Related papers: Geometric Stable processes and related fractional …
We consider a particle moving in one dimension, its velocity being a reversible diffusion process, with constant diffusion coefficient, of which the invariant measure behaves like $(1+|v|)^{-\beta}$ for some $\beta>0$. We prove that, under…
Consider non-linear time-fractional stochastic heat type equations of the following type, $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\lambda \sigma(u)\stackrel{\cdot}{F}(t,x)]$$ in $(d+1)$ dimensions, where…
In this work, by using the Malliavin calculus, under H\"ormander's condition, we prove the existence of distributional densities for the solutions of stochastic differential equations driven by degenerate subordinated Brownian motions.…
Gaussian Process State Space Models (GP-SSMs) are a non-parametric model class suitable to represent nonlinear dynamics. They become increasingly popular in data-driven modeling approaches, i.e. when no first-order physics-based models are…
In this paper, we study the problem of Poisson stability of solutions for stochastic semi-linear evolution equation driven by fractional Brownian motion \mathrm{d} X(t)= \left( AX(t) + f(t, X(t)) \right) \mathrm{d}t + g\left(t,…
We consider the linear equation including two fractional order difference operators, viz. $\Delta^{\alpha}$ and $\Delta^{\beta}$, $0<\beta<\alpha \leq 1$. The sequence representation will be provided to find the solution in an easier way.…
We suggest a governing equation which describes the process of polymer chain translocation through a narrow pore and reconciles the seemingly contradictory features of such dynamics: (i) a Gaussian probability distribution of the…
The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…
Fractional difference equations provide a flexible mathematical framework for modeling complex systems with memory, hereditary, and non-local effects. In this work, we study the stability of higher-order two-term fractional linear…
We find necessary and sufficient conditions for a finite $K$-bi-invariant measure on a compact Gelfand pair $(G, K)$ to have a square-integrable density. For convolution semigroups, this is equivalent to having a continuous density in…
Using a gauge-invariant formalism we derive and solve the perturbed cosmological equations for the BSBM theory of varying fine structure 'constant'. We calculate the time evolution of inhomogeneous perturbations of the fine structure…
The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…
In this paper, we have analyzed the geometrical and dynamical parameters of $\mathcal{F}(R, \mathcal{G})=\alpha R^2 \mathcal{G}^\beta$ cosmological model, ($R$, $\mathcal{G}$ being the Ricci scalar and Gauss-Bonnet invariant respectively),…
We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…
We continue the study of the space $BV^\alpha(\mathbb{R}^n)$ of functions with bounded fractional variation in $\mathbb{R}^n$ of order $\alpha\in(0,1)$ introduced in arXiv:1809.08575, by dealing with the asymptotic behaviour of the…
This paper studies the linear stochastic partial differential equation of fractional orders both in time and space variables $\left(\partial^\beta + \frac{\nu}{2} (-\Delta)^{\alpha/2} \right) u(t,x)= \lambda u(t,x) \dot{W}(t,x)$, where…
In this paper, we consider a Stochastic Delay Differential Equation with constant delay $r>0$ and, under the same conditions on the coefficients needed to ensure the smoothness of the density plus an ellipticity condition on the diffusion…
In this paper we investigate the parametric inference for the linear fractional stable motion in high and low frequency setting. The symmetric linear fractional stable motion is a three-parameter family, which constitutes a natural…
A new class of fractional-order stochastic evolution equations of the form $(\partial_t + A)^\gamma X(t) = \dot{W}^Q(t)$, $t\in[0,T]$, $\gamma \in (0,\infty)$, is introduced, where $-A$ generates a $C_0$-semigroup on a separable Hilbert…
We consider the response of a dynamical system driven by external adiabatic fluctuations. Based on the `adiabatic following approximation' we have made a systematic separation of time-scales to carry out an expansion in $\alpha |\mu|^{-1}$,…