Related papers: Time Dependent Tempered Generalized Functions and …
One of the variants to proof the generalized Ito-Wentzell's formula is introduced and examined in this paper. The relationship between different representations of the generalized Ito-Wentzell's formula/ is considered.
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…
This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations…
We consider time-changed Poisson processes, and derive the governing difference-differential equations (DDE) these processes. In particular, we consider the time-changed Poisson processes where the the time-change is inverse Gaussian, or…
We study $n$-point functions at finite temperature in the closed time path formalism. With the help of two basic column vectors and their dual partners we derive a compact decomposition of the time-ordered $n$-point functions with $2^n$…
Because of the finiteness of the life span and boundedness of the physical space, the more reasonable or physical choice is the tempered power-law instead of pure power-law for the CTRW model in characterizing the waiting time and jump…
The generalized equipartition theorem known as the conjugate variables theorem (Phys. Rev. E 86, 051136 [2012]), originally obtained in the context of statistical inference of continuous random variables, is extended in this work to the…
This work defines two classes of processes, that we term {\it tempered fractional multistable motion} and {\it tempered multifractional stable motion}. They are extensions of fractional multistable motion and multifractional stable motion,…
By using the theory of first-order differential subordination for functions with fixed initial coefficient, several well-known results for subclasses of univalent functions are improved by restricting the functions to have fixed second…
Hawkes process (HP) is a point process with a conditionally dependent intensity function. This paper defines the tempered fractional Hawkes process (TFHP) by time-changing the HP with an inverse tempered stable subordinator. We obtained…
The cumulant generating function of time-averaged current is studied from an operational viewpoint. Specifically, for interacting Brownian particles under non-equilibrium conditions, we show that the first derivative of the cumulant…
We introduce a notion of geometric tempering using exponentially-dampened Mittag-Leffler tempering functions and closely investigate the univariate case. Characteristic exponents and cumulants are calculated, as well as spectral densities.…
A new approach to the algebra G_{\tau} of temperate nonlinear generalized functions is proposed, in which G_{\tau} is based on the space O_{M} endowed with is natural topology in contrary to previous constructions. Thus, this construction…
Existing generalization theories analyze the generalization performance mainly based on the model complexity and training process. The ignorance of the task properties, which results from the widely used IID assumption, makes these theories…
In the present article, a new method for the evaluation of fractional derivatives of arbitrary real order is proposed. Numerous but inequivalent formulations have been given in the past. Some of them exhibit unsatisfactory properties such…
Time evolution of a perturbed thermal state is studied in a quantum-mechanical system with O(N) symmetry. In the limit of large N, time dependence of O(N)-singlet expectation values can be described by classical equations of motion in a…
In this paper, we investigate direct and inverse problems for the time-fractional heat equation with a time-dependent leading coefficient for positive operators. First, we consider the direct problem, and the unique existence of the…
Integrated tempering sampling (ITS) method is an approach to enhance the sampling over a broad range of energies and temperatures in computer simulations. In this paper, a new version of integrated tempering sampling method is proposed. In…
The present paper studies a large class of temperature dependent probability distributions and shows that entropy and energy can be defined in such a way that these probability distributions are the equilibrium states of a generalized…
We introduce a Skorokhod type integral and prove an Ito formula for a wide class of Gaussian processes which may exhibit stochastic discontinuities. Our Ito formula unifies and extends the classical one for general (i.e., possibly…