Related papers: Time-Changed Poisson Processes
Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…
We study the problem of identifying unknown processes embedded in time-dependent partial differential equation (PDE) using observational data, with an application to advection-diffusion type PDE. We first conduct theoretical analysis and…
In this paper, we expand and generalize the findings presented in our previous work on the law of large numbers and the large deviation principle for Poisson processes with uniform catastrophes. We study three distinct scalings: sublinear…
We present a numerical study of the coupled time-dependent Gross-Pitaevskii equation, which describes the Bose-Einstein condensate of several types of trapped bosons at ultralow temperature with both attractive and repulsive interatomic…
In this paper we investigate the long time behavior of solutions to fractional in time evolution equations which appear as results of random time changes in Markov processes. We consider inverse subordinators as random times and use the…
Differential equations are important mechanistic models that are integral to many scientific and engineering applications. With the abundance of available data there has been a growing interest in data-driven physics-informed models.…
In this article, we introduce fractional Poisson felds of order k in n-dimensional Euclidean space $R_n^+$. We also work on time-fractional Poisson process of order k, space-fractional Poisson process of order k and tempered version of…
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…
This paper is concerned with optimal control of systems driven by G-stochastic differential equations (G-SDEs), with controlled jump term. We study the relaxed problem, in which admissible controls are measurevalued processes and the state…
In this paper Fokker-Planck-Kolmogorov type equations associated with stochastic differential equations driven by a time-changed fractional Brownian motion are derived. Two equivalent forms are suggested. The time-change process considered…
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…
We study the time reversal of a general PDMP. The time reversed process is defined as $X_{(T-t)-}$, where $T$ is some given time and $X_t$ is a stationary PDMP. We obtain the parameters of the reversed process, like the jump intensity and…
Consider the following space-time fractional heat equation with Riemann-Liouville derivative of non-homogeneous time-fractional Poisson process \begin{eqnarray*} \partial^\beta_t u(x,t) =-\kappa(-\Delta)^{\alpha/2} u(x,t) +…
In this paper, a Bayesian method for piecewise regression is adapted to handle counting processes data distributed as Poisson. A numerical code in Mathematica is developed and tested analyzing simulated data. The resulting method is…
We give an alternate proof of one of the results given in [16] showing that initial data sets with boundary for the Einstein equations $(M, g, k)$ satisfying the dominant energy condition can be conformally deformed to the strict dominant…
We address our attention to the numerical time discretization of stochastic Poisson systems via Poisson integrators. The aim of the investigation regards the backward error analysis of such integrators to reveal their ability of being…
We study a class of multivariate tempered stable distributions and introduce the associated class of tempered stable Sato subordinators. These Sato subordinators are used to build additive inhomogeneous processes by subordination of a…
Many records in environmental sciences exhibit asymmetric trajectories and there is a need for simple and tractable models which can reproduce such features. In this paper we explore an approach based on applying both a time change and a…
The main purpose of this paper is the study of the action that produces Poisson-gradient systems and their multiple periodical solutions. The Section 1 establishes the basic tools. The section 2 underlines conditions in which the action…
In this paper we study stochastic control problems with delayed information, that is, the control at time $t$ can depend only on the information observed before time $t-H$ for some delay parameter $H$. Such delay occurs frequently in…