Related papers: Fractional calculus, completely monotonic function…
We study the estimation of the invariant density of additive fractional stochastic differential equations with Hurst parameter $H \in (0,1)$. We first focus on continuous observations and develop a kernel-based estimator achieving faster…
Suppose we are given the conditional probability of one variable given some other variables.Normally the full joint distribution over the conditioning variablesis required to determine the probability of the conditioned variable.Under what…
We prove an Alt-Caffarelli-Friedman montonicity formula for pairs of functions solving elliptic equations driven by different ellipticity matrices in their positivity sets. As application, we derive Liouville-type theorems for subsolutions…
We generalize Einstein's probabilistic method for the Brownian motion to study compressible fluids in porous media. The multi-dimensional case is considered with general probability distribution functions. By relating the expected…
We give a unified interpretation of confluences, contiguity relations and Katz's middle convolutions for linear ordinary differential equations with polynomial coefficients and their generalization to partial differential equations. The…
This paper uses the definition of complexity for a static spherically symmetric spacetime and extends it to the case of charged distribution. We formulate the Einstein-Maxwell field equations corresponding to the anisotropic interior and…
If two random variables X and A are functionally related via f(X)=A for some strictly monotone continuously differentiable function f:R->R, the distribution of X may easily be computed from the distribution of A.
We study the problem of nonparametric estimation of the fractional derivative of unknown distribution function and of spectral function and show that these problems are well posed when the order of derivative is less than 0.5. We prove also…
The temporal Fokker-Planck equation is analytically integrated in an arbitrary number of spatial dimensions but with the 2D and 3D results highlighted. It is shown that a temporal power-law ansatz for the anisotropic diffusion coefficients…
By a choice of new variables the pressure isotropy condition for spherically symmetric static perfect fluid spacetimes can be made a quadratic algebraic equation in one of the two functions appearing in it. Using the other variable as a…
Recently, the complete left tail asymptotic for the density of the {\it martingale limit} of the classical Galton-Watson process has been derived. The derivation is based on the properties of a special function (whose inverse Fourier…
A model is presented allowing calculation of energy and matter distribution in the Universe after expansion from singularity without introduction of expansion energy. Beginning with Fick's law of diffusion, we solve the Bessel function for…
We investigate the existence, uniqueness, and $L^1$-contractivity of weak solutions to a porous medium equation with fractional diffusion on an evolving hypersurface. To settle the existence, we reformulate the equation as a local problem…
In this paper, we study semilinear fractional equations $$(-\Delta)^s u(x) = f(u(x))$$ in a half-space and prove that all positive solutions are strictly increasing in the $x_n$-direction. Previous results typically require the solution $u$…
The theory of fractional calculus in the complex plane was not built with a specific application in mind. The main obstacle to application was the difficulty with obtaining analytic continuations of fractional derivatives and integrals. It…
We build a bridge from density combinatorics to dimension theory of continued fractions. We establish a fractal transference principle that transfers common properties of subsets of $\mathbb N$ with positive upper density to properties of…
One of the motivations for using fractional calculus in physical systems is due to fact that many times, in the space and time variables we are dealing which exhibit coarse-grained phenomena, meaning that infinitesimal quantities cannot be…
Fully analytical dynamical models usually have an infinite extent, while real star clusters, galaxies, and dark matter haloes have a finite extent. The standard method for generating dynamical models with a finite extent consists of taking…
We investigate Benford's law in relation to fractal geometry. Basic fractals, such as the Cantor set and Sierpinski triangle are obtained as the limit of iterative sets, and the unique measures of their components follow a geometric…
We extend the second Noether theorem to fractional variational problems which are invariant under infinitesimal transformations that depend upon $r$ arbitrary functions and their fractional derivatives in the sense of Caputo. Our main…