Related papers: A Stochastic Fractional Calculus with Applications…
We consider stochastic versions of the Cauchy exponential functional equation and give a martingale characterization of the general solution.
The application of a gauge covariant derivative to the Euler-Lagrange equation yields a shortcut to the equations of motion for a field subject to an external force. The gauge covariant derivative includes an external force as an intrinsic…
We prove a Noether's theorem for fractional variational problems with Riesz-Caputo derivatives. Both Lagrangian and Hamiltonian formulations are obtained. Illustrative examples in the fractional context of the calculus of variations and…
In this article, we employ a fractional version of the radius of curvature in Euler's equation for column buckling, enabling us to derive a fractional differential equation in the Caputo sense. We solve this equation and demonstrate that…
This work explores the use of a forward-backward martingale method together with a decoupling argument and entropic estimates between the conditional and averaged measures to prove a strong averaging principle for stochastic differential…
We show that if a random variable is the final value of an adapted log-H\"{o}lder continuous process, then it can be represented as a stochastic integral with respect to a fractional Brownian motion with adapted integrand. In order to…
We prove necessary optimality conditions of Euler-Lagrange type for generalized problems of the calculus of variations on time scales with a Lagrangian depending not only on the independent variable, an unknown function and its delta…
We study higher--order variational derivatives of a generic second--order Lagrangian ${\cal L}={\cal L}(x,\phi,\partial\phi,\partial^2\phi)$ and in this context we discuss the Jacobi equation ensuing from the second variation of the action.…
Fractional differential equations provide a tractable mathematical framework to describe anomalous behavior in complex physical systems, yet they introduce new sensitive model parameters, i.e. derivative orders, in addition to model…
In this study the general formula for differential and integral operations of fractional calculus via fractal operators by the method of cumulative diminution and cumulative growth is obtained. The under lying mechanism in the success of…
In this paper we provide a definition of fractional gradient operators, related to directional derivatives. We develop a fractional vector calculus, providing a probabilistic interpretation and mathematical tools to treat multidimensional…
We introduce multi-kangaroo Markov processes and provide a general procedure for evaluating a certain type of stochastic functionals. We calculate analytically the large deviation properties. Applications include zero-crossing statistics…
In this paper a fractional differential equation of the Euler-Lagrange / Sturm-Liouville type is considered. The fractional equation with derivatives of order $\alpha \in \left( 0,1 \right]$ in the finite time interval is transformed to the…
We prove a necessary optimality condition of Euler-Lagrange type for fractional variational problems with derivatives of incommensurate variable order. This allows us to state a version of Noether's theorem without transformation of the…
In the present article the author extends the Fourier transform to a more general class of functions; First to power-law functions with integer and half-integer exponents then to the widely used quantum statistics function (Fermi-Dirac and…
The fundamental problem of the calculus of variations on time scales concerns the minimization of a delta-integral over all trajectories satisfying given boundary conditions. In this paper we prove the second Euler-Lagrange necessary…
We present an extension of the classical theory of calculus of variations to generalized functions. The framework is the category of generalized smooth functions, which includes Schwartz distributions while sharing many nonlinear properties…
In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the $L_2$-theory of the equations. This class of SPDEs can be used to describe random effects on transport…
Our study focuses on fractional order compartment models derived from underlying physical stochastic processes, providing a more physically grounded approach compared to models that use the dynamical system approach by simply replacing…
Fractional classical mechanics has been introduced and developed as a classical counterpart of the fractional quantum mechanics. Lagrange, Hamilton and Hamilton-Jacobi frameworks have been implemented for the fractional classical mechanics.…