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Meerschaert, Mark Marvin

Author ID: meerschaert.mark-m Recent zbMATH articles by "Meerschaert, Mark Marvin"
Published as: Meerschaert, Mark M.; Meerschaert, M. M.; Meerschaert, Mark
Homepage: https://www.stt.msu.edu/~mcubed/
External Links: MGP · Wikidata · Google Scholar · dblp · GND · IdRef
all top 5

Co-Authors

14 single-authored
40 Scheffler, Hans-Peter
16 Bäumer, Boris
10 Nane, Erkan
7 Anderson, Paul L.
7 Becker-Kern, Peter
7 Kovács, Mihály
7 Sikorskii, Alla
7 Xiao, Yimin
6 Sabzikar, Farzad
5 Straka, Peter
5 Tadjeran, Charles
5 Vellaisamy, Palaniappan
4 Kelly, James F.
4 Kozubowski, Tomasz J.
4 Samiee, Mehdi
4 Zayernouri, Mohsen
3 Aban, Inmaculada B.
3 Benson, David A.
3 Jurlewicz, Agnieszka
3 Leonenko, Nikolai N.
3 Lischke, Anna
3 Liu, Fawang
3 Sankaranarayanan, Harish
3 Schilling, René Leander
2 Ainsworth, Mark
2 Bolster, Diogo T.
2 Didier, Gustavo
2 Glusa, Christian
2 Gulian, Mamikon
2 Karniadakis, George Em
2 Kharazmi, Ehsan
2 Li, Chenggang
2 Lim, Chae Young
2 Mao, Zhiping
2 McGough, Robert
2 Mortensen, Jeff W.
2 Pang, Guofei
2 Panorska, Anna K.
2 Pipiras, Vladas
2 Song, Fangying
2 Stoev, Stilian A.
2 Veeh, Jerry Alan
2 Zheng, Xiaoning
1 Alrawashdeh, Mahmoud S.
1 Beirlant, Jan
1 Biermé, Hermine
1 Cai, Wei
1 Chakrabarti, 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 Fraga Alves, M. Isabel
1 Gomes, Ivette M.
1 Gunzburger, Max D.
1 Guo, Hongwen
1 Kavalieris, Laimonis
1 Kiryakova, Virginia S.
1 Kumar, Arun
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 McGough, R. J.
1 McLeod, Angus Ian
1 Phanikumar, Mantha S.
1 Piskarëv, S. I.
1 Podgórski, Krzysztof
1 Podlubny, Igor
1 Rosiński, Jan
1 Roy, Parthanil
1 Shao, Qin
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, Kai
1 Zhang, Yong
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
6 Journal of Time Series Analysis
5 Journal of Mathematical Analysis and Applications
5 Journal of Computational and Applied Mathematics
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 Debrecen
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
1 Communications on Applied Mathematics and Computation

Publications by Year

Citations contained in zbMATH Open

135 Publications have been cited 5,986 times in 3,282 Documents Cited by Year
Finite difference approximations for fractional advection-dispersion flow equations. Zbl 1126.76346
Meerschaert, Mark M.; Tadjeran, Charles
767
2004
Finite difference approximations for two-sided space-fractional partial differential equations. Zbl 1086.65087
Meerschaert, Mark M.; Tadjeran, Charles
484
2006
A second-order accurate numerical approximation for the fractional diffusion equation. Zbl 1089.65089
Tadjeran, Charles; Meerschaert, Mark M.; Scheffler, Hans-Peter
315
2006
Stochastic models for fractional calculus. Zbl 1247.60003
Meerschaert, Mark M.; Sikorskii, Alla
299
2012
Finite difference methods for two-dimensional fractional dispersion equation. Zbl 1085.65080
Meerschaert, Mark M.; Scheffler, Hans-Peter; Tadjeran, Charles
217
2006
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
213
2013
Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042
Meerschaert, Mark M.; Scheffler, Hans-Peter
206
2004
A second-order accurate numerical method for the two-dimensional fractional diffusion equation. Zbl 1113.65124
Tadjeran, Charles; Meerschaert, Mark M.
196
2007
Limit distributions for sums of independent random vectors. Heavy tails in theory and practice. Zbl 0990.60003
Meerschaert, Mark M.; Scheffler, Hans-Peter
180
2001
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
139
2020
Tempered fractional calculus. Zbl 1349.26017
Sabzikar, Farzad; Meerschaert, Mark M.; Chen, Jinghua
121
2015
The fractional Poisson process and the inverse stable subordinator. Zbl 1245.60084
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
118
2011
Fractional Cauchy problems on bounded domains. Zbl 1247.60078
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
114
2009
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.
110
2013
Stochastic solutions for fractional Cauchy problems. Zbl 1057.35102
Baeumer, Boris; Meerschaert, Mark M.
