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Meerschaert, Mark M.

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Author ID: meerschaert.mark-m Recent zbMATH articles by "Meerschaert, Mark M."
Published as: Meerchaert, Mark M.; Meerschaert, M. M.; Meerschaert, Mark; Meerschaert, Mark M.
Documents Indexed: 140 Publications since 1986, including 7 Books
Biographic References: 1 Publication
all top 5

Co-Authors

14 single-authored
40 Scheffler, Hans-Peter
16 Bäumer, Boris
10 Nane, Erkan
7 Becker-Kern, Peter
7 Kovács, Mihály
7 Sikorskii, Alla
7 Xiao, Yimin
6 Anderson, Paul L.
5 Sabzikar, Farzad
5 Straka, Peter
5 Tadjeran, Charles
5 Vellaisamy, Palaniappan
4 Kelly, James F.
4 Kozubowski, Tomasz J.
3 Aban, Inmaculada B.
3 Benson, David A.
3 Jurlewicz, Agnieszka
3 Leonenko, Nikolai N.
3 Liu, Fawang
3 Sankaranarayanan, Harish
3 Schilling, René Leander
2 Bolster, Diogo T.
2 Didier, Gustavo
2 Li, Chenggang
2 Lim, Chae Young
2 Lischke, Anna
2 McGough, Robert
2 Mortensen, Jeff W.
2 Panorska, Anna K.
2 Pipiras, Vladas
2 Samiee, Mehdi
2 Stoev, Stilian A.
2 Veeh, Jerry Alan
2 Zayernouri, Mohsen
1 Ainsworth, Mark
1 Alrawashdeh, Mahmoud S.
1 Biermé, Hermine
1 Cai, Wei
1 Chakrabarty, Arijit
1 Chen, Jinghua
1 Chen, Wen
1 Chen, Zhen-Qing
1 Cherry, W. Peter
1 Cohen, Serge
1 Defterli, Ozlem
1 D’Elia, Marta
1 Du, Qiang
1 Glusa, Christian
1 Gulian, Mamikon
1 Gunzburger, Max D.
1 Guo, Hongwen
1 Jiang, Hangjin
1 Karniadakis, George Em
1 Kavalieris, Laimonis
1 Kiryakova, Virginia S.
1 Kumar, Avinash
1 Kurita, Satoko
1 Lage, Svenja
1 Lehoucq, Richard B.
1 Li, Miao
1 Liu, Qingxia
1 Liu, Quansheng
1 Luks, Tomasz
1 Magin, Richard Lloyd
1 Mandrekar, Vidyadhar S.
1 Mao, Zhiping
1 McGough, R. J.
1 McLeod, Angus Ian
1 Pang, Guofei
1 Phanikumar, Mantha S.
1 Piskarëv, S. I.
1 Podgórski, Krzysztof
1 Podlubny, Igor
1 Rosiński, Jan
1 Roy, Parthanil
1 Shao, Qin
1 Song, Fangying
1 Stanislavsky, Aleksander A.
1 Tesfaye, Yonas Gebeyehu
1 Toaldo, Bruno
1 Vecchia, Aldo V.
1 Wang, Wensheng
1 Weron, Karina
1 West, Bruce J.
1 Wu, Dongsheng
1 Ye, Allen Q.
1 Yong, Zhang
1 Zhang, Hongmei
1 Zhang, Kai
1 Zhang, Yong
1 Zheng, Xiaoning
1 Zhou, Yong
1 Zhou, Yuzhen
1 Zhuang, Pinghui
all top 5

Serials

12 Statistics & Probability Letters
11 Stochastic Processes and their Applications
11 Fractional Calculus & Applied Analysis
8 Journal of Computational Physics
7 Journal of Multivariate Analysis
7 Journal of Theoretical Probability
6 Computers & Mathematics with Applications
6 The Annals of Probability
5 Journal of Mathematical Analysis and Applications
5 Journal of Computational and Applied Mathematics
5 Journal of Time Series Analysis
4 Journal of Statistical Planning and Inference
4 Proceedings of the American Mathematical Society
4 Transactions of the American Mathematical Society
3 Journal of Applied Probability
3 Publicationes Mathematicae
2 Journal of Statistical Physics
2 Journal of Applied Analysis
2 De Gruyter Studies in Mathematics
1 Advances in Applied Probability
1 Physica A
1 Studia Mathematica
1 Bulletin of Mathematical Biology
1 Chaos, Solitons and Fractals
1 The Annals of Statistics
1 Journal of the American Statistical Association
1 Journal of Functional Analysis
1 Mathematische Nachrichten
1 Monatshefte für Mathematik
1 Naval Research Logistics
1 Publications de l’Institut Mathématique. Nouvelle Série
1 Applied Numerical Mathematics
1 Communications in Statistics. Simulation and Computation
1 Communications in Statistics. Theory and Methods
1 Electronic Journal of Probability
1 Bernoulli
1 Journal of Vibration and Control
1 Nonlinear Dynamics
1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 Extremes
1 Physical Review E. Third Series
1 Mathematical Modelling of Natural Phenomena
1 Communications in Applied and Industrial Mathematics
1 Electronic Journal of Mathematical Analysis and Applications EJMAA
1 Wiley Series in Probability and Mathematical Statistics

Publications by Year

Citations contained in zbMATH Open

127 Publications have been cited 4,323 times in 2,248 Documents Cited by Year
Finite difference approximations for fractional advection-dispersion flow equations. Zbl 1126.76346
Meerschaert, Mark M.; Tadjeran, Charles
579
2004
Finite difference approximations for two-sided space-fractional partial differential equations. Zbl 1086.65087
Meerschaert, Mark M.; Tadjeran, Charles
370
2006
A second-order accurate numerical approximation for the fractional diffusion equation. Zbl 1089.65089
Tadjeran, Charles; Meerschaert, Mark M.; Scheffler, Hans-Peter
260
2006
Stochastic models for fractional calculus. Zbl 1247.60003
Meerschaert, Mark M.; Sikorskii, Alla
192
2012
Finite difference methods for two-dimensional fractional dispersion equation. Zbl 1085.65080
Meerschaert, Mark M.; Scheffler, Hans-Peter; Tadjeran, Charles
174
2006
Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042
Meerschaert, Mark M.; Scheffler, Hans-Peter
167
2004
Limit distributions for sums of independent random vectors. Heavy tails in theory and practice. Zbl 0990.60003
Meerschaert, Mark M.; Scheffler, Hans-Peter
158
2001
A second-order accurate numerical method for the two-dimensional fractional diffusion equation. Zbl 1113.65124
Tadjeran, Charles; Meerschaert, Mark M.
