European University Institute Library

Introduction to Fractional and Pseudo-Differential Equations with Singular Symbols, by Sabir Umarov

eng

0

non fiction

Introduction to Fractional and Pseudo-Differential Equations with Singular Symbols

electronic resource

918983958

by Sabir Umarov

Developments in Mathematics,, 41, 1389-2177

The book systematically presents the theories of pseudo-differential operators with symbols singular in dual variables, fractional order derivatives, distributed and variable order fractional derivatives, random walk approximants, and applications of these theories to various initial and multi-point boundary value problems for pseudo-differential equations. Fractional Fokker-Planck-Kolmogorov equations associated with a large class of stochastic processes are presented. A complex version of the theory of pseudo-differential operators with meromorphic symbols based on the recently introduced complex Fourier transform is developed and applied for initial and boundary value problems for systems of complex differential and pseudo-differential equations

Function Spaces and Distributions -- Pseudo-Differential Operators with Singular Symbols (DOSS) -- Fractional Calculus and Fractional Order Operators -- Boundary Value Problems for Pseudo-Differential Equations with Singular Symbols -- Initial and Boundary Value Problems for Fractional Order Differential Equations -- Distributed and Variable Order Differential-Operator Equations -- Fractional Fokker-Planck-Kolmogorov Equations -- Random Walk Approximants of Mixed and Time-Changed Levy Processes -- Complex DOSS and Systems of Complex Differential Equations -- References