Weighted Poincaré inequality and heat kernel estimates for finite range jump processes

Stochastic Differential Equations and Diffusion Processes

Gopinath Kallianpur, Nobuyuki Ikeda, Shinzo Watanabe · Technometrics · 1983 · 3.9K citations

Engineering, Mathematics, Differential Equations +11

Stochastic differential equations and diffusion processes

European Journal of Operational Research · 1990 · 1.2K citations

Engineering, Mathematics, Differential Equations +11

Beyond Brownian Motion

J. Klafter, Michael F. Shlesinger, G. Zumofen · Physics Today · 1996 · 740 citations

Natural Sciences, Physics, Probability Theory +16

Regularity estimates for the solution and the free boundary of the obstacle problem for the fractional Laplacian

Luis Caffarelli, Sandro Salsa, Luís Silvestre · Inventiones mathematicae · 2007 · 558 citations · Full text

Natural Sciences, Mathematics, Physics +15

Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

Aleksander Janicki · RePEc: Research Papers in Economics · 1993 · 497 citations

Engineering, Computer Science, Physics +17