156
2007
Numerical methods for solving the multi-term time-fractional wave-diffusion equation. Zbl 1312.65138
Liu, Fawang; Meerschaert, Mark; McGough, Robert; Zhuang, Pinghui; Liu, Qingxia
146
2013
Stochastic solution of space-time fractional diffusion equations. Zbl 1244.60080
Meerschaert, Mark M.; Benson, David A.; Scheffler, Hans-Peter; Baeumer, Boris
94
2002
Fractional Cauchy problems on bounded domains. Zbl 1247.60078
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
92
2009
Stochastic solutions for fractional Cauchy problems. Zbl 1057.35102
Baeumer, Boris; Meerschaert, Mark M.
92
2001
The fractional Poisson process and the inverse stable subordinator. Zbl 1245.60084
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
80
2011
Triangular array limits for continuous time random walks. Zbl 1153.60023
Meerschaert, Mark M.; Scheffler, Hans-Peter
76
2008
Tempered stable Lévy motion and transient super-diffusion. Zbl 1423.60079
Baeumer, Boris; Meerschaert, Mark M.
75
2010
A novel numerical method for the time variable fractional order mobile-immobile advection-dispersion model. Zbl 1350.65092
Zhang, H.; Liu, F.; Phanikumar, Mantha S.; Meerschaert, Mark M.
70
2013
Distributed-order fractional diffusions on bounded domains. Zbl 1222.35204
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
67
2011
Operator scaling stable random fields. Zbl 1111.60033
Biermé, Hermine; Meerschaert, Mark M.; Scheffler, Hans-Peter
60
2007
Numerical solutions for fractional reaction-diffusion equations. Zbl 1142.65422
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.
59
2008
Tempered fractional calculus. Zbl 1349.26017
Sabzikar, Farzad; Meerschaert, Mark M.; Chen, Jinghua
56
2015
Inverse stable subordinators. Zbl 1274.60153
Meerschaert, M. M.; Straka, P.
51
2013
Brownian subordinators and fractional Cauchy problems. Zbl 1186.60079
Baeumer, Boris; Meerschaert, Mark M.; Nane, Erkan
50
2009
Limit theorems for coupled continuous time random walks. Zbl 1054.60052
Becker-Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter
50
2004
Space-time fractional diffusion on bounded domains. Zbl 1251.35177
Chen, Zhen-Qing; Meerschaert, Mark M.; Nane, Erkan
46
2012
Stochastic model for ultraslow diffusion. Zbl 1100.60024
Meerschaert, Mark M.; Scheffler, Hans-Peter
46
2006
Fractional diffusion on bounded domains. Zbl 06418052
Defterli, Ozlem; D’Elia, Marta; Du, Qiang; Gunzburger, Max; Lehoucq, Rich; Meerschaert, Mark M.
39
2015
Fractional reproduction-dispersal equations and heavy tail dispersal kernels. Zbl 1296.92195
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.
38
2007
Fractional Pearson diffusions. Zbl 1297.60057
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla
37
2013
Parameter estimation for the truncated Pareto distribution. Zbl 1118.62312
Aban, Inmaculada B.; Meerschaert, Mark M.; Panorska, Anna K.
37
2006
On using random walks to solve the space-fractional advection-dispersion equations. Zbl 1092.82038
Yong, Zhang; Benson, David A.; Meerschaert, Mark M.; Scheffler, Hans-Peter
37
2006
Particle tracking for fractional diffusion with two time scales. Zbl 1189.65240
Meerschaert, Mark M.; Zhang, Yong; Baeumer, Boris
36
2010
Limit theorem for continuous-time random walks with two time scales. Zbl 1050.60038
Becker-Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter
32
2004
Inhomogeneous fractional diffusion equations. Zbl 1202.86005
Baeumer, Boris; Kurita, Satoko; Meerschaert, Mark M.
