Related papers: Stochastic Fractional HP Equations
This paper gives the existence and uniqueness results for solution of fractional differential equations with Hilfer derivative. Using some new techniques and generalizing the restrictive conditions imposed on considered function, the…
We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…
Necessary and sufficient conditions are given for a substochastic semigroup on $L^1$ obtained through the Kato--Voigt perturbation theorem to be either stochastic or strongly stable. We show how such semigroups are related to piecewise…
This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…
We consider the stochastic wave equation with multiplicative noise, which is fractional in time with index $H>1/2$, and has a homogeneous spatial covariance structure given by the Riesz kernel of order $\alpha$. The solution is interpreted…
We present a proof of qualitative stochastic homogenization for a nonconvex Hamilton-Jacobi equation. The new idea is to introduce a family of "sub-equations" and to control solutions of the original equation by the maximal subsolutions of…
We regard the real and imaginary parts of the Schrodinger wave function as canonical conjugate variables.With this pair of conjugate variables and some other 2n pairs, we construct a quadratic Hamiltonian density. We then show that the…
We first state a special type of It\^o formula involving stochastic integrals of both standard and fractional Brownian motions. Then we use Doss-Sussman transformation to establish the link between backward doubly stochastic differential…
In this paper, we show that the concept of sigma-convergence associated to stochastic processes can tackle the homogenization of stochastic partial differential equations. In this regard, the homogenization problem for a stochastic…
We construct normed spaces of real-valued functions with controlled growth on possibly infinite-dimensional state spaces such that semigroups of positive, bounded operators $(P_t)_{t\ge 0}$ thereon with $\lim_{t\to 0+}P_t f(x)=f(x)$ are in…
In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussion noise with Hurst index $H\in(\frac{1}{2},1)$. A sharp regularity estimate of the mild solution and the numerical…
We show that a pathwise stochastic integral with respect to fractional Brownian motion with an adapted integrand $g$ can have any prescribed distribution, moreover, we give both necessary and sufficient conditions when random variables can…
In this paper, we consider a class of stochastic delay fractional evolution equations driven by fractional Brownian motion in a Hilbert space. Sufficient conditions for the existence and uniqueness of mild solutions are obtained. An…
This paper establishes an existence theory for distributed periodic solutions to Newton's equation with stochastic time-periodic forcing, where the friction matrix is the Hessian of a twice continuously differentiable friction function.…
In this paper we discuss a method to apply Quantization rules for arbitrary Hamiltonians that are not necessarily Polynomials in variable p, so we have H of the form H(x,p)=F(x,p)+g(x) the method uses the results of "Fractional Calculus"…
We introduce the Hahn quantum variational calculus. Necessary and sufficient optimality conditions for the basic, isoperimetric, and Hahn quantum Lagrange problems, are studied. We also show the validity of Leitmann's direct method for the…
In this paper, we study qualitative properties of the fractional $p$-Laplacian. Specifically, we establish a Hopf type lemma for positive weak super-solutions of the fractional $p-$Laplacian equation with Dirichlet condition. Moreover, an…
The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…
We discuss conditions under which expectation values computed from a complex Langevin process $Z$ will converge to integral averages over a given complex valued weight function. The difficulties in proving a general result are pointed out.…
We present a construction of harmonic functions on bounded domains for the spectral fractional Laplacian operator and we classify them in terms of their divergent profile at the boundary. This is used to establish and solve boundary value…