Related papers: Heavy-tailed fractional Pearson diffusions
The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…
We investigate temporal behavior of probability density functions (pdfs) of paradigmatic jump-type and continuous processes that, under confining regimes, share common heavy-tailed asymptotic (target) pdfs. Namely, we have shown that under…
In the paper we present the governing equations for marginal distributions of Poisson and Skellam processes time-changed by inverse subordinators. The equations are given in terms of convolution-type derivatives.
We introduce mesoscopic and macroscopic model equations of chemotaxis with anomalous subdiffusion for modelling chemically directed transport of biological organisms in changing chemical environments with diffusion hindered by traps or…
We derive the forward and backward filtering equations for a class of degenerate partially observable diffusions, satisfying the weak H\"ormander condition. Our approach is based on the H\"older theory for degenerate SPDEs that allows to…
We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…
The fractional diffusion equation is derived from the master equation of continuous-time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit theorem. The Cauchy problem for the fractional diffusion…
In this article, we investigate both forward and backward problems for coupled systems of time-fractional diffusion equations, encompassing scenarios of strong coupling. For the forward problem, we establish the well-posedness of the…
We derive explicit solutions for time-fractional anomalous diffusion equations with diffusivity coefficients that depend on both space and time variables. These solutions are expressed in Fox-H and generalized Wright functions, which are…
The use of reaction-diffusion models rests on the key assumption that the underlying diffusive process is Gaussian. However, a growing number of studies have pointed out the prevalence of anomalous diffusion, and there is a need to…
In this paper we derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval, conditioned on the terminal state. The conditioning can be with respect to a fixed point…
The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward backward doubly stochastic differential equations…
Let $N(\tau)$ be a renewal process for independent holding times $\{X_i\}_{k \ge 0}$ ,where $\{X_k\}_{k\ge 1}$ are identically distributed with density $p(x)$. If the associated residual time $R(\tau)$ has a density $u(x,\tau)$, its…
A new way to write the massive scalar and fermion propagators on a background of a weak gauge field is presented. They are written in a form that is manifestly gauge-covariant up to several additional terms that can be written as boundary…
We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and…
We propose a Deep-Picard iteration framework for high-dimensional nonlinear space-time fractional diffusion equations.The method is based on a nonlinear fractional Feynman--Kac fixed-point formulation, which replaces direct discretization…
As fractional diffusion equations can describe the early breakthrough and the heavy-tail decay features observed in anomalous transport of contaminants in groundwater and porous soil, they have been commonly employed in the related…
A wave front of Fisher and Kolmogorov, Petrovskii, and Piskunov type involving two species A and B with different diffusion coefficients $D_A$ and $D_B$ is studied using a master equation approach in dilute and concentrated solutions.…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
In this paper, we investigated a density-dependent reaction-diffusion equation, $u_t = (u^{m})_{xx} + u - u^{m}$. This equation is known as the extension of the Fisher or Kolmogoroff-Petrovsky-Piscounoff equation which is widely used in the…