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We prove change of variables formulas [It\^o formulas] for functions of both arithmetic and geometric averages of geometric fractional Brownian motion. They are valid for all convex functions, not only for smooth ones. These change of…

Probability · Mathematics 2011-09-02 Heikki Tikanmäki

Nowadays, there is a series of complexities in biophysics that require a suitable approach to determine the measurable quantity. In this way, the superstatistics has been an important tool to investigate dynamic aspects of particles,…

Statistical Mechanics · Physics 2020-02-26 Maike A. F. dos Santos

This paper investigates the equations of motion for a relativistic charged particle in a general magnetic field. By reformulating the dynamics in four-dimensional spacetime and separating the linear and nonlinear parts, we construct an…

Numerical Analysis · Mathematics 2026-03-24 Zhirui Shen , Bin Wang

Finsler geometry is a natural generalization of pseudo-Riemannian geometry. It can be motivated e.g. by a modified version of the Ehlers-Pirani-Schild axiomatic approach to space-time theory. Also, some scenarios of quantum gravity suggest…

General Relativity and Quantum Cosmology · Physics 2015-06-23 Yakov Itin , Claus Lämmerzahl , Volker Perlick

A different application of the familiar integral representation for the modifed Bessel function drives to a new Kontorovich-Lebedev-like integral transformation of a general complex index. Mapping and operational properties, a convolution…

Classical Analysis and ODEs · Mathematics 2012-06-07 Semyon Yakubovich

Stochastic space-time fractional diffusion equations often appear in the modeling of the heat propagation in non-homogeneous medium. In this paper, we firstly investigate the Mittag--Leffler Euler integrator of a class of stochastic…

Numerical Analysis · Mathematics 2023-08-15 Xinjie Dai , Jialin Hong , Derui Sheng

We show the modular properties of the multiple 'elliptic' gamma functions, which are an extension of those of the theta function and the elliptic gamma function. The modular property of the theta function is known as Jacobi's…

Quantum Algebra · Mathematics 2007-05-23 Atsushi Narukawa

In this paper a differential equation with noninteger order was used to model an anomalous luminescence decay process. Although this process is in principle an exponential decaying process, recent data indicates that is not the case for…

Statistical Mechanics · Physics 2016-07-05 Nelson H. T. Lemes , José Paulo C. dos Santos , João P. Braga

We investigate the Hilbert complex of elasticity involving spaces of symmetric tensor fields. For the involved tensor fields and operators we show closed ranges, Friedrichs/Poincare type estimates, Helmholtz type decompositions, regular…

Analysis of PDEs · Mathematics 2021-08-17 Dirk Pauly , Walter Zulehner

The paper is devoted to a comprehensive second-order study of a remarkable class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to…

Optimization and Control · Mathematics 2015-07-21 Boris S. Mordukhovich , M. Ebrahim Sarabi

In this paper, we study the large time behavior of solutions of a class of parabolic fully nonlinear integro-differential equations in a periodic setting. In order to do so, we first solve the ergodic problem}(or cell problem), i.e. we…

Analysis of PDEs · Mathematics 2014-04-30 Guy Barles , Emmanuel Chasseigne , Adina Ciomaga , Cyril Imbert

In this paper we study the class of mixed-index time fractional differential equations in which different components of the problem have different time fractional derivatives on the left hand side. We prove a theorem on the solution of the…

Numerical Analysis · Mathematics 2017-09-06 Kevin Burrage , Pamela M. Burrage , Ian W. Turner , Fanhai Zeng

Some Tur\'an type inequalities for Struve functions of the first kind are deduced by using various methods developed in the case of Bessel functions of the first and second kind. New formulas, like Mittag-Leffler expansion, infinite product…

Classical Analysis and ODEs · Mathematics 2017-07-14 Árpád Baricz , Saminathan Ponnusamy , Sanjeev Singh

We propose to call a class of deformed Feynman integrals as twisted Feynman integrals, where the integrand has an additional exponential factor linear in loop momenta. Such integrals appear in various contexts: tensor reduction of Feynman…

High Energy Physics - Theory · Physics 2026-04-08 Joon-Hwi Kim , Jung-Wook Kim , Jungwon Lim

From the integration of non-symmetrical hyperboles, a one-parameter generalization of the logarithmic function is obtained. Inverting this function, one obtains the generalized exponential function. We show that functions characterizing…

Data Analysis, Statistics and Probability · Physics 2010-10-19 Alexandre Souto Martinez , Rodrigo Silva Gonzalez , Cesar Augusto Sangaletti Tercariol

We present important characterizations of the Weighted Composition Operator over the Mittag Leffler space of entire functions. These characterizations include the Hilbert-Schmidt and Unitary char-acterizations of the Weighted Composition…

Functional Analysis · Mathematics 2021-10-22 Himanshu Singh

In this paper, we introduce and investigate a general transformation or change of Finsler metrics, which is referred to as a generalized $\beta$-conformal change: $$L(x,y) \longrightarrow\overline{L}(x,y) =…

Differential Geometry · Mathematics 2015-05-13 Nabil L. Youssef , S. H. Abed , S. G. Elgendi

In this paper, using generalized k-fractional integral operator (in terms of the Gauss hypergeometric function), we establish new results on generalized k-fractional integral inequalities by considering the extended Chebyshev functional in…

Classical Analysis and ODEs · Mathematics 2016-07-19 Vaijanth L. Chinchane

Recent development of the resonance scattering theory with a transient from the regular to chaotic internal dynamics inspires renewed interest to the problem of the elastic enhancement phenomenon. We reexamine the question what the…

Quantum Physics · Physics 2013-01-16 Yaroslav A. Kharkov , Valentin V. Sokolov

In this paper we study the asymptotic behaviour via Gamma-convergence of some integral functionals which model some multi-dimensional structures and depend explicitly on the linearized strain tensor. The functionals are defined in…

Functional Analysis · Mathematics 2007-05-23 Nadia Ansini , Francois Bille Ebobisse