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Considered are operators that leave the set of non-invertible (in the sense of Ehrenpreis) distributions stable. They simultaneously generalise the operation of convolution by a distribution with compact support and the operation of…
The commutation relation $KL = LK$ between finite convolution integral operator $K$ and differential operator $L$ has implications for spectral properties of $K$. We characterize all operators $K$ admitting this commutation relation. Our…
Let $S$ be a semi direct product $S=N\rtimes A$ where $N$ is a connected and simply connected, non-abelian, nilpotent meta-abelian Lie group and $A$ is isomorphic with $\R^k,$ $k>1.$ We consider a class of second order left-invariant…
The Koopman operator, as a linear representation of a nonlinear dynamical system, has been attracting attention in many fields of science. Recently, Koopman operator theory has been combined with another concept that is popular in data…
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…
We give necessary and sufficient conditions guaranteeing that the coupling for L\'evy processes (with non-degenerate jump part) is successful. Our method relies on explicit formulae for the transition semigroup of a compound Poisson process…
The dynamics of a non-Markovian open quantum system described by a general time-local master equation is studied. The propagation of the density operator is constructed in terms of two processes: (i) deterministic evolution and (ii)…
In this paper we present some new limit theorems for power variations of stationary increment L\'{e}vy driven moving average processes. Recently, such asymptotic results have been investigated in [Ann. Probab. 45(6B) (2017), 4477--4528,…
This paper introduces a generalization of the so-called space-fractional Poisson process by extending the difference operator acting on state space present in the associated difference-differential equations to a much more general form. It…
The term noncentral moderate deviations is used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between the convergence in probability to a constant (governed by a reference large deviation…
The study of distributed order calculus usually concerns about fractional derivatives of the form $\int_0^1 \partial^\alpha u \, m(d\alpha)$ for some measure $m$, eventually a probability measure. In this paper an approach based on L\'evy…
Let $k:E\times E\to [0,\infty)$ be a non-negative measurable function on some locally compact separable metric space $E$. We provide some simple conditions such that the quadratic form with jump kernel $k$ becomes a regular lower bounded…
This paper is concerned with the investigation of the controllability and observability of Caputo fractional differential linear systems of any real order {\alpha} . Expressions for the expansions of the evolution operators in powers of the…
We prove that every bounded, positive, irreducible, stochastically continuous semigroup on the space of bounded, measurable functions which is strong Feller, consists of kernel operators and possesses an invariant measure converges…
We introduce a novel conditional density estimation model termed the conditional density operator (CDO). It naturally captures multivariate, multimodal output densities and shows performance that is competitive with recent neural…
In this article, we study a large class of radial probability density functions defined on the p-adic numbers from which it is possible to obtain certain non-archimedean pseudo-differential operators. These operators are associated with…
In this paper, we first prove that the kernel of convolution operator, corresponding the composition of pseudo-differential operator and evolution system associated with the symbol depending on time, satisfies the H\"ormander's condition.…
We propose a new theoretical framework that exploits convolution kernels to transform a Volterra-type path-dependent (non-Markovian) stochastic process into a standard (Markovian) diffusion process. Remarkably, it is also possible to go…
We study the effective reduction for a nonlocal stochastic partial differential equation with oscillating coefficients. The nonlocal operator in this stochastic partial differential equation is the generator of non-Gaussian L\'{e}vy…
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…