28
2005
Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields. Zbl 1322.60069
Meerschaert, Mark M.; Wang, Wensheng; Xiao, Yimin
26
2013
Semi-Markov approach to continuous time random walk limit processes. Zbl 1305.60089
Meerschaert, Mark M.; Straka, Peter
25
2014
Tempered fractional Brownian motion. Zbl 1287.60050
Meerschaert, Mark M.; Sabzikar, Farzad
24
2013
Correlated continuous time random walks. Zbl 1179.60024
Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin
24
2009
Stochastic integration for tempered fractional Brownian motion. Zbl 1329.60166
Meerschaert, Mark M.; Sabzikar, Farzad
23
2014
Fractional governing equations for coupled random walks. Zbl 1268.60057
Jurlewicz, A.; Kern, P.; Meerschaert, M. M.; Scheffler, H.-P.
22
2012
Space-time fractional derivative operators. Zbl 1070.47043
Baeumer, Boris; Meerschaert, Mark M.; Mortensen, Jeff
22
2005
Stochastic models for fractional calculus. 2nd revised and extended edition. Zbl 07002290
Meerschaert, Mark M.; Sikorskii, Alla
20
2019
Local Whittle estimator for anisotropic random fields. Zbl 1167.62465
Guo, Hongwen; Lim, Chae Young; Meerschaert, Mark M.
20
2009
Correlation structure of fractional Pearson diffusions. Zbl 1381.60112
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla
19
2013
Vector Grünwald formula for fractional derivatives. Zbl 1084.65024
Meerschaert, Mark M.; Mortensen, Jeff; Scheffler, Hans-Peter
18
2004
Tempered stable laws as random walk limits. Zbl 1225.60028
Chakrabarty, Arijit; Meerschaert, Mark M.
16
2011
Space–time duality for fractional diffusion. Zbl 1196.60087
Baeumer, Boris; Meerschaert, Mark M.; Nane, Erkan
16
2009
Large deviations for local time fractional Brownian motion and applications. Zbl 1147.60025
Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin
15
2008
Fractional Laplace motion. Zbl 1100.60017
Kozubowski, T. J.; Meerschaert, M. M.; Podgórski, K.
15
2006
A simple robust estimation method for the thickness of heavy tails. Zbl 0931.62022
Meerschaert, Mark M.; Scheffler, Hans-Peter
15
1998
Boundary conditions for fractional diffusion. Zbl 1386.35424
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Sankaranarayanan, Harish
14
2018
Local times of multifractional Brownian sheets. Zbl 1186.60036
Meerschaert, Mark; Wu, Dongsheng; Xiao, Yimin
14
2008
Dimension results for sample paths of operator stable Lévy processes. Zbl 1074.60079
Meerschaert, Mark M.; Xiao, Yimin
14
2005
Semistable Lévy motion. Zbl 1032.60043
Meerschaert, Mark M.; Scheffler, Hans-Peter
14
2002
Periodic moving averages of random variables with regularly varying tails. Zbl 0900.62488
Anderson, Paul L.; Meerschaert, Mark M.
14
1997
Regular variation in \({\mathbb{R}}^ k\). Zbl 0648.26006
Meerschaert, Mark M.
14
1988
Anisotropic fractional diffusion tensor imaging. Zbl 1366.92070
Meerschaert, Mark M.; Magin, Richard L.; Ye, Allen Q.
13
2016
Correlation structure of time-changed Lévy processes. Zbl 1329.60118
Leonenko, Nikolai N.; Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla
13
2014
Fractional calculus, anomalous diffusion, and probability. Zbl 1297.35276
Meerschaert, Mark M.
13
2012
Reflected spectrally negative stable processes and their governing equations. Zbl 1378.60075
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Schilling, René L.; Straka, Peter
12
2016
Fractal dimension results for continuous time random walks. Zbl 1401.60080
Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin
12
2013
Transient anomalous sub-diffusion on bounded domains. Zbl 1266.60087
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
11
2013
Stochastic solutions for fractional wave equations. Zbl 1345.35134
Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla
10
2015
The fundamental solutions for multi-term modified power law wave equations in a finite domain. Zbl 1432.35005
Jiang, H.; Liu, F.; Meerschaert, M. M.; McGough, R. J.; Liu, Q.
10
2013
Parameter estimation for periodically stationary time series. Zbl 1090.62090
Anderson, Paul L.; Meerschaert, Mark M.
10
2005
Space-time fractional Dirichlet problems. Zbl 07032344
Baeumer, Boris; Luks, Tomasz; Meerschaert, Mark M.
9
2018
Applications of inverse tempered stable subordinators. Zbl 1409.60058
Alrawashdeh, Mahmoud S.; Kelly, James F.; Meerschaert, Mark M.; Scheffler, Hans-Peter
9
2017
Hausdorff dimension of operator stable sample paths. Zbl 1038.60034
Becker-Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter
9
2003
Spectral decomposition for generalized domains of attraction. Zbl 0732.60025
Meerschaert, Mark M.
9
1991
What is the fractional Laplacian? A comparative review with new results. Zbl 1453.35179
Lischke, Anna; Pang, Guofei; Gulian, Mamikon; Song, Fangying; Glusa, Christian; Zheng, Xiaoning; Mao, Zhiping; Cai, Wei; Meerschaert, Mark M.; Ainsworth, Mark; Karniadakis, George Em
8
2020
Exponents of operator self-similar random fields. Zbl 1357.60055
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas
8
2017
Fractional normal inverse Gaussian diffusion. Zbl 1210.60040
Kumar, A.; Meerschaert, Mark M.; Vellaisamy, P.
