Related papers: Bismut type formulae for differential forms
In this paper we derive a Bismut-Elworthy formula under assumptions weaker than the non degeneracy of the noise. By Bismut-Elworthy formula we mean a gradient type estimate on the transition semigroup of a stochastic differential equation…
In this paper we consider the Witt's fprmula related to Carlitz's type q-Euler numbers and polynomials.
We consider a complete non-compact Riemannian manifold satisfying the volume doubling property and a Gaussian upper bound for its heat kernel (on functions). Let -- $\rightarrow$ $\Delta$ k be the Hodge-de Rham Laplacian on differential…
We derive the Euler equations from quantum dynamics for a class of fermionic many-body systems. We make two types of assumptions. The first type are physical assumptions on the solution of the Euler equations for the given initial data. The…
We develop an arithmetic analogue of linear partial differential equations in two independent ``space-time'' variables. The spatial derivative is a Fermat quotient operator, while the time derivative is the usual derivation. This allows us…
We present a detailed study of the quantum dissipative dynamics of a charged particle in a magnetic field. Our focus of attention is the effect of dissipation on the low- and high-temperature behavior of the specific heat at constant…
We define and prove existence of fractional $P(\phi)_1$-processes as random processes generated by fractional Schr\"odinger semigroups with Kato-decomposable potentials. Also, we show that the measure of such a process is a Gibbs measure…
In this paper different types of compositions involving independent fractional Brownian motions B^j_{H_j}(t), t>0, j=1,$ are examined. The partial differential equations governing the distributions of I_F(t)=B^1_{H_1}(|B^2_{H_2}(t)|), t>0…
We study the long-time behavior of the Cesaro means of fundamental solutions for fractional evolution equations corresponding to random time changes in the Brownian motion and other Markov processes. We consider both stable subordinators…
In this paper, we obtain Li-Yau type gradient estimates with time dependent parameter for positive solutions of the heat equation that are different with the estimates by Li-Xu \cite{LX} and Qian \cite{Qi}. As an application of the…
The recently introduced by us two- and three-parameter ($p,q$)- and ($p,q,\mu$)-deformed extensions of the Heisenberg algebra were explored under the condition of their direct link with the respective (nonstandard) deformed quantum…
This course introduces the use of semigroup methods in the solution of linear and nonlinear (quasi-linear) hyperbolic partial differential equations, with particular application to wave equations and Hermitian hyperbolic systems. Throughout…
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…
Following the formalism of Gell-Mann and Hartle, phenomenological equations of motion are derived from the decoherence functional formalism of quantum mechanics, using a path-integral description. This is done explicitly for the case of a…
We show on the example of the discrete heat equation that for any given discrete derivative we can construct a nontrivial Leibniz rule suitable to find the symmetries of discrete equations. In this way we obtain a symmetry Lie algebra,…
For an isotropic subgroup $H$ of a discriminant form $D$ there exists a lift from modular forms for the Weil representation of the discriminant form $H^\bot/H$ to modular forms for the Weil representation of $D$. We determine a set of…
From Hamilton's principle of stationary action, we derive governing equations of two-fluid mixtures and extend the model to the dissipative case without chemical reactions. For both conservative and dissipative cases, an algebraic identity…
Various sharp pointwise estimates for the gradient of solutions to the heat equation are obtained. The Dirichlet and Neumann conditions are prescribed on the boundary of a half-space. All data belong to the Lebesgue space $L^p$. Derivation…
This is a study of $q$-Fermions arising from a q-deformed algebra of harmonic oscillators. Two distinct algebras will be investigated. Employing the first algebra, the Fock states are constructed for the generalized Fermions obeying Pauli…
This paper gives a brief introduction to some important fractional and multifractional Gaussian processes commonly used in modelling natural phenomena and man-made systems. The processes include fractional Brownian motion (both standard and…