107
2001
Stochastic solution of space-time fractional diffusion equations. Zbl 1244.60080
Meerschaert, Mark M.; Benson, David A.; Scheffler, Hans-Peter; Baeumer, Boris
106
2002
Triangular array limits for continuous time random walks. Zbl 1153.60023
Meerschaert, Mark M.; Scheffler, Hans-Peter
105
2008
Tempered stable Lévy motion and transient super-diffusion. Zbl 1423.60079
Baeumer, Boris; Meerschaert, Mark M.
104
2010
Distributed-order fractional diffusions on bounded domains. Zbl 1222.35204
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
87
2011
Inverse stable subordinators. Zbl 1274.60153
Meerschaert, M. M.; Straka, P.
82
2013
Stochastic models for fractional calculus. 2nd revised and extended edition. Zbl 1490.60004
Meerschaert, Mark M.; Sikorskii, Alla
80
2019
Operator scaling stable random fields. Zbl 1111.60033
Biermé, Hermine; Meerschaert, Mark M.; Scheffler, Hans-Peter
77
2007
Numerical solutions for fractional reaction-diffusion equations. Zbl 1142.65422
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.
77
2008
Space-time fractional diffusion on bounded domains. Zbl 1251.35177
Chen, Zhen-Qing; Meerschaert, Mark M.; Nane, Erkan
70
2012
Limit theorems for coupled continuous time random walks. Zbl 1054.60052
Becker-Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter
64
2004
Stochastic model for ultraslow diffusion. Zbl 1100.60024
Meerschaert, Mark M.; Scheffler, Hans-Peter
62
2006
Brownian subordinators and fractional Cauchy problems. Zbl 1186.60079
Baeumer, Boris; Meerschaert, Mark M.; Nane, Erkan
62
2009
Fractional Pearson diffusions. Zbl 1297.60057
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla
61
2013
Fractional diffusion on bounded domains. Zbl 1488.35557
Defterli, Ozlem; D’Elia, Marta; Du, Qiang; Gunzburger, Max; Lehoucq, Rich; Meerschaert, Mark M.
59
2015
Parameter estimation for the truncated Pareto distribution. Zbl 1118.62312
Aban, Inmaculada B.; Meerschaert, Mark M.; Panorska, Anna K.
50
2006
Fractional reproduction-dispersal equations and heavy tail dispersal kernels. Zbl 1296.92195
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.
48
2007
Tempered fractional Brownian motion. Zbl 1287.60050
Meerschaert, Mark M.; Sabzikar, Farzad
44
2013
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
43
2006
Semi-Markov approach to continuous time random walk limit processes. Zbl 1305.60089
Meerschaert, Mark M.; Straka, Peter
36
2014
Correlation structure of time-changed Lévy processes. Zbl 1329.60118
Leonenko, Nikolai N.; Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla
36
2014
Limit theorem for continuous-time random walks with two time scales. Zbl 1050.60038
Becker-Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter
34
2004
Inhomogeneous fractional diffusion equations. Zbl 1202.86005
Baeumer, Boris; Kurita, Satoko; Meerschaert, Mark M.
33
2005
Stochastic integration for tempered fractional Brownian motion. Zbl 1329.60166
Meerschaert, Mark M.; Sabzikar, Farzad
33
2014
Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields. Zbl 1322.60069
Meerschaert, Mark M.; Wang, Wensheng; Xiao, Yimin
33
2013
Particle tracking for fractional diffusion with two time scales. Zbl 1189.65240
Meerschaert, Mark M.; Zhang, Yong; Baeumer, Boris
32
2010
Boundary conditions for fractional diffusion. Zbl 1386.35424
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Sankaranarayanan, Harish
31
2018
Correlation structure of fractional Pearson diffusions. Zbl 1381.60112
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla
30
2013
Correlated continuous time random walks. Zbl 1179.60024
Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin
28
2009
Fractional governing equations for coupled random walks. Zbl 1268.60057
Jurlewicz, A.; Kern, P.; Meerschaert, M. M.; Scheffler, H.-P.
26
2012
Space-time fractional derivative operators. Zbl 1070.47043
Baeumer, Boris; Meerschaert, Mark M.; Mortensen, Jeff
25
2005
Applications of inverse tempered stable subordinators. Zbl 1409.60058
Alrawashdeh, Mahmoud S.; Kelly, James F.; Meerschaert, Mark M.; Scheffler, Hans-Peter
23
2017
Fractional Laplace motion. Zbl 1100.60017
Kozubowski, T. J.; Meerschaert, M. M.; Podgórski, K.
22
2006
Boundary conditions for two-sided fractional diffusion. Zbl 1416.35296
Kelly, James F.; Sankaranarayanan, Harish; Meerschaert, Mark M.
