Related papers: Generalized Gamma Process: some results about comp…
It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of processes are of wide interest in statistical physics as they are…
We study a stochastic differential equation driven by a gamma process, for which we give results on the existence of weak solutions under conditions on the volatility function. To that end we provide results on the density process between…
A systematic study of the relations between fluctuations of the extensive multiparticle variables and integrals of the inclusive multipaticle densities is analysed. The generalized factorial moments are introduced and their physical meaning…
Many current challenges involve understanding the complex dynamical interplay between the constituents of systems. Typically, the number of such constituents is high, but only limited data sources on them are available. Conventional…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
We investigate compositions of a positive integer with a fixed number of parts, when there are several types of each natural number. These compositions produce new relationships among binomial coefficients, Catalan numbers, and numbers of…
Enlarging on Parts I, II, and III we write more equations in the desired format of the extended abstract theory of composites. We focus on a multitude of equations involving higher order derivatives. The motivation is that results and…
When one tries to take into account the non-trivial vacuum structure of Quantum Field Theory, the standard functional-integral tools such as generating functionals or transitional amplitudes, are often quite inadequate for such purposes.…
This paper introduces a generalization of the so-called space-fractional Poisson process by extending the difference operator acting on state space present in the associated difference-differential equations to a much more general form. It…
The concept of weighted $\beta\gamma$ - summability of order $\theta$ in case of fuzzy functions is introduced and classified into ordinary and absolute sense. Several inclusion relations among the sets are investigated. Also we have found…
The angular and the radial parts of the dynamics of the perturbed Kepler motion are separable in many important cases. In this paper we study the radial motion and its parametrizations. We develop in detail a generalized eccentric anomaly…
In this paper we generalize notions of iterated integral with regard to an unpredictable process. We establish a formula of integration by parts, the existence of a continuous modification and give an expression of the increasing process.
We introduce a class of Gaussian processes with stationary increments which exhibit long-range dependence. The class includes fractional Brownian motion with Hurst parameter H>1/2 as a typical example. We establish infinite and finite past…
The process $(G_t)_{t\in[0,T]}$ is referred to as a fractional Gaussian process if the first-order partial derivative of the difference between its covariance function and that of the fractional Brownian motion $(B^H_t)_{t\in[0,T ]}$ is a…
We are interested in the differential equations satisfied by the density of the Geometric Stable processes $\mathcal{G}_{\alpha}^{\beta}=\left\{\mathcal{G}_{\alpha}^{\beta}(t);t\geq 0\right\} $, with stability \ index $% \alpha \in (0,2]$…
We consider the process of partial sums of moving averages of finite order with a regular varying memory function, constructed from a stationary sequence, variance of the sum of which is a regularly varying function. We study the Gaussian…
For a Pfaffian point process we show that its Palm measures, its normalised compositions with multiplicative functionals, and its conditional measures with respect to fixing the configuration in a bounded subset are Pfaffian point processes…
We derive some additional results on the Bienyam\'e-Galton-Watson branching process with $\theta -$linear fractional branching mechanism, as studied in \cite{Sag}. This includes: the explicit expression of the limit laws in both the…
Interacting systems of particles with generalized statistics are considered on both classical and quantum level. It is shown that all possible quantum states and corresponding processes can be represented in terms of certain specific…
The crossed channels of generalized reaction \gamma N - \gamma N have been considered. The transformation coefficients from the independent helicity amplitudes to the invariant functions are calculated. The explicit expressions for…