On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes

Mathematics Subject Classification: 26A33, 47B06, 47G30, 60G50, 60G52, 60G60.

A Computational Approach for the Statistical Estimation of Discrete Time Branching Processes with Immigration

2010 Mathematics Subject Classification: 60J80.

Discrete Models of Time-Fractional Diffusion in a Potential Well

Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.

Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points

2000 Mathematics Subject Classification: 60J60, 62M99.

Nonlinear Time-Fractional Differential Equations in Combustion Science

MSC 2010: 34A08 (main), 34G20, 80A25

Discrete Time Bisexual Branching Processes in Varying Environments

2000 Mathematics Subject Classification: 60J80

Time to Extinction in Branching Processes and its Application in Epidemiology

2010 Mathematics Subject Classification: Primary 60J80; Secondary 92D30.

Functional Transfer Theorems for Maxima of Stationary Processes

2000 Mathematics Subject Classification: 60G70, 60F12, 60G10.

Branching Processes with Immigration and Integer-valued Time Series

In this paper, we indicate how integer-valued autoregressive time series Ginar(d) of ordre d, d ≥ 1, are simple functionals of multitype branching processes with immigration. This allows the derivation of a simple criteria for the existence of a stationary distribution of the time series, thus proving and extending some results by Al-Osh and Alzaid [1], Du and Li [9] and Gauthier and Latour [11]. One can then transfer results on estimation in subcritical multitype branching processes to stationary Ginar(d) and get consistency and asymptotic normality for the corresponding estimators. The technique covers autoregressive moving average time series as well.

Renewal Processes of Mittag-Leffler and Wright Type

2000 MSC: 26A33, 33E12, 33E20, 44A10, 44A35, 60G50, 60J05, 60K05.

Time-Fractional Derivatives in Relaxation Processes: A Tutorial Survey

2000 Mathematics Subject Classification: 26A33, 33E12, 33C60, 44A10, 45K05, 74D05,

Well-Posedness of Diffusion-Wave Problem with Arbitrary Finite Number of Time Fractional Derivatives in Sobolev Spaces H^s

Mathematics Subject Classification 2010: 26A33, 33E12, 35S10, 45K05.

Integral Transforms Method to Solve a Time-Space Fractional Diffusion Equation

Mathematical Subject Classification 2010: 35R11, 42A38, 26A33, 33E12.

Maximum Principle and Its Application for the Time-Fractional Diffusion Equations

MSC 2010: 26A33, 33E12, 35B45, 35B50, 35K99, 45K05 Dedicated to Professor Rudolf Gorenflo on the occasion of his 80th anniversary

Remarks on blow up time for solutions of a nonlinear diffusion system with time dependent coefficients

2000 Mathematics Subject Classification: 35K55, 35K60.