22
2019
Vector Grünwald formula for fractional derivatives. Zbl 1084.65024
Meerschaert, Mark M.; Mortensen, Jeff; Scheffler, Hans-Peter
21
2004
Local Whittle estimator for anisotropic random fields. Zbl 1167.62465
Guo, Hongwen; Lim, Chae Young; Meerschaert, Mark M.
21
2009
Relaxation patterns and semi-Markov dynamics. Zbl 1422.60154
Meerschaert, Mark M.; Toaldo, Bruno
21
2019
Stochastic solutions for fractional wave equations. Zbl 1345.35134
Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla
20
2015
Tempered stable laws as random walk limits. Zbl 1225.60028
Chakrabarty, Arijit; Meerschaert, Mark M.
19
2011
Fractional calculus, anomalous diffusion, and probability. Zbl 1297.35276
Meerschaert, Mark M.
19
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
19
2016
Space–time duality for fractional diffusion. Zbl 1196.60087
Baeumer, Boris; Meerschaert, Mark M.; Nane, Erkan
18
2009
Anisotropic fractional diffusion tensor imaging. Zbl 1366.92070
Meerschaert, Mark M.; Magin, Richard L.; Ye, Allen Q.
18
2016
Large deviations for local time fractional Brownian motion and applications. Zbl 1147.60025
Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin
17
2008
A simple robust estimation method for the thickness of heavy tails. Zbl 0931.62022
Meerschaert, Mark M.; Scheffler, Hans-Peter
16
1998
Parameter estimation for periodically stationary time series. Zbl 1090.62090
Anderson, Paul L.; Meerschaert, Mark M.
16
2005
Local times of multifractional Brownian sheets. Zbl 1186.60036
Meerschaert, Mark; Wu, Dongsheng; Xiao, Yimin
16
2008
Dimension results for sample paths of operator stable Lévy processes. Zbl 1074.60079
Meerschaert, Mark M.; Xiao, Yimin
16
2005
Transient anomalous sub-diffusion on bounded domains. Zbl 1266.60087
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
16
2013
Fractal dimension results for continuous time random walks. Zbl 1401.60080
Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin
16
2013
Regular variation in \({\mathbb{R}}^ k\). Zbl 0648.26006
Meerschaert, Mark M.
15
1988
Periodic moving averages of random variables with regularly varying tails. Zbl 0900.62488
Anderson, Paul L.; Meerschaert, Mark M.
15
1997
Space-time fractional Dirichlet problems. Zbl 1476.35294
Baeumer, Boris; Luks, Tomasz; Meerschaert, Mark M.
15
2018
Reprint of: boundary conditions for fractional diffusion. Zbl 06867170
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Sankaranarayanan, Harish
14
2018
Semistable Lévy motion. Zbl 1032.60043
Meerschaert, Mark M.; Scheffler, Hans-Peter
13
2002
A unified spectral method for FPDEs with two-sided derivatives. I: A fast solver. Zbl 1451.65160
Samiee, Mehdi; Zayernouri, Mohsen; Meerschaert, Mark M.
13
2019
Fractional normal inverse Gaussian diffusion. Zbl 1210.60040
Kumar, A.; Meerschaert, Mark M.; Vellaisamy, P.
11
2011
Tempered fractional stable motion. Zbl 1348.60061
Meerschaert, Mark M.; Sabzikar, Farzad
11
2016
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.
11
2013
A unified Petrov-Galerkin spectral method and fast solver for distributed-order partial differential equations. Zbl 1476.65272
Samiee, Mehdi; Kharazmi, Ehsan; Meerschaert, Mark M.; Zayernouri, Mohsen
10
2021
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.
10
2019
Hausdorff dimension of operator stable sample paths. Zbl 1038.60034
Becker-Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter
9
2003
Generalized least-squares estimators for the thickness of heavy tails. Zbl 1032.62044
Aban, Inmaculada B.; Meerschaert, Mark M.
9
2004
Spectral decomposition for generalized domains of attraction. Zbl 0732.60025
Meerschaert, Mark M.
9
1991
Exponents of operator self-similar random fields. Zbl 1357.60055
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas
9
2017
Innovations algorithm for periodically stationary time series. Zbl 0995.62082
Anderson, P. L.; Meerschaert, M. M.; Vecchia, A. V.
9
1999
Cluster continuous time random walks. Zbl 1242.60045
Jurlewicz, Agnieszka; Meerschaert, Mark M.; Scheffler, Hans-Peter
8
2011
Domain and range symmetries of operator fractional Brownian fields. Zbl 1386.60145
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas
8
2018
Parameter estimation for exponentially tempered power law distributions. Zbl 1271.62109
Meerschaert, Mark M.; Roy, Parthanil; Shao, Qin
7
2012
Moment estimator for random vectors with heavy tails. Zbl 0951.62017
Meerschaert, Mark M.; Scheffler, Hans-Peter
7
1999
Moments of random vectors which belong to some domain of normal attraction. Zbl 0706.60019
Meerschaert, Mark M.
