Related papers: The Wright functions of the second kind in Mathema…
This is the second part of our survey on exponential functionals of Brownian motion. We focus on the applications of the results about the distributions of the exponential functionals, which have been discussed in the first part. Pricing…
The Lambert $W$ function, giving the solutions of a simple transcendental equation, has become a famous function and arises in many applications in combinatorics, physics, or population dyamics just to mention a few. In the last decade it…
Recent work on the quantization of Maxwell theory has used a non-covariant class of gauge-averaging functionals which include explicitly the effects of the extrinsic-curvature tensor of the boundary, or covariant gauges which, unlike the…
Radiative energy and momentum transfer due to fluctuations of electromagnetic fields arising due to temperature difference between objects is described in terms of the cross-spectral densities of the electromagnetic fields. We derive…
We consider and provide an accurate study for the fractional Zernike functions on the punctured unit disc, generalizing the classical Zernike polynomials and their associated $\beta$-restricted Zernike functions. Mainly, we give the…
Numerical methods for fractional calculus attract increasing interests due to its wide applications in various fields such as physics, mechanics, etc. In this paper, we focus on constructing high-order algorithms for Riesz derivatives,…
We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…
The second derivative of a function r(t) with respect to a variable t is equal to -n times the function raised to the 2n-1 power of r(t); using this definition, an ordinary differential equation is constructed. Graphs with the horizontal…
In this paper, we introduce a new multiple-parameters (multi-index) extension of the Wright function that arises from an eigenvalue problem for a case of hyper-Bessel operator involving Caputo fractional derivatives. We show that by giving…
The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…
We consider a two-dimensional diffusion process in a two-layered plane, governed by distinct covariance matrices in the upper and lower half-planes and by two drift vectors pointed away from the $x$-axis. We first analyze the case where the…
Report II is concerned with the extended results of distance function wavelets (DFW). The fractional DFW transforms are first addressed relating to the fractal geometry and fractional derivative, and then, the discrete Helmholtz-Fourier…
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…
Fractional calculus, in allowing integrals and derivatives of any positive order (the term "fractional" kept only for historical reasons), can be considered a branch of mathematical physics which mainly deals with integro-differential…
It is well known that second order linear ordinary differential equations with slowly varying coefficients admit slowly varying phase functions. This observation is the basis of the Liouville-Green method and many other techniques for the…
Consider a one-dimensional exclusion process with finite-range translation-invariant jump rates with non-zero drift. Let the process be stationary with product Bernoulli invariant distribution at density \rho. Place a second class particle…
The classes of n-Wright-convex functions and n-Jensen-convex functions are compared with each other. It is shown that for any odd natural number $n$ the first one is the proper subclass of the second one. To reach this aim new tools…
The Green's function method has applications in several fields in Physics, from classical differential equations to quantum many-body problems. In the quantum context, Green's functions are correlation functions, from which it is possible…
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…
In the field of statistics, many kind of divergence functions have been studied as an amount which measures the discrepancy between two probability distributions. In the differential geometrical approach in statistics (information…