Related papers: Time Dependent Tempered Generalized Functions and …
The article is devoted to the formulation and proof of the theorem on convergence with probability 1 of expansion of iterated Ito stochastic integrals of arbitrary multiplicity based on generalized multiple Fourier series converging in the…
The Gibbs-Thomson (GT) equation describes the shift of the crystallization temperature for a confined fluid with respect to the bulk as a function of pore size. While this century old relation is successfully used to analyze experiments,…
In this article, we derive the state probabilities of different type of space- and time-fractional Poisson processes using z-transform. We work on tempered versions of time-fractional Poisson process and space-fractional Poisson processes.…
We investigate proposals of how the form factor approach to compute correlation functions at zero temperature can be extended to finite temperature. For the two-point correlation function we conclude that the suggestion to use the usual…
We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in $\alpha$-stable $(1< \alpha \le 2)$ i.i.d. innovations and related tempered linear processes with vanishing tempering parameter $\lambda…
The Cahn-Hilliard equation is a fundamental model that describes phase separation processes of binary mixtures. In this paper we focus on the dynamics of these binary media, when the underlying temperature is not constant. The aim of this…
Stochastic Taylor expansions of the expectation of functionals applied to diffusion processes which are solutions of stochastic differential equation systems are introduced. Taylor formulas w.r.t. increments of the time are presented for…
We study the dynamical equation of the time-ordered Green's function at finite temperature. We show that the time-ordered Green's function obeys a conventional Dyson equation only at equilibrium and in the limit of zero-temperature. In all…
In this paper we develop a new general Bayesian methodology that simultaneously estimates parameters of interest and the marginal likelihood of the model. The proposed methodology builds on Simulated Tempering, which is a powerful algorithm…
In this paper we derived a model based on general assumptions and allowed us to derive some important thermodynamic functions that are time-dependent, also we could see the behavior of these functions by surfaces. The model is based on…
The estimation of local characteristics of Ito semimartingales has received a great deal of attention in both academia and industry over the past decades. In various papers limit theorems were derived for functionals of increments and…
We propose a new integral based on Taylor measures, study its properties extensively, and we illustrate that it includes many concepts from mathematics as special cases. In particular, the new integral emerges as a generalization of the…
In this paper the running average of a subordinator with a tempered stable distribution is considered. We investigate a family of previously unexplored infinite-activity subordinators induced by the probability distribution of the running…
We comment on a recent paper by Yuen-Zhou et al. [ Phys. Chem. Chem. Phys. 2009, 11, 4509 ] which extends some of the results of Time-Dependent Current Density Functional Theory applied to open quantum systems. Besides pointing out some…
In the continuous time random walk model, the time-fractional operator usually expresses an infinite waiting time probability density. Different from that usual setting, this work considers the tempered time-fractional operator, which…
We show how statistical thermodynamics can be formulated in situations in which thermodynamics applies, while equilibrium statistical mechanics does not. A typical case is, in the words of Landau and Lifshitz, that of partial (or…
We consider a quantum system with a time-independent Hamiltonian parametrized by a set of unknown parameters $\alpha$. The system is prepared in a general quantum state by an evolution operator that depends on a set of unknown parameters…
We consider the Cauchy problem for the heat diffusion equation in the whole Euclidean space consisting of two media with different constant conductivities. The large time behavior of temperature, the solution of the problem, is studied when…
In this PhD thesis we introduce a generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives, and study them using standard (indirect) and direct methods. In…
Generalizations of tempered fractional Brownian from single index to two indices and variable index or tempered multifractional Brownian motion are studied. Tempered fractional Brownian motion and tempered multifractional Brownian motion…