8
2011
Generalized least-squares estimators for the thickness of heavy tails. Zbl 1032.62044
Aban, Inmaculada B.; Meerschaert, Mark M.
8
2004
Innovations algorithm for periodically stationary time series. Zbl 0995.62082
Anderson, P. L.; Meerschaert, M. M.; Vecchia, A. V.
8
1999
Boundary conditions for two-sided fractional diffusion. Zbl 1416.35296
Kelly, James F.; Sankaranarayanan, Harish; Meerschaert, Mark M.
7
2019
Moments of random vectors which belong to some domain of normal attraction. Zbl 0706.60019
Meerschaert, Mark M.
7
1990
Tempered fractional stable motion. Zbl 1348.60061
Meerschaert, Mark M.; Sabzikar, Farzad
6
2016
Fractional wave equations with attenuation. Zbl 1328.35284
Straka, Peter; Meerschaert, Mark; McGough, Robert; Zhou, Yuzhen
6
2013
Cluster continuous time random walks. Zbl 1242.60045
Jurlewicz, Agnieszka; Meerschaert, Mark M.; Scheffler, Hans-Peter
6
2011
Ultrafast subordinators and their hitting times. Zbl 1246.60071
Kovács, Mihály; Meerschaert, Mark M.
6
2006
Moment estimator for random vectors with heavy tails. Zbl 0951.62017
Meerschaert, Mark M.; Scheffler, Hans-Peter
6
1999
Norming operators for generalized domains of attraction. Zbl 0807.60032
Meerschaert, Mark M.
6
1994
The structure of the exponents and symmetries of an operator stable measure. Zbl 0839.60018
Meerschaert, Mark M.; Veeh, Jerry Alan
6
1993
Regular variation and domains of attraction in \({\mathbb{R}}^ k\). Zbl 0587.60016
Meerschaert, Mark M.
6
1986
Relaxation patterns and semi-Markov dynamics. Zbl 1422.60154
Meerschaert, Mark M.; Toaldo, Bruno
5
2019
Reprint of: boundary conditions for fractional diffusion. Zbl 06867170
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Sankaranarayanan, Harish
5
2018
Extremal limit theorems for observations separated by random power law waiting times. Zbl 1160.60321
Meerschaert, Mark M.; Stoev, Stilian A.
5
2009
The operator \(\nu\)-stable laws. Zbl 1059.60019
Kozubowski, T. J.; Meerschaert, M. M.; Scheffler, H.-P.
5
2003
Moving averages of random vectors with regularly varying tails. Zbl 0957.62080
Meerschaert, Mark M.; Scheffler, Hans-Peter
5
2000
Sample moments and symmetric statistics. Zbl 0816.60003
Mandrekar, V.; Meerschaert, M. M.
5
1994
Regular variation and generalized domains of attraction in \(\mathbb{R}^ k\). Zbl 0796.60023
Meerschaert, Mark M.
5
1993
Domain and range symmetries of operator fractional Brownian fields. Zbl 1386.60145
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas
4
2018
Clustered continuous-time random walks: diffusion and relaxation consequences. Zbl 1364.60059
Weron, Karina; Stanislavsky, Aleksander; Jurlewicz, Agnieszka; Meerschaert, Mark M.; Scheffler, Hans-Peter
4
2012
Shifted Hill’s estimator for heavy tails. Zbl 1008.62599
Aban, Inmaculada B.; Meerschaert, Mark M.
4
2001
Sample cross-correlations for moving averages with regularly varying tails. Zbl 0973.62077
Meerschaert, Mark M.; Scheffler, Hans-Peter
4
2001
Domains of attraction of nonnormal operator-stable laws. Zbl 0599.60026
Meerschaert, Mark M.
4
1986
Anomalous diffusion with ballistic scaling: a new fractional derivative. Zbl 06867150
Kelly, James F.; Li, Cheng-Gang; Meerschaert, Mark M.
3
2018
Mathematical modeling. 4th ed. Zbl 1270.93001
Meerschaert, Mark M.
3
2013
Product rule for vector fractional derivatives. Zbl 1276.26011
Bolster, Diogo; Meerschaert, Mark M.; Sikorskii, Alla
3
2012
Fractional dynamics at multiple times. Zbl 1263.82040
Meerschaert, Mark M.; Straka, Peter
3
2012
Parameter estimation for exponentially tempered power law distributions. Zbl 1271.62109
Meerschaert, Mark M.; Roy, Parthanil; Shao, Qin
3
2012
What is the fractional Laplacian? A comparative review with new results. Zbl 1453.35179
Lischke, Anna; Pang, Guofei; Gulian, Mamikon; Song, Fangying; Glusa, Christian; Zheng, Xiaoning; Mao, Zhiping; Cai, Wei; Meerschaert, Mark M.; Ainsworth, Mark; Karniadakis, George Em
8
2020
Stochastic models for fractional calculus. 2nd revised and extended edition. Zbl 07002290
Meerschaert, Mark M.; Sikorskii, Alla
20
2019
Boundary conditions for two-sided fractional diffusion. Zbl 1416.35296
Kelly, James F.; Sankaranarayanan, Harish; Meerschaert, Mark M.
