Related papers: Subordination principle and Feynman-Kac formulae f…
We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of order $\alