Related papers: A study on the fractional Gruschin type process
This paper develops methodology for local sensitivity analysis based on directional derivatives associated with spatial processes. Formal gradient analysis for spatial processes was elaborated in previous papers, focusing on distribution…
We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…
We consider some possible approaches to the fractional-order generalization of definition of variation (functional) derivative. Some problems of formulation of a fractional-order variational derivative are discussed. To give a consistent…
In this paper we propose and solve a generalization of the Bernoulli Differential Equation, by means of a generalized fractional derivative. First we prove a generalization of Gronwall's inequality, which is useful for studying the…
For a class of piecewise deterministic Markov processes we introduce a stochastic calculus which is a certain non-Gaussian counterpart to the classical Malliavin calculus. As an application we investigate the regularity of densities of…
Recently, the authors Khalil, R., Al Horani, M., Yousef. A. and Sababheh, M., in " A new Denition Of Fractional Derivative, J. Comput. Appl. Math. 264. pp. 6570, 2014. " introduced a new simple well-behaved definition of the fractional…
We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum in terms of solutions to Vlasov-type hierarchies. As a by-product we obtain the evolution of the density of particles in the…
This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…
In this article we solve the Cauchy problem for the relaxation equation posed in a framework of variable order fractional calculus. After introducing some general mathematical theory we establish concepts of Scarpi derivative and transition…
In this paper we find fractional Riemann-Liouville derivatives for the Takagi-Landsberg functions. Moreover, we introduce their generalizations called weighted Takagi-Landsberg functions which have arbitrary bounded coefficients in the…
Recent work has established a path-gradient estimator for simple variational Gaussian distributions and has argued that the path-gradient is particularly beneficial in the regime in which the variational distribution approaches the exact…
For fractional derivatives and time-fractional differential equations, we construct a framework on the basis of the operator theory in fractional Sobolev spaces. Our framework provides a feasible extension of the classical Caputo and the…
A numerical scheme for solving fractional initial value problems involving the Atangana-Baleanu fractional derivative is presented. Some examples for the proposed method are included, both for equations and systems of fractional initial…
There are several approaches to the fractional differential operator. Generalized q-fractional difference operator was defined in the aid of q-iterated Cauchy integral and q-calculus techniques. We introduce Caputo type derivative related…
We develop the theory of fractional gradient flows: an evolution aimed at the minimization of a convex, l.s.c.~energy, with memory effects. This memory is characterized by the fact that the negative of the (sub)gradient of the energy equals…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
We introduce a class of Gaussian processes with stationary increments which exhibit long-range dependence. The class includes fractional Brownian motion with Hurst parameter H>1/2 as a typical example. We establish infinite and finite past…
The logarithmic derivative of a point process plays a key role in the general approach, due to the third author, to constructing diffusions preserving a given point process. In this paper we explicitly compute the logarithmic derivative for…
Recently, a new fractional derivative called the conformable fractional derivative is given which is based on the basic limit definition of the derivative in [1]. Then, the fractional versions of chain rules, exponential functions,…
We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…