Related papers: Can time-homogeneous diffusions produce any distri…
In this article, we discuss probability of inhomogeneous time in high or low energy scale of physics. Consequently, the possibility was investigated of using theories such as varying speed of light (VSL) and fractal mathematics to build a…
The global existence of bounded solutions to reaction-diffusion systems with fractional diffusion in the whole space $\mathbb R^N$ is investigated. The systems are assumed to preserve the non-negativity of initial data and to dissipate…
Let $\alpha$ be a Steinhaus or a Rademacher random multiplicative function. For a wide class of multiplicative functions $f$ we show that the sum $\sum_{n \le x}\alpha(n) f(n)$, normalised to have mean square $1$, has a non-Gaussian…
The spatial diffusion of an inhomogeneous vortex tangle is studied numerically with the vortex filament model. A localized initial tangle is prepared by applying a counterflow, and the tangle is allowed to diffuse freely after the…
We consider the problem of estimating the joint distribution of a continuous-time perpetuity and the underlying factors which govern the cash flow rate, in an ergodic Markov model. Two approaches are used to obtain the distribution. The…
The purpose of this article is to give another proof on the existence of a diffusion on a junction, which has been already done by M.Freidlin and S-J.Sheu, in Diffusion processes on graphs, (2000). We generalize the result to time dependent…
We study some limit theorems for the law of a generalized one-dimensional diffusion weighted and normalized by a non-negative function of the local time evaluated at a parametrized family of random times (which we will call a clock). As the…
A time-space fractional reaction-diffusion equation in a bounded domain is considered. Under some conditions on the initial data, we show that solutions may experience blow-up in a finite time. However, for realistic initial conditions,…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
In recent letter [Phys. Rev. Lett {\bf 105}, 150606 (2010)], the surface-mediated diffusion problem is theoretically discussed, and interesting results have been obtained. However, for more general cases, the ansatz of solutions of the…
In this article we consider a family of real-valued diffusion processes on the time interval $[0,1]$ indexed by their prescribed initial value $x \in \mathbb{R}$ and another point in space, $y \in \mathbb{R}$. We first present an…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…
In this paper, we propose some algorithms for the simulation of the distribution of certain diffusions conditioned on terminal point. We prove that the conditional distribution is absolutely continuous with respect to the distribution of…
In this article, we consider the diffusion equation with multi-term time-fractional derivatives. We first derive that the solution is positive when the source term is nonpositive by a subordination principle for the solution. As an…
Based on the non-Markov diffusion equation taking into account the spatial fractality and modeling for the generalized coefficient of particle diffusion…
We consider the inhomogeneous Landau equation with $\gamma \in (\sqrt{3},2]$ and construct smooth, strictly positive initial data that develop a finite time singularity. The $C^{\alpha}$-norm of the distribution function blows up for every…
Given a discrete-valued sample $X_1,...,X_n$ we wish to decide whether it was generated by a distribution belonging to a family $H_0$, or it was generated by a distribution belonging to a family $H_1$. In this work we assume that all…
In this paper, we deal with the inverse source problem of determining a source in a time fractional diffusion equation where data are given at a fixed time. This problem is ill-posed, i.e., the solution does not depend continuously on the…
The time-fractional diffusion-wave equation is revisited, where the time derivative is of order $2 \nu$ and $0 < \nu \le 1$. The behaviour of the equation is "diffusion-like" (respectively, "wave-like") when $0 < \nu \le \frac{1}{2}$…