Related papers: Fractional Poisson Fields and Martingales
In this paper, we delve into the fascinating realm of fractal calculus applied to fractal sets and fractal curves. Our study includes an exploration of the method analogues of the separable method and the integrating factor technique for…
A stochastic representation for the solutions of the Poisson-Vlasov equation, with several charged species, is obtained. The representation involves both an exponential and a branching process and it provides an intuitive characterization…
This paper is the first part of a series of papers on filtering for partially observed jump diffusions satisfying a stochastic differential equation driven by Wiener processes and Poisson martingale measures. The coefficients of the…
While free and weakly interacting particles are well described by a a second-quantized nonlinear Schr\"odinger field, or relativistic versions of it, the fields of strongly interacting particles are governed by effective actions, whose…
Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…
We study conformal field theories describing two massless one-dimensional fields interacting at a single spatial point. The interactions we include are periodic functions of the bosonized fields separately plus a ``magnetic'' interaction…
We introduce a mltiparameter version of Skellam point process via multiparameter Poisson processes. Its distributional properties are studied in detail. Its compound representation is derived for a particular case. Also, its Riemann…
Fractional calculus generalizes the derivative and antiderivative operations of differential and integral calculus from integer orders to the entire complex plane. Methods are presented for using this generalized calculus with Laplace…
In this work we have considered formal power series and partial differential equations, and their relationship with Coding Theory. We have obtained the nature of solutions for the partial differential equations for Cycle Poisson Case. The…
The study of systems with memory requires methods which are different from the methods used in regular dynamics. Systems with power-law memory in many cases can be described by fractional differential equations, which are…
In this paper we consider the relation between random sums and compositions of different processes. In particular, for independent Poisson processes $N_\alpha(t)$, $N_\beta(t)$, $t>0$, we show that $N_\alpha(N_\beta(t))…
Over the last decade, it has been demonstrated that many systems in science and engineering can be modeled more accurately by fractional-order than integer-order derivatives, and many methods are developed to solve the problem of fractional…
Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…
Spherical Whittle--Mat\'ern Gaussian random fields are considered as solutions to fractional elliptic stochastic partial differential equations on the sphere. Approximation is done with surface finite elements. While the non-fractional part…
This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…
In this paper, a Fourier series in fractional dimensional space is introduced for an arbitrarily periodic function $f(t;\alpha)$. We call it fractional Fourier series of the order $\alpha$. Extending the basis functions of the linear space…
In this paper we consider the gravitational field of fractal distribution of particles. To describe fractal distribution, we use the fractional integrals. The fractional integrals are considered as approximations of integrals on fractals.…
In this work several techniques to treat the partition function of the real scalar quartic quantum field theory on the Moyal plane is discussed. A factorisation approach requires the polytope volume for the diagonal subpolytope of symmetric…
We study Bessel processes on Weyl chambers of types A and B on $\mathbb R^N$. Using elementary symmetric functions, we present several space-time-harmonic functions and thus martingales for these processes $(X_t)_{t\ge0}$ which are…
A form of the Laplace transform is reviewed as a paradigm for an entire class of fractional functional transforms. Various of its properties are discussed. Such transformations should be useful in application to differential/integral…