7
2019
Relaxation patterns and semi-Markov dynamics. Zbl 1422.60154
Meerschaert, Mark M.; Toaldo, Bruno
5
2019
Parameter estimation for ARTFIMA time series. Zbl 1421.62130
Sabzikar, Farzad; McLeod, A. Ian; Meerschaert, Mark M.
2
2019
A unified spectral method for FPDEs with two-sided derivatives. II: Stability, and error analysis. Zbl 1451.65161
Samiee, Mehdi; Zayernouri, Mohsen; Meerschaert, Mark M.
1
2019
A unified spectral method for FPDEs with two-sided derivatives. I: A fast solver. Zbl 1451.65160
Samiee, Mehdi; Zayernouri, Mohsen; Meerschaert, Mark M.
1
2019
Semi-fractional diffusion equations. Zbl 1423.35400
Kern, Peter; Lage, Svenja; Meerschaert, Mark M.
1
2019
Boundary conditions for fractional diffusion. Zbl 1386.35424
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Sankaranarayanan, Harish
14
2018
Space-time fractional Dirichlet problems. Zbl 07032344
Baeumer, Boris; Luks, Tomasz; Meerschaert, Mark M.
9
2018
Reprint of: boundary conditions for fractional diffusion. Zbl 06867170
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Sankaranarayanan, Harish
5
2018
Domain and range symmetries of operator fractional Brownian fields. Zbl 1386.60145
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas
4
2018
Anomalous diffusion with ballistic scaling: a new fractional derivative. Zbl 06867150
Kelly, James F.; Li, Cheng-Gang; Meerschaert, Mark M.
3
2018
Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties. Zbl 1387.60030
Kern, Peter; Meerschaert, Mark M.; Xiao, Yimin
2
2018
Applications of inverse tempered stable subordinators. Zbl 1409.60058
Alrawashdeh, Mahmoud S.; Kelly, James F.; Meerschaert, Mark M.; Scheffler, Hans-Peter
9
2017
Exponents of operator self-similar random fields. Zbl 1357.60055
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas
8
2017
Anisotropic fractional diffusion tensor imaging. Zbl 1366.92070
Meerschaert, Mark M.; Magin, Richard L.; Ye, Allen Q.
13
2016
Reflected spectrally negative stable processes and their governing equations. Zbl 1378.60075
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Schilling, René L.; Straka, Peter
12
2016
Tempered fractional stable motion. Zbl 1348.60061
Meerschaert, Mark M.; Sabzikar, Farzad
6
2016
Tempered fractional calculus. Zbl 1349.26017
Sabzikar, Farzad; Meerschaert, Mark M.; Chen, Jinghua
56
2015
Fractional diffusion on bounded domains. Zbl 06418052
Defterli, Ozlem; D’Elia, Marta; Du, Qiang; Gunzburger, Max; Lehoucq, Rich; Meerschaert, Mark M.
39
2015
Stochastic solutions for fractional wave equations. Zbl 1345.35134
Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla
10
2015
Semi-Markov approach to continuous time random walk limit processes. Zbl 1305.60089
Meerschaert, Mark M.; Straka, Peter
25
2014
Stochastic integration for tempered fractional Brownian motion. Zbl 1329.60166
Meerschaert, Mark M.; Sabzikar, Farzad
23
2014
Correlation structure of time-changed Lévy processes. Zbl 1329.60118
Leonenko, Nikolai N.; Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla
13
2014
Parameter estimation for operator scaling random fields. Zbl 1278.62157
Lim, C. Y.; Meerschaert, M. M.; Scheffler, H.-P.
2
2014
Numerical methods for solving the multi-term time-fractional wave-diffusion equation. Zbl 1312.65138
Liu, Fawang; Meerschaert, Mark; McGough, Robert; Zhuang, Pinghui; Liu, Qingxia
146
2013
A novel numerical method for the time variable fractional order mobile-immobile advection-dispersion model. Zbl 1350.65092
Zhang, H.; Liu, F.; Phanikumar, Mantha S.; Meerschaert, Mark M.
70
2013
Inverse stable subordinators. Zbl 1274.60153
Meerschaert, M. M.; Straka, P.
51
2013
Fractional Pearson diffusions. Zbl 1297.60057
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla
37
2013
Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields. Zbl 1322.60069
Meerschaert, Mark M.; Wang, Wensheng; Xiao, Yimin
26
2013
Tempered fractional Brownian motion. Zbl 1287.60050
Meerschaert, Mark M.; Sabzikar, Farzad
24
2013
Correlation structure of fractional Pearson diffusions. Zbl 1381.60112
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla
19
2013
Fractal dimension results for continuous time random walks. Zbl 1401.60080
Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin
12
2013
Transient anomalous sub-diffusion on bounded domains. Zbl 1266.60087
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
11
2013
The fundamental solutions for multi-term modified power law wave equations in a finite domain. Zbl 1432.35005
Jiang, H.; Liu, F.; Meerschaert, M. M.; McGough, R. J.; Liu, Q.
10
2013
Fractional wave equations with attenuation. Zbl 1328.35284
Straka, Peter; Meerschaert, Mark; McGough, Robert; Zhou, Yuzhen
6
2013
Mathematical modeling. 4th ed. Zbl 1270.93001
Meerschaert, Mark M.
