N. Alibaud and C. , Fractional semi-linear parabolic equations with unbounded data, Transactions of the American Mathematical Society, vol.361, issue.05, pp.2527-2566, 2009.
DOI : 10.1090/S0002-9947-08-04758-2

URL : https://hal.archives-ouvertes.fr/hal-00144548

C. Brändle and E. Chasseigne, Large deviations estimates for some non-local equations, Nonlinear Analysis: Theory, Methods & Applications, vol.71, issue.11, pp.5572-5586, 2009.
DOI : 10.1016/j.na.2009.04.059

C. Brändle and E. Chasseigne, Large Deviations estimates for some non-local equations. General bounds and applications, preprint arXiv, pp.909-1467, 2009.

P. Carr, H. Geman, D. B. Madan, and M. Yor, Stochastic Volatility for Levy Processes, Mathematical Finance, vol.29, issue.2, pp.345-382, 2003.
DOI : 10.1016/0304-405X(76)90022-2

URL : https://hal.archives-ouvertes.fr/halshs-00144385

E. Chasseigne, M. Chaves, and J. D. Rossi, Asymptotic behavior for nonlocal diffusion equations, Journal de Math??matiques Pures et Appliqu??es, vol.86, issue.3, pp.271-291, 2006.
DOI : 10.1016/j.matpur.2006.04.005

E. Chasseigne and R. Ferreira, Isothermalization for a Non-local Heat Equation, preprint arXiv, pp.912-3332, 2009.

F. John, Partial differential equations. Fourth edition, Applied Mathematical Sciences, vol.1, 1982.