7
1990
Fractional wave equations with attenuation. Zbl 1328.35284
Straka, Peter; Meerschaert, Mark; McGough, Robert; Zhou, Yuzhen
7
2013
Ultrafast subordinators and their hitting times. Zbl 1246.60071
Kovács, Mihály; Meerschaert, Mark M.
6
2006
Extremal limit theorems for observations separated by random power law waiting times. Zbl 1160.60321
Meerschaert, Mark M.; Stoev, Stilian A.
6
2009
Regular variation and domains of attraction in \({\mathbb{R}}^ k\). Zbl 0587.60016
Meerschaert, Mark M.
6
1986
Norming operators for generalized domains of attraction. Zbl 0807.60032
Meerschaert, Mark M.
6
1994
Clustered continuous-time random walks: diffusion and relaxation consequences. Zbl 1364.60059
Weron, Karina; Stanislavsky, Aleksander; Jurlewicz, Agnieszka; Meerschaert, Mark M.; Scheffler, Hans-Peter
6
2012
Mathematical modeling. 4th ed. Zbl 1270.93001
Meerschaert, Mark M.
6
2013
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
The operator \(\nu\)-stable laws. Zbl 1059.60019
Kozubowski, T. J.; Meerschaert, M. M.; Scheffler, H.-P.
5
2003
Regular variation and generalized domains of attraction in \(\mathbb{R}^ k\). Zbl 0796.60023
Meerschaert, Mark M.
5
1993
The structure of the exponents and symmetries of an operator stable measure. Zbl 0839.60018
Meerschaert, Mark M.; Veeh, Jerry Alan
5
1993
Shifted Hill’s estimator for heavy tails. Zbl 1008.62599
Aban, Inmaculada B.; Meerschaert, Mark M.
5
2001
Fractional dynamics at multiple times. Zbl 1263.82040
Meerschaert, Mark M.; Straka, Peter
5
2012
Parameter estimation for ARTFIMA time series. Zbl 1421.62130
Sabzikar, Farzad; McLeod, A. Ian; Meerschaert, Mark M.
5
2019
A unified Petrov-Galerkin spectral method and fast solver for distributed-order partial differential equations. Zbl 1476.65272
Samiee, Mehdi; Kharazmi, Ehsan; Meerschaert, Mark M.; Zayernouri, Mohsen
10
2021
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
139
2020
Stochastic models for fractional calculus. 2nd revised and extended edition. Zbl 1490.60004
Meerschaert, Mark M.; Sikorskii, Alla
80
2019
Boundary conditions for two-sided fractional diffusion. Zbl 1416.35296
Kelly, James F.; Sankaranarayanan, Harish; Meerschaert, Mark M.
22
2019
Relaxation patterns and semi-Markov dynamics. Zbl 1422.60154
Meerschaert, Mark M.; Toaldo, Bruno
21
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.
13
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.
10
2019
Parameter estimation for ARTFIMA time series. Zbl 1421.62130
Sabzikar, Farzad; McLeod, A. Ian; Meerschaert, Mark M.
5
2019
Semi-fractional diffusion equations. Zbl 1423.35400
Kern, Peter; Lage, Svenja; Meerschaert, Mark M.
3
2019
Mass-conserving tempered fractional diffusion in a bounded interval. Zbl 1439.65132
Lischke, Anna; Kelly, James F.; Meerschaert, Mark M.
2
2019
The fractional d’Alembert’s formulas. Zbl 1433.45008
Li, Cheng-Gang; Li, Miao; Piskarev, Sergey; Meerschaert, Mark M.
1
2019
Boundary conditions for fractional diffusion. Zbl 1386.35424
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Sankaranarayanan, Harish
31
2018
Space-time fractional Dirichlet problems. Zbl 1476.35294
Baeumer, Boris; Luks, Tomasz; Meerschaert, Mark M.
15
2018
Reprint of: boundary conditions for fractional diffusion. Zbl 06867170
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Sankaranarayanan, Harish
14
2018
Domain and range symmetries of operator fractional Brownian fields. Zbl 1386.60145
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas
8
2018
Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties. Zbl 1387.60030
Kern, Peter; Meerschaert, Mark M.; Xiao, Yimin
4
2018
Anomalous diffusion with ballistic scaling: a new fractional derivative. Zbl 06867150
Kelly, James F.; Li, Cheng-Gang; Meerschaert, Mark M.