3
2013
Mixing-driven equilibrium reactions in multidimensional fractional advection-dispersion systems. Zbl 1395.82222
Bolster, Diogo; Benson, David A.; Meerschaert, Mark M.; Baeumer, Boris
2
2013
Extreme value theory with operator norming. Zbl 1286.60047
Meerschaert, Mark M.; Scheffler, Hans-Peter; Stoev, Stilian A.
2
2013
Forecasting with prediction intervals for periodic autoregressive moving average models. Zbl 1274.62635
Anderson, Paul L.; Meerschaert, Mark M.; Zhang, Kai
1
2013
Tauberian theorems for matrix regular variation. Zbl 1277.40006
Meerschaert, M. M.; Scheffler, H.-P.
1
2013
Stochastic models for fractional calculus. Zbl 1247.60003
Meerschaert, Mark M.; Sikorskii, Alla
192
2012
Space-time fractional diffusion on bounded domains. Zbl 1251.35177
Chen, Zhen-Qing; Meerschaert, Mark M.; Nane, Erkan
46
2012
Fractional governing equations for coupled random walks. Zbl 1268.60057
Jurlewicz, A.; Kern, P.; Meerschaert, M. M.; Scheffler, H.-P.
22
2012
Fractional calculus, anomalous diffusion, and probability. Zbl 1297.35276
Meerschaert, Mark M.
13
2012
Clustered continuous-time random walks: diffusion and relaxation consequences. Zbl 1364.60059
Weron, Karina; Stanislavsky, Aleksander; Jurlewicz, Agnieszka; Meerschaert, Mark M.; Scheffler, Hans-Peter
4
2012
Product rule for vector fractional derivatives. Zbl 1276.26011
Bolster, Diogo; Meerschaert, Mark M.; Sikorskii, Alla
3
2012
Fractional dynamics at multiple times. Zbl 1263.82040
Meerschaert, Mark M.; Straka, Peter
3
2012
Parameter estimation for exponentially tempered power law distributions. Zbl 1271.62109
Meerschaert, Mark M.; Roy, Parthanil; Shao, Qin
3
2012
The fractional Poisson process and the inverse stable subordinator. Zbl 1245.60084
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
80
2011
Distributed-order fractional diffusions on bounded domains. Zbl 1222.35204
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
67
2011
Tempered stable laws as random walk limits. Zbl 1225.60028
Chakrabarty, Arijit; Meerschaert, Mark M.
16
2011
Fractional normal inverse Gaussian diffusion. Zbl 1210.60040
Kumar, A.; Meerschaert, Mark M.; Vellaisamy, P.
8
2011
Cluster continuous time random walks. Zbl 1242.60045
Jurlewicz, Agnieszka; Meerschaert, Mark M.; Scheffler, Hans-Peter
6
2011
Asymptotic results for Fourier-PARMA time series. Zbl 1290.62089
Tesfaye, Yonas Gebeyehu; Anderson, Paul L.; Meerschaert, Mark M.
1
2011
Tempered stable Lévy motion and transient super-diffusion. Zbl 1423.60079
Baeumer, Boris; Meerschaert, Mark M.
75
2010
Particle tracking for fractional diffusion with two time scales. Zbl 1189.65240
Meerschaert, Mark M.; Zhang, Yong; Baeumer, Boris
36
2010
Modeling and simulation with operator scaling. Zbl 1222.60033
Cohen, Serge; Meerschaert, Mark M.; Rosiński, Jan
3
2010
Erratum to “Triangular array limits for continuous time random walks” [Stochastic process. Appl. 118 (9) (2008) 1606-1633]. Zbl 1229.60058
Meerschaert, Mark M.; Scheffler, Hans-Peter
1
2010
Fractional Cauchy problems on bounded domains. Zbl 1247.60078
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
92
2009
Brownian subordinators and fractional Cauchy problems. Zbl 1186.60079
Baeumer, Boris; Meerschaert, Mark M.; Nane, Erkan
50
2009
Correlated continuous time random walks. Zbl 1179.60024
Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin
24
2009
Local Whittle estimator for anisotropic random fields. Zbl 1167.62465
Guo, Hongwen; Lim, Chae Young; Meerschaert, Mark M.
20
2009
Space–time duality for fractional diffusion. Zbl 1196.60087
Baeumer, Boris; Meerschaert, Mark M.; Nane, Erkan
16
2009
Extremal limit theorems for observations separated by random power law waiting times. Zbl 1160.60321
Meerschaert, Mark M.; Stoev, Stilian A.
5
2009
A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals. Zbl 1170.60308
Kozubowski, Tomasz J.; Meerschaert, Mark M.
1
2009
Triangular array limits for continuous time random walks. Zbl 1153.60023
Meerschaert, Mark M.; Scheffler, Hans-Peter
76
2008
Numerical solutions for fractional reaction-diffusion equations. Zbl 1142.65422
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.
59
2008
Large deviations for local time fractional Brownian motion and applications. Zbl 1147.60025
Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin
15
2008
Local times of multifractional Brownian sheets. Zbl 1186.60036
Meerschaert, Mark; Wu, Dongsheng; Xiao, Yimin
14
2008
Subordinated multiparameter groups of linear operators: properties via the transference principle. Zbl 1173.47024
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.
3
2008
Innovations algorithm asymptotics for periodically stationary time series with heavy tails. Zbl 1133.62070
Anderson, Paul L.; Kavalieris, Laimonis; Meerschaert, Mark M.
