Hu, Ke; Jacob, Niels; Yuan, Chenggui Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations. (English) Zbl 1381.35260 Fract. Calc. Appl. Anal. 19, No. 1, 56-68 (2016). MSC: 35S05 35R11 33E12 44A10 60H10 PDFBibTeX XMLCite \textit{K. Hu} et al., Fract. Calc. Appl. Anal. 19, No. 1, 56--68 (2016; Zbl 1381.35260) Full Text: DOI
Hu, Ke; Jacob, Niels; Yuan, Chenggui On an equation being a fractional differential equation with respect to time and a pseudo-differential equation with respect to space related to Lévy-type processes. (English) Zbl 1308.35321 Fract. Calc. Appl. Anal. 15, No. 1, 128-140 (2012). MSC: 35R11 35S05 33E12 44A10 60G51 PDFBibTeX XMLCite \textit{K. Hu} et al., Fract. Calc. Appl. Anal. 15, No. 1, 128--140 (2012; Zbl 1308.35321) Full Text: DOI Link
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui Stochastic differential delay equations with jumps, under nonlinear growth condition. (English) Zbl 1191.60081 Stochastics 81, No. 6, 571-588 (2009). MSC: 60H35 60H10 34K20 34K50 PDFBibTeX XMLCite \textit{N. Jacob} et al., Stochastics 81, No. 6, 571--588 (2009; Zbl 1191.60081) Full Text: DOI
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui Numerical solutions of stochastic differential delay equations with jumps. (English) Zbl 1168.60356 Stochastic Anal. Appl. 27, No. 4, 825-853 (2009). MSC: 60H35 60H10 34K20 34K50 PDFBibTeX XMLCite \textit{N. Jacob} et al., Stochastic Anal. Appl. 27, No. 4, 825--853 (2009; Zbl 1168.60356) Full Text: DOI