Related papers: Coordinate changed random fields on manifolds
Let $\xi(k,n)$ be the local time of a simple symmetric random walk on the line. We give a strong approximation of the centered local time process $\xi(k,n)-\xi(0,n)$ in terms of a Wiener sheet and an independent Wiener process, time changed…
We review the random matrix description of electron transport through open quantum dots, subject to time-dependent perturbations. All characteristics of the current linear in the bias can be expressed in terms of the scattering matrix,…
We study the reduction of non-autonomous regular Lagrangian systems by symmetries, which are generated by vector fields associated with connections in the configuration bundle of the system $Q\times\real\to\real$. These kind of symmetries…
We describe how geometrical methods can be applied to a system with explicitly time-dependent second-class constraints so as to cast it in Hamiltonian form on its physical phase space. Examples of particular interest are systems which…
Energy decay is established for the damped wave equation on compact Riemannian manifolds where the damping coefficient is allowed to depend on time. Using a time dependent observability inequality, it is shown that the energy of solutions…
This study explores the time-dependent Dunkl-Pauli oscillator in two dimensions. We constructed the Dunkl-Pauli Hamiltonian, which incorporates a time-varying magnetic field and a harmonic oscillator characterized by time-dependent mass and…
The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the…
In mathematical modeling of the non-squared frequency-dependent diffusions, also known as the anomalous diffusions, it is desirable to have a positive real Fourier transform for the time derivative of arbitrary fractional or odd integer…
This paper establishes Fokker-Planck-Kolmogorov type equations for time-changed Gaussian processes. Examples include those equations for a time-changed fractional Brownian motion with time-dependent Hurst parameter and for a time-changed…
This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold $M$. To construct such a random walk we first address several issues related to the degeneracy of…
The rate of strong convergence is investigated for an approximation scheme for a class of stochastic differential equations driven by a time-changed Brownian motion, where the random time changes $(E_t)_{t\ge 0}$ considered include the…
We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…
We consider in this work a one parameter family of hypoelliptic diffusion processes on the unit tangent bundle $T^1 \mathcal M$ of a Riemannian manifold $(\mathcal M,g)$, collectively called kinetic Brownian motions, that are random…
In this work, an inverse problem in the fractional diffusion equation with random source is considered. Statistical moments are used of the realizations of single point observation $u(x_0,t,\omega).$ We build the representation of the…
We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or…
In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…
We examine the transient scattered and transmitted fields generated when an incident electromagnetic wave impinges on a dielectric scatterer or a coated conductor embedded in an infinite space. By applying a boundary-field equation method,…
This article introduces a novel construction of the two-dimensional fractional Brownian motion (2D fBm) with dependent components. Unlike similar models discussed in the literature, our approach uniquely accommodates the full range of model…
In this paper we consider the controllability of certain class of non-autonomous neutral evolution stochastic functional differential equations, with time varying delays, driven by a fractional Brownian motion in a separable real Hilbert…
We derive diffusion constants and martingales for senile random walks with the help of a time-change. We provide direct computations of the diffusion constants for the time-changed walks. Alternatively, the values of these constants can be…