3
2008
A second-order accurate numerical method for the two-dimensional fractional diffusion equation. Zbl 1113.65124
Tadjeran, Charles; Meerschaert, Mark M.
156
2007
Operator scaling stable random fields. Zbl 1111.60033
Biermé, Hermine; Meerschaert, Mark M.; Scheffler, Hans-Peter
60
2007
Fractional reproduction-dispersal equations and heavy tail dispersal kernels. Zbl 1296.92195
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.
38
2007
Finite difference approximations for two-sided space-fractional partial differential equations. Zbl 1086.65087
Meerschaert, Mark M.; Tadjeran, Charles
370
2006
A second-order accurate numerical approximation for the fractional diffusion equation. Zbl 1089.65089
Tadjeran, Charles; Meerschaert, Mark M.; Scheffler, Hans-Peter
260
2006
Finite difference methods for two-dimensional fractional dispersion equation. Zbl 1085.65080
Meerschaert, Mark M.; Scheffler, Hans-Peter; Tadjeran, Charles
174
2006
Stochastic model for ultraslow diffusion. Zbl 1100.60024
Meerschaert, Mark M.; Scheffler, Hans-Peter
46
2006
Parameter estimation for the truncated Pareto distribution. Zbl 1118.62312
Aban, Inmaculada B.; Meerschaert, Mark M.; Panorska, Anna K.
37
2006
On using random walks to solve the space-fractional advection-dispersion equations. Zbl 1092.82038
Yong, Zhang; Benson, David A.; Meerschaert, Mark M.; Scheffler, Hans-Peter
37
2006
Fractional Laplace motion. Zbl 1100.60017
Kozubowski, T. J.; Meerschaert, M. M.; Podgórski, K.
15
2006
Ultrafast subordinators and their hitting times. Zbl 1246.60071
Kovács, Mihály; Meerschaert, Mark M.
6
2006
Inhomogeneous fractional diffusion equations. Zbl 1202.86005
Baeumer, Boris; Kurita, Satoko; Meerschaert, Mark M.
28
2005
Space-time fractional derivative operators. Zbl 1070.47043
Baeumer, Boris; Meerschaert, Mark M.; Mortensen, Jeff
22
2005
Dimension results for sample paths of operator stable Lévy processes. Zbl 1074.60079
Meerschaert, Mark M.; Xiao, Yimin
14
2005
Parameter estimation for periodically stationary time series. Zbl 1090.62090
Anderson, Paul L.; Meerschaert, Mark M.
10
2005
Limit theorems for continuous time random walks with slowly varying waiting times. Zbl 1065.60030
Meerschaert, Mark M.; Scheffler, Hans-Peter
3
2005
Operator geometric stable laws. Zbl 1069.60017
Kozubowski, Tomasz J.; Meerschaert, Mark M.; Panorska, Anna K.; Scheffler, Hans-Peter
3
2005
Finite difference approximations for fractional advection-dispersion flow equations. Zbl 1126.76346
Meerschaert, Mark M.; Tadjeran, Charles
579
2004
Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042
Meerschaert, Mark M.; Scheffler, Hans-Peter
167
2004
Limit theorems for coupled continuous time random walks. Zbl 1054.60052
Becker-Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter
50
2004
Limit theorem for continuous-time random walks with two time scales. Zbl 1050.60038
Becker-Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter
32
2004
Vector Grünwald formula for fractional derivatives. Zbl 1084.65024
Meerschaert, Mark M.; Mortensen, Jeff; Scheffler, Hans-Peter
18
2004
Generalized least-squares estimators for the thickness of heavy tails. Zbl 1032.62044
Aban, Inmaculada B.; Meerschaert, Mark M.
8
2004
Hausdorff dimension of operator stable sample paths. Zbl 1038.60034
Becker-Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter
9
2003
The operator \(\nu\)-stable laws. Zbl 1059.60019
Kozubowski, T. J.; Meerschaert, M. M.; Scheffler, H.-P.
5
2003
Stochastic solution of space-time fractional diffusion equations. Zbl 1244.60080
Meerschaert, Mark M.; Benson, David A.; Scheffler, Hans-Peter; Baeumer, Boris
94
2002
Semistable Lévy motion. Zbl 1032.60043
Meerschaert, Mark M.; Scheffler, Hans-Peter
14
2002
...and 27 more Documents
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Cited by 2,623 Authors

