Related papers: Bakry-Emery Calculus For Diffusion With Additional…
We introduce a novel discretization technique for both elliptic and parabolic fractional diffusion problems based on double exponential quadrature formulas and the Riesz-Dunford functional calculus. Compared to related schemes, the new…
We study a hybrid computational model for integer factorization in which the only non-classical resource is access to an \emph{iterated diffusion process} on a finite graph. Concretely, a \emph{diffusion step} is defined to be one…
Motivated by the need for parametric families of rich and yet tractable distributions in financial mathematics, both in pricing and risk management settings, but also considering wider statistical applications, we investigate a novel…
This paper presents new results on the Edgeworth expansion for high frequency functionals of continuous diffusion processes. We derive asymptotic expansions for weighted functionals of the Brownian motion and apply them to provide the…
We discuss the classical statement of group classification problem and some its extensions in the general case. After that, we carry out the complete extended group classification for a class of (1+1)-dimensional nonlinear…
We give necessary and sufficient conditions to characterize the convergence in distribution of a sequence of arbitrary random variables to a probability distribution which is the invariant measure of a diffusion process. This class of…
Let G = (V, p, $\mu$) be a (finite or infinite) weighted graph with bounded geometry. Assuming that G satisfies the classical curvaturedimension condition of Bakry-Emery CD(K, n) with K $\ge$ 0 (for the usual Laplacian), we prove that the…
We describe operators driving the time evolution of singular diffusion on finite graphs whose vertices are allowed to carry masses. The operators are defined by the method of quadratic forms on suitable Hilbert spaces. The model also covers…
In this paper, we define the general framework to describe the diffusion operators associated to a positive matrix. We define the equations associated to diffusion operators and present some general properties of their state vectors. We…
By using the Zubarev nonequilibrium statistical operator method, and the Liouville equation with fractional derivatives, a generalized diffusion equation with fractional derivatives is obtained within the Renyi statistics. Averaging in…
This paper aims to provide some tools coming from functional inequalities to deal with quasi-stationarity for absorbed Markov processes. First, it is shown how a Poincar\'e inequality related to a suitable Doob transform entails exponential…
We present an analytical closed form expression, which gives a good approximate propagator for diffusion on the sphere. Our formula is the spherical counterpart of the Gaussian propagator for diffusion on the plane. While the analytical…
We first introduce new algebras of generalized functions containing Gevrey ultradistributions and then develop a Gevrey microlocal analysis suitable for these algebras. Finally, we give an application through an extension of the well-known…
We extend Stein's method to include independence with respect to an auxiliary random variable, for any law for which a Stein characterization does exist. This extends the current literature on the problem. Using tools from the Malliavin…
We study Poincar{\'e} inequalities and long-time behavior for diffusion processes on R^n under a variable curvature lower bound, in the sense of Bakry-Emery. We derive various estimates on the rate of convergence to equilibrium in L^1…
The aim of this research is to provide thirty-two interesting summation formulas for the Kamp\'e de F\'eriet function in general forms, which are given in sixteen theorems. The results are established with the help of the identities in Liu…
We extend the previously developed [1] generally covariant formalism to include diffusion of conserved charges, and comment on the seming difference between the chemica potential term and the diffusion term
This paper derives the exact transition density and cumulative distribution function of a linear combination of two independent Cox-Ingersoll-Ross (CIR) processes. By combining the Poisson Gamma mixture representation of the noncentral…
We study how to extend the use of the diffusion model to answer the causal question from the observational data under the existence of unmeasured confounders. In Pearl's framework of using a Directed Acyclic Graph (DAG) to capture the…
An expansion formula of a new type with the rest term of Cauchy type is derived in the operator formulation of generalized umbral calculus