3
2018
Applications of inverse tempered stable subordinators. Zbl 1409.60058
Alrawashdeh, Mahmoud S.; Kelly, James F.; Meerschaert, Mark M.; Scheffler, Hans-Peter
23
2017
Exponents of operator self-similar random fields. Zbl 1357.60055
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas
9
2017
Future directions in fractional calculus research and applications. Zbl 1376.00055
1
2017
Reflected spectrally negative stable processes and their governing equations. Zbl 1378.60075
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.; Schilling, René L.; Straka, Peter
19
2016
Anisotropic fractional diffusion tensor imaging. Zbl 1366.92070
Meerschaert, Mark M.; Magin, Richard L.; Ye, Allen Q.
18
2016
Tempered fractional stable motion. Zbl 1348.60061
Meerschaert, Mark M.; Sabzikar, Farzad
11
2016
Tempered fractional calculus. Zbl 1349.26017
Sabzikar, Farzad; Meerschaert, Mark M.; Chen, Jinghua
121
2015
Fractional diffusion on bounded domains. Zbl 1488.35557
Defterli, Ozlem; D’Elia, Marta; Du, Qiang; Gunzburger, Max; Lehoucq, Rich; Meerschaert, Mark M.
59
2015
Stochastic solutions for fractional wave equations. Zbl 1345.35134
Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla
20
2015
Semi-Markov approach to continuous time random walk limit processes. Zbl 1305.60089
Meerschaert, Mark M.; Straka, Peter
36
2014
Correlation structure of time-changed Lévy processes. Zbl 1329.60118
Leonenko, Nikolai N.; Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla
36
2014
Stochastic integration for tempered fractional Brownian motion. Zbl 1329.60166
Meerschaert, Mark M.; Sabzikar, Farzad
33
2014
Parameter estimation for operator scaling random fields. Zbl 1278.62157
Lim, C. Y.; Meerschaert, M. M.; Scheffler, H.-P.
3
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
213
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.
110
2013
Inverse stable subordinators. Zbl 1274.60153
Meerschaert, M. M.; Straka, P.
82
2013
Fractional Pearson diffusions. Zbl 1297.60057
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla
61
2013
Tempered fractional Brownian motion. Zbl 1287.60050
Meerschaert, Mark M.; Sabzikar, Farzad
44
2013
Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields. Zbl 1322.60069
Meerschaert, Mark M.; Wang, Wensheng; Xiao, Yimin
33
2013
Correlation structure of fractional Pearson diffusions. Zbl 1381.60112
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla
30
2013
Transient anomalous sub-diffusion on bounded domains. Zbl 1266.60087
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
16
2013
Fractal dimension results for continuous time random walks. Zbl 1401.60080
Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin
16
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.
11
2013
Fractional wave equations with attenuation. Zbl 1328.35284
Straka, Peter; Meerschaert, Mark; McGough, Robert; Zhou, Yuzhen
7
2013
Mathematical modeling. 4th ed. Zbl 1270.93001
Meerschaert, Mark M.
6
2013
Forecasting with prediction intervals for periodic autoregressive moving average models. Zbl 1274.62635
Anderson, Paul L.; Meerschaert, Mark M.; Zhang, Kai
4
2013
Mixing-driven equilibrium reactions in multidimensional fractional advection-dispersion systems. Zbl 1395.82222
Bolster, Diogo; Benson, David A.; Meerschaert, Mark M.; Baeumer, Boris
4
2013
Extreme value theory with operator norming. Zbl 1286.60047
Meerschaert, Mark M.; Scheffler, Hans-Peter; Stoev, Stilian A.
2
2013
Tauberian theorems for matrix regular variation. Zbl 1277.40006
Meerschaert, M. M.; Scheffler, H.-P.
1
2013
Editorial: FCAA related meetings and news (FCAA-volume 16-1-2013). Zbl 1315.00104
1
2013
Stochastic models for fractional calculus. Zbl 1247.60003
Meerschaert, Mark M.; Sikorskii, Alla
299
2012
Space-time fractional diffusion on bounded domains. Zbl 1251.35177
Chen, Zhen-Qing; Meerschaert, Mark M.; Nane, Erkan
70
2012
Fractional governing equations for coupled random walks. Zbl 1268.60057
Jurlewicz, A.; Kern, P.; Meerschaert, M. M.; Scheffler, H.-P.
26
2012
Fractional calculus, anomalous diffusion, and probability. Zbl 1297.35276
Meerschaert, Mark M.