107 Liu, Fawang
99 Meerschaert, Mark M.
67 Wang, Hong
61 Turner, Ian William
45 Anh, Vo V.
40 Deng, Weihua
37 Scheffler, Hans-Peter
33 Nane, Erkan
33 Xiao, Yimin
28 Sun, Zhizhong
25 Leonenko, Nikolai N.
23 Zheng, Xiangcheng
22 Băleanu, Dumitru I.
21 Chen, Wen
20 Burrage, Kevin
20 Dehghan Takht Fooladi, Mehdi
19 Beghin, Luisa
19 Li, Changpin
19 Li, Hong
19 Liu, Yang
19 Sun, Hongguang
18 Karniadakis, George Em
18 Sun, Haiwei
17 Atangana, Abdon
17 Becker-Kern, Peter
17 Ding, Hengfei
17 Magdziarz, Marcin
17 Orsingher, Enzo
17 Vellaisamy, Palaniappan
17 Vong, Seakweng
17 Zhuang, Pinghui
16 D’Ovidio, Mirko
16 Polito, Federico
15 Abbaszadeh, Mostafa
15 Bäumer, Boris
15 Lei, Siulong
14 Feng, Libo
14 Jiang, Xiaoyun
13 Didier, Gustavo
13 Huang, Chengming
13 Sabzikar, Farzad
13 Tang, Yifa
12 Bhrawy, Ali Hassan
12 Fu, Hongfei
12 Gao, Guanghua
12 Khader, Mohamed M.
12 Yang, Qianqian
11 Du, Qiang
11 Ordokhani, Yadollah
11 Sweilam, Nasser Hassan
11 Wang, Zhibo
11 Wu, Yujiang
11 Xu, Da
10 Chen, Minghua
10 Du, Ning
10 Gorenflo, Rudolf
10 Hao, Zhaopeng
10 Li, Can
10 Mainardi, Francesco
10 Sikorskii, Alla
10 Straka, Peter
10 Surgailis, Donatas
10 Zaky, Mahmoud A.
10 Zeng, Fanhai
10 Zheng, Liancun
9 Babolian, Esmail
9 Cheng, Aijie
9 Gu, Xian-Ming
9 Gu, Yuantong
9 Huang, Jianfei
9 Liu, Huan
9 Lizama, Carlos
9 Lyu, Pin
9 Machado, José António Tenreiro
9 Ng, Michael Kwok-Po
9 Owolabi, Kolade Matthew
9 Toaldo, Bruno
9 Zhou, Zhi
8 Avazzadeh, Zakieh
8 Chen, Changming
8 Chen, Yangquan
8 Gajda, Janusz
8 Garra, Roberto
8 Grabchak, Michael
8 Hendy, Ahmed S.
8 Heydari, Mohammad Hossien
8 Hu, Xiuling
8 Huang, Ting-Zhu
8 Jia, Jinhong
8 Khaliq, Abdul Q. M.
8 Kolokoltsov, Vassili N.
8 Kovács, Mihály
8 Lin, Xuelei
8 Macías-Díaz, Jorge Eduardo
8 Mohebbi, Akbar
8 Nguyen Huy Tuan
8 Pang, Guofei
8 Peng, Jigen
8 Pimenov, Vladimir Germanovich
8 Pipiras, Vladas
...and 2,523 more Authors
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Cited in 315 Serials

123 Computers & Mathematics with Applications
112 Journal of Computational Physics
98 Applied Mathematics and Computation
91 Fractional Calculus & Applied Analysis
79 Journal of Computational and Applied Mathematics
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71 Journal of Scientific Computing
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66 Stochastic Processes and their Applications
56 Numerical Algorithms
40 Applied Mathematical Modelling
36 Journal of Mathematical Analysis and Applications
34 Communications in Nonlinear Science and Numerical Simulation
32 Advances in Difference Equations
31 Computational and Applied Mathematics
30 Chaos, Solitons and Fractals
30 Abstract and Applied Analysis
29 Journal of Statistical Physics
29 Journal of Theoretical Probability
29 Applied Mathematics Letters
22 SIAM Journal on Scientific Computing
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18 Engineering Analysis with Boundary Elements
18 Mathematical Problems in Engineering
18 Journal of Applied Mathematics and Computing
17 Stochastic Analysis and Applications
17 Numerical Methods for Partial Differential Equations
17 Nonlinear Dynamics
16 Computer Methods in Applied Mechanics and Engineering
16 Bernoulli
15 Journal of Mathematical Physics
15 Journal of Applied Probability
15 Advances in Mathematical Physics
14 Mathematical Methods in the Applied Sciences
14 BIT
14 Journal of Multivariate Analysis
14 Proceedings of the American Mathematical Society
13 The Annals of Probability
13 Mathematics and Computers in Simulation
12 Physica A
12 Journal of Statistical Planning and Inference
12 SIAM Journal on Numerical Analysis
12 Communications in Statistics. Theory and Methods
12 Extremes
11 Journal of Differential Equations
10 Advances in Computational Mathematics
10 Chaos
10 Journal of Physics A: Mathematical and Theoretical
10 East Asian Journal on Applied Mathematics
9 Journal of Time Series Analysis
9 Methodology and Computing in Applied Probability
9 Inverse Problems in Science and Engineering
9 Mathematical Modelling of Natural Phenomena
9 Modern Stochastics. Theory and Applications
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8 SIAM Journal on Mathematical Analysis
8 Discrete Dynamics in Nature and Society
7 Advances in Applied Probability
7 Applicable Analysis
7 Lithuanian Mathematical Journal
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6 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
6 Potential Analysis
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6 Stochastic Models
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5 Mathematics of Computation
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5 The Annals of Statistics
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5 Physica D
5 Applied Mathematics. Series B (English Edition)
5 Journal of Inverse and Ill-Posed Problems
5 Journal of Mathematical Chemistry
5 Stochastics and Dynamics
5 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
5 Discrete and Continuous Dynamical Systems. Series S
5 Journal of Nonlinear Science and Applications
5 Science China. Mathematics
5 Fractional Differential Calculus
5 International Journal of Applied and Computational Mathematics
4 Computers and Fluids
4 Inverse Problems
4 Journal of Geometry and Physics
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4 Complexity
4 Journal of Vibration and Control
...and 215 more Serials
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