Related papers: A Fractional Hawkes process
We consider a linear inhomogeneous fractional evolution equation which is obtained from a Cauchy problem by replacing its first-order time derivative with Caputo's fractional derivative. The operator in the fractional evolution equation is…
Parton Reggeization approach is the scheme of kT-factorization for multiscale hard processes, which is based on the Lipatov's gauge invariant effective field theory (EFT) for high energy processes in QCD. The new type of rapidity…
For $d\ge 2$ and $0<\beta<\alpha<2$, consider a family of non-local operators $\mathcal{L}^{b}=\Delta^{\alpha/2}+\mathcal{S}^{b}$ on $\mathbb{R}^d$, where $$ \mathcal{S}^{b}f(x):=\lim_{\varepsilon\to 0}\mathcal{A}(d,-\beta)\int_{ \{z\in…
In this paper we study linear and nonlinear fractional differential equations involving the Caputo fractional derivative with Mittag-Leffler non-singular kernel of order $0<\alpha<1.$ We first obtain a new estimate of the fractional…
The matrix Whittaker kernel has been introduced by A. Borodin in Part IV of the present series of papers. This kernel describes a point process -- a probability measure on a space of countable point configurations. The kernel is expressed…
In this paper, we study analogues of the van der Corput lemmas involving Mittag-Leffler functions. The generalisation is that we replace the exponential function with the Mittag-Leffler-type function, to study oscillatory type integrals…
In this paper, we present an extension of Mittag-Leffler function by using the extension of beta functions (\"{O}zergin et al. in J. Comput. Appl. Math. 235 (2011), 4601-4610) and obtain some integral representation of this newly defined…
We introduce and study the properties of a new family of fractional differential and integral operators which are based directly on an iteration process and therefore satisfy a semigroup property. We also solve some ODEs in this new model…
We show how a rescaling of fractional operators with bounded kernels may help circumvent their documented deficiencies, for example, the inconsistency at zero or the lack of inverse integral operator. On the other hand, we build a novel…
Linear differential equations with variable coefficients and Prabhakar-type operators featuring Mittag-Leffler kernels are solved. In each case, the unique solution is constructed explicitly as a convergent infinite series involving…
This study explores the application of Hawkes processes to model high-frequency data in the context of limit order books. Two distinct Hawkes-based models are proposed and analyzed: one utilizing exponential kernels and the other employing…
We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating…
The Laplace transform method for solving of a wide class of initial value problems for fractional differential equations is introduced. The method is based on the Laplace transform of the Mittag-Leffler function in two parameters. To extend…
Previously, in [GR19], we derived a rational approximation of the solution of the rough Heston fractional ODE in the special case \lambda = 0, which corresponds to a pure power-law kernel. In this paper we extend this solution to the…
We consider the MGT equation with memory $$\partial_{ttt} u + \alpha \partial_{tt} u - \beta \Delta \partial_{t} u - \gamma\Delta u + \int_{0}^{t}g(s) \Delta u(t-s) ds = 0.$$ We prove an existence and uniqueness result removing the…
This article deals with the ratio of normalized Mittag-Leffler function $\mathbb{E}_{\alpha,\beta}(z)$ and its sequence of partial sums $(\mathbb{E}_{\alpha,\beta})_m(z)$. Several examples which illustrate the validity of our results are…
Standard dynamical systems approaches to economic modeling, such as those deriving the Cobb-Douglas and CES production functions from exponential growth trajectories, typically rely on integer-order differential equations. While effective,…
Fractional evolution equations with memory terms are widely used to model anomalous diffusion, viscoelastic response, and hereditary dynamics in physics, biology, and engineering. Among the recently introduced operators, the…
In a recent paper we used a basic decomposition property of polyanalytic functions of order $2$ in one complex variable to characterize solutions of the classical $\overline{\partial}$-problem for given analytic and polyanalytic data. Our…
The two-parametric Mittag-Leffler function (MLF), $E_{\alpha,\beta}$, is fundamental to the study and simulation of fractional differential and integral equations. However, these functions are computationally expensive and their numerical…