calc. Appl. Anal. 14, No. 1, 56--79 (2011; Zbl 1273.35293) Full Text: DOI Link
Hahn, Marjorie G.; Kobayashi, Kei; Umarov, Sabir Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion. (English) Zbl 1218.60030 Proc. Am. Math. Soc. 139, No. 2, 691-705 (2011). MSC: 60G22 35Q84 PDFBibTeX XMLCite \textit{M. G. Hahn} et al., Proc. Am. Math. Soc. 139, No. 2, 691--705 (2011; Zbl 1218.60030) Full Text: DOI arXiv
Umarov, Sabir; Steinberg, Stanly Variable order differential equations with piecewise constant order-function and diffusion with changing modes. (English) Zbl 1181.35359 Z. Anal. Anwend. 28, No. 4, 431-450 (2009). MSC: 35S10 26A33 45K05 35A08 35S15 33E12 PDFBibTeX XMLCite \textit{S. Umarov} and \textit{S. Steinberg}, Z. Anal. Anwend. 28, No. 4, 431--450 (2009; Zbl 1181.35359) Full Text: DOI arXiv Link