Related papers: Derivative and divergence formulae for diffusion s…
We consider fractional directional derivatives and establish some connection with stable densities. Solutions to advection equations involving fractional directional derivatives are presented and some properties investigated. In particular…
Using an approach based on the techniques of FBI transforms, we give a new simple proof of the global subelliptic estimates for non-selfadjoint non-elliptic quadratic differential operators, under a natural averaging condition on the Weyl…
By the approximation method introduced in \cite{FYW}, the existence and uniqueness are proved for a class of distribution-dependent stochastic functional differential equations (DDSFDEs). Moreover, combining the Harnack and shift-Harnack…
A discretization scheme for nonnegative diffusion processes is proposed and the convergence of the corresponding sequence of approximate processes is proved using the martingale problem framework. Motivations for this scheme come typically…
The paper introduces a generalization for known probabilistic models such as log-linear and graphical models, called here multiplicative models. These models, that express probabilities via product of parameters are shown to capture…
In this manuscript we define the right fractional derivative and its corresponding right fractional integral with exponential kernel. Then, we provide the integration by parts formula and we use $Q-$operator to confirm our results. The…
Many partial differential equations (PDEs) such as Navier--Stokes equations in fluid mechanics, inelastic deformation in solids, and transient parabolic and hyperbolic equations do not have an exact, primal variational structure. Recently,…
Diffusion models are loosely modelled based on non-equilibrium thermodynamics, where \textit{diffusion} refers to particles flowing from high-concentration regions towards low-concentration regions. In statistics, the meaning is quite…
The purpose of this article is to establish upper and lower estimates for the integral kernel of the semigroup exp(-tP) associated to a classical, strongly elliptic pseudodifferential operator P of positive order on a closed manifold. The…
In this paper we provide a definition of fractional gradient operators, related to directional derivatives. We develop a fractional vector calculus, providing a probabilistic interpretation and mathematical tools to treat multidimensional…
The method of covariant symbols of Pletnev and Banin is extended to space-times with topology $\R^n\times S^1\times ... \times S^1$. By means of this tool, we obtain explicit formulas for the diagonal matrix elements and the trace of the…
Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis…
Mathematical models are sometime given as functions of independent input variables and equations or inequations connecting the input variables. A probabilistic characterization of such models results in treating them as functions with…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
A new type of gradient estimate is established for diffusion semigroups on non-compact complete Riemannian manifolds. As applications, a global Harnack inequality with power and a heat kernel estimate are derived for diffusion semigroups on…
Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable…
Chernoff approximations of Feller semigroups and the associated diffusion processes in Riemannian manifolds are studied. The manifolds are assumed to be of bounded geometry, thus including all compact manifolds and also a wide range of…
We study the low-energy approximation for calculation of the heat kernel which is determined by the strong slowly varying background fields in strongly curved quasi-homogeneous manifolds. A new covariant algebraic approach, based on taking…
A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…
A point spread function of hexagonally segmented telescopes is derived by a new symmetrical formulation. By introducing three variables on a pupil plane, the Fourier transform of pupil functions is derived by a three-dimensional Fourier…