Related papers: Fractional Stochastic Loewner Evolution and Scalin…
The Liouville and first Bogoliubov hierarchy equations with derivatives of noninteger order are derived. The fractional Liouville equation is obtained from the conservation of probability to find a system in a fractional volume element.…
Here a new notion of fractional length of a smooth curve, which depends on a parameter $\sigma$, is introduced that is analogous to the fractional perimeter functional of sets that has been studied in recent years. It is shown that in an…
Stochastic differential equations (SDEs) are well suited to modelling noisy and irregularly sampled time series found in finance, physics, and machine learning. Traditional approaches require costly numerical solvers to sample between…
We consider the chordal Loewner differential equation for multiple slits in the upper half-plane and relations between the pointwise H\"older continuity of the driving functions and the generated hulls. The first result generalizes a result…
Combining fractional calculus and the Rough Path Theory we study the existence and uniqueness of mild solutions to evolutions equations driven by a H\"older continuous function with H\"older exponent in $(1/3,1/2)$. Our stochastic integral…
We introduce a fractional Klein-Kramers equation which describes sub-ballistic superdiffusion in phase space in the presence of a space-dependent external force field. This equation defines the differential L{\'e}vy walk model whose…
We discuss the partition function point of view for chordal Schramm-Loewner evolutions and their relationship with correlation functions in conformal field theory. Both are closely related to crossing probabilities and interfaces in…
Fractal behavior and long-range dependence have been observed in an astonishing number of physical systems. Either phenomenon has been modeled by self-similar random functions, thereby implying a linear relationship between fractal…
By the approximation method introduced in \cite{FYW}, the existence and uniqueness are proved for a class of distribution-dependent stochastic functional differential equations (DDSFDEs). Moreover, combining the Harnack and shift-Harnack…
Handling latent variables in Structural Equation Models (SEMs) in a case where both the latent variables and their corresponding indicators in the measurement error part of the model are random curves presents significant challenges,…
Exotic stochastic processes are shown to emerge in the quantum evolution of complex systems. Using influence function techniques, we consider the dynamics of a system coupled to a chaotic subsystem described through random matrix theory. We…
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot W$ where $\dot W$ is Gaussian noise colored in time and $\mathcal L$ is the infinitesimal generator of a Feller process $X$, we obtain…
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.…
We explore whether quantum field theory can be understood as the statistical mechanics of a time-reversal-invariant stochastic generalization of Hamiltonian dynamics. The motivation for this project, started with this paper, is to assign…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
Fractional Differential Equations (FDEs) are essential tools for modelling complex systems in science and engineering. They extend the traditional concepts of differentiation and integration to non-integer orders, enabling a more precise…
The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…
The Loewner equation (LE) is used to obtain conformal mappings that lead to exact and analytical expressions for several electrostatic properties of realistic quasi-unidimensional nanoelectromechanical systems (NEMS). The LE approach also…
We propose a nonparametric estimation for a class of fractional stochastic differential equations (FSDE) with random effects. We precisely consider general linear fractional stochastic differential equations with drift depending on random…
This paper deals with asymptotic errors, limit theorems for errors between numerical and exact solutions of stochastic differential equation (SDE) driven by one-dimensional fractional Brownian motion (fBm). The Euler-Maruyama, higher-order…