19
2012
Parameter estimation for exponentially tempered power law distributions. Zbl 1271.62109
Meerschaert, Mark M.; Roy, Parthanil; Shao, Qin
7
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
6
2012
Fractional dynamics at multiple times. Zbl 1263.82040
Meerschaert, Mark M.; Straka, Peter
5
2012
Product rule for vector fractional derivatives. Zbl 1276.26011
Bolster, Diogo; Meerschaert, Mark M.; Sikorskii, Alla
3
2012
Limit theorems for coupled continuous time random walks. Zbl 1244.60048
Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter
1
2012
The fractional Poisson process and the inverse stable subordinator. Zbl 1245.60084
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
118
2011
Distributed-order fractional diffusions on bounded domains. Zbl 1222.35204
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
87
2011
Tempered stable laws as random walk limits. Zbl 1225.60028
Chakrabarty, Arijit; Meerschaert, Mark M.
19
2011
Fractional normal inverse Gaussian diffusion. Zbl 1210.60040
Kumar, A.; Meerschaert, Mark M.; Vellaisamy, P.
11
2011
Cluster continuous time random walks. Zbl 1242.60045
Jurlewicz, Agnieszka; Meerschaert, Mark M.; Scheffler, Hans-Peter
8
2011
Asymptotic results for Fourier-PARMA time series. Zbl 1290.62089
Tesfaye, Yonas Gebeyehu; Anderson, Paul L.; Meerschaert, Mark M.
2
2011
Tempered stable Lévy motion and transient super-diffusion. Zbl 1423.60079
Baeumer, Boris; Meerschaert, Mark M.
104
2010
Particle tracking for fractional diffusion with two time scales. Zbl 1189.65240
Meerschaert, Mark M.; Zhang, Yong; Baeumer, Boris
32
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.
114
2009
Brownian subordinators and fractional Cauchy problems. Zbl 1186.60079
Baeumer, Boris; Meerschaert, Mark M.; Nane, Erkan
62
2009
Correlated continuous time random walks. Zbl 1179.60024
Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin
28
2009
Local Whittle estimator for anisotropic random fields. Zbl 1167.62465
Guo, Hongwen; Lim, Chae Young; Meerschaert, Mark M.
21
2009
Space–time duality for fractional diffusion. Zbl 1196.60087
Baeumer, Boris; Meerschaert, Mark M.; Nane, Erkan
18
2009
Extremal limit theorems for observations separated by random power law waiting times. Zbl 1160.60321
Meerschaert, Mark M.; Stoev, Stilian A.
6
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
105
2008
Numerical solutions for fractional reaction-diffusion equations. Zbl 1142.65422
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.
77
2008
Large deviations for local time fractional Brownian motion and applications. Zbl 1147.60025
Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin
17
2008
Local times of multifractional Brownian sheets. Zbl 1186.60036
Meerschaert, Mark; Wu, Dongsheng; Xiao, Yimin
16
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
Subordinated multiparameter groups of linear operators: properties via the transference principle. Zbl 1173.47024
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.
2
2008
A second-order accurate numerical method for the two-dimensional fractional diffusion equation. Zbl 1113.65124
Tadjeran, Charles; Meerschaert, Mark M.
196
2007
Operator scaling stable random fields. Zbl 1111.60033
Biermé, Hermine; Meerschaert, Mark M.; Scheffler, Hans-Peter
77
2007
Fractional reproduction-dispersal equations and heavy tail dispersal kernels. Zbl 1296.92195
Baeumer, Boris; Kovács, Mihály; Meerschaert, Mark M.
48
2007
Mathematical modeling. 3rd ed. Zbl 1123.93002
Meerschaert, Mark M.
1
2007
Finite difference approximations for two-sided space-fractional partial differential equations. Zbl 1086.65087
Meerschaert, Mark M.; Tadjeran, Charles
484
2006
A second-order accurate numerical approximation for the fractional diffusion equation. Zbl 1089.65089
Tadjeran, Charles; Meerschaert, Mark M.; Scheffler, Hans-Peter
315
2006
Finite difference methods for two-dimensional fractional dispersion equation. Zbl 1085.65080
Meerschaert, Mark M.; Scheffler, Hans-Peter; Tadjeran, Charles
217
2006
Stochastic model for ultraslow diffusion. Zbl 1100.60024
Meerschaert, Mark M.; Scheffler, Hans-Peter
62
2006
Parameter estimation for the truncated Pareto distribution. Zbl 1118.62312
Aban, Inmaculada B.; Meerschaert, Mark M.; Panorska, Anna K.
50
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
43
2006
Fractional Laplace motion. Zbl 1100.60017
Kozubowski, T. J.; Meerschaert, M. M.; Podgórski, K.
22
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.
33
2005
Space-time fractional derivative operators. Zbl 1070.47043
Baeumer, Boris; Meerschaert, Mark M.; Mortensen, Jeff
25
2005
Parameter estimation for periodically stationary time series. Zbl 1090.62090
Anderson, Paul L.; Meerschaert, Mark M.
16
2005
Dimension results for sample paths of operator stable Lévy processes. Zbl 1074.60079
Meerschaert, Mark M.; Xiao, Yimin
16
2005
Operator geometric stable laws. Zbl 1069.60017
Kozubowski, Tomasz J.; Meerschaert, Mark M.; Panorska, Anna K.; Scheffler, Hans-Peter
3
2005
Limit theorems for continuous time random walks with slowly varying waiting times. Zbl 1065.60030
Meerschaert, Mark M.; Scheffler, Hans-Peter
3
2005
Finite difference approximations for fractional advection-dispersion flow equations. Zbl 1126.76346
Meerschaert, Mark M.; Tadjeran, Charles
767
2004
Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042
Meerschaert, Mark M.; Scheffler, Hans-Peter
206
2004
Limit theorems for coupled continuous time random walks. Zbl 1054.60052
Becker-Kern, Peter; Meerschaert, Mark M.; Scheffler, Hans-Peter
64
2004
...and 35 more Documents
all top 5

Cited by 3,644 Authors

121 Liu, Fawang
101 Meerschaert, Mark Marvin
94 Wang, Hong
71 Turner, Ian William
50 Anh, Vo V.
50 Deng, Weihua
45 Zheng, Xiangcheng
39 Xiao, Yimin
38 Nane, Erkan
35 Leonenko, Nikolai N.
34 Scheffler, Hans-Peter
33 Sun, Zhizhong
30 Băleanu, Dumitru I.
30 Li, Hong
30 Liu, Yang
29 Karniadakis, George Em
29 Sun, Haiwei
25 Dehghan Takht Fooladi, Mehdi
25 Sun, Hongguang
24 D’Elia, Marta
23 Beghin, Luisa
22 Burrage, Kevin
22 Chen, Wen
22 Feng, Libo
22 Kumar, Arun
21 Li, Changpin
20 Ding, Hengfei
20 D’Ovidio, Mirko
20 Fu, Hongfei
20 Lei, Siulong
19 Atangana, Abdon
19 Becker-Kern, Peter
19 Polito, Federico
19 Xu, Da
18 Orsingher, Enzo
18 Vellaisamy, Palaniappan
18 Wyłomańska, Agnieszka
17 Hao, Zhaopeng
17 Jiang, Xiaoyun
17 Sabzikar, Farzad
17 Vong, Seakweng
17 Zaky, Mahmoud A.
17 Zhuang, Pinghui
16 Abbaszadeh, Mostafa
16 Bäumer, Boris
16 Du, Qiang
16 Magdziarz, Marcin
16 Ordokhani, Yadollah
16 Tang, Yifa
15 Didier, Gustavo
15 Kolokoltsov, Vassili N.
15 Owolabi, Kolade Matthew
15 Zhang, Guofeng
14 Chen, Minghua
14 Gajda, Janusz
14 Gu, Xian-Ming
14 Hendy, Ahmed S.
14 Huang, Chengming
14 Liu, Huan
14 Wang, Zhibo
14 Zayernouri, Mohsen
14 Zeng, Fanhai
13 Ascione, Giacomo
13 Bhrawy, Ali Hassan
13 Gao, Guanghua
13 Gunzburger, Max D.
13 Jia, Jinhong
13 Khader, Mohamed M.
13 Nguyen Huy Tuan
13 Pirozzi, Enrica
13 Sweilam, Nasser Hassan
13 Wang, Wensheng
12 Heydari, Mohammad Hossein
12 Kataria, Kuldeep Kumar
12 Qiu, Wenlin
12 Surgailis, Donatas
12 Wu, Yujiang
12 Yin, Baoli
12 Zhang, Yong
12 Zhang, Zhongqiang
12 Zhao, Yanmin
12 Zheng, Liancun
12 Zhou, Zhi
11 Avazzadeh, Zakieh
11 Chechkin, Aleksei V.
11 Chen, Yangquan
11 Du, Ning
11 Khaliq, Abdul Q. M.
11 Machado, José António Tenreiro
11 Mohebbi, Akbar
11 Ng, Michael Kwok-Po
11 Razzaghi, Mohsen
11 She, Zihang
11 Toaldo, Bruno
11 Yang, Qianqian
11 Zhao, Yongliang
10 Cheng, Aijie
10 Gorenflo, Rudolf
10 Huang, Jianfei
10 Kobayashi, Kei
...and 3,544 more Authors
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Cited in 426 Serials

165 Computers & Mathematics with Applications
129 Journal of Computational Physics
127 Fractional Calculus & Applied Analysis
114 Applied Mathematics and Computation
97 Journal of Computational and Applied Mathematics
92 Journal of Scientific Computing
91 Applied Numerical Mathematics
81 Numerical Algorithms
78 Statistics & Probability Letters
72 Stochastic Processes and their Applications
59 Communications in Nonlinear Science and Numerical Simulation
59 Advances in Difference Equations
58 International Journal of Computer Mathematics
50 Chaos, Solitons and Fractals
49 Numerical Methods for Partial Differential Equations
44 Computational and Applied Mathematics
43 Journal of Mathematical Analysis and Applications
41 Physica A
39 Journal of Theoretical Probability
39 Applied Mathematical Modelling
38 Mathematical Methods in the Applied Sciences
37 Applied Mathematics Letters
34 Mathematics and Computers in Simulation
32 Journal of Statistical Physics
32 SIAM Journal on Scientific Computing
31 Journal of Physics A: Mathematical and Theoretical
30 Abstract and Applied Analysis
26 Computer Methods in Applied Mechanics and Engineering
25 Journal of Applied Mathematics and Computing
22 Stochastic Analysis and Applications
21 Communications in Statistics. Theory and Methods
20 BIT
19 Engineering Analysis with Boundary Elements
19 Bernoulli
19 Mathematical Problems in Engineering
19 Nonlinear Dynamics
18 SIAM Journal on Numerical Analysis
18 East Asian Journal on Applied Mathematics
18 Communications on Applied Mathematics and Computation
17 Journal of Mathematical Physics
17 Journal of Applied Probability
17 Advances in Mathematical Physics
16 Proceedings of the American Mathematical Society
15 Journal of Differential Equations
15 SIAM Journal on Mathematical Analysis
15 Advances in Computational Mathematics
15 Discrete and Continuous Dynamical Systems. Series B
15 Discrete and Continuous Dynamical Systems. Series S
14 The Annals of Probability
14 Journal of Multivariate Analysis
14 Fractals
13 Extremes
13 Modern Stochastics. Theory and Applications
12 Applicable Analysis
12 Journal of Statistical Planning and Inference
12 Journal of Time Series Analysis
12 Theory of Probability and Mathematical Statistics
12 Mathematical Modelling of Natural Phenomena
12 Mathematical Sciences
10 Advances in Applied Probability
10 Journal of Econometrics
10 Physica D
10 Chaos
10 Methodology and Computing in Applied Probability
10 Journal of Evolution Equations
10 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
10 International Journal of Applied and Computational Mathematics
9 Computational Mechanics
9 Discrete Dynamics in Nature and Society
9 Stochastics
9 Inverse Problems in Science and Engineering
9 Advances in Applied Mathematics and Mechanics
8 Lithuanian Mathematical Journal
8 Journal of Functional Analysis
8 Transactions of the American Mathematical Society
8 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
8 Stochastics and Dynamics
8 Journal of Function Spaces
8 Computational Methods for Differential Equations
7 Theory of Probability and its Applications
7 Calcolo
7 Probability and Mathematical Statistics
7 Journal of Statistical Computation and Simulation
7 Journal of Mathematical Sciences (New York)
7 Mathematical Modelling and Analysis
7 Stochastic Models
7 Numerical Mathematics: Theory, Methods and Applications
7 Fractional Differential Calculus
7 Mathematics
7 AIMS Mathematics
6 Inverse Problems
6 Mathematics of Computation
6 Computational Statistics and Data Analysis
6 Potential Analysis
6 Journal of Inverse and Ill-Posed Problems
6 Electronic Journal of Probability
6 Journal of Applied Mathematics
6 Journal of Statistical Mechanics: Theory and Experiment
6 International Journal of Differential Equations
6 Science China. Mathematics
...and 326 more Serials
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Cited in 52 Fields

1,780 Partial differential equations (35-XX)
1,694 Numerical analysis (65-XX)
935 Probability theory and stochastic processes (60-XX)
674 Real functions (26-XX)
351 Ordinary differential equations (34-XX)
204 Statistics (62-XX)
159 Integral equations (45-XX)
159 Statistical mechanics, structure of matter (82-XX)
146 Fluid mechanics (76-XX)
117 Operator theory (47-XX)
105 Special functions (33-XX)
90 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
76 Biology and other natural sciences (92-XX)
66 Calculus of variations and optimal control; optimization (49-XX)
57 Mechanics of deformable solids (74-XX)
53 Linear and multilinear algebra; matrix theory (15-XX)
53 Approximations and expansions (41-XX)
46 Harmonic analysis on Euclidean spaces (42-XX)
42 Dynamical systems and ergodic theory (37-XX)
38 Integral transforms, operational calculus (44-XX)
37 Systems theory; control (93-XX)
35 Measure and integration (28-XX)
33 Functional analysis (46-XX)
33 Classical thermodynamics, heat transfer (80-XX)
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20 Operations research, mathematical programming (90-XX)
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7 Number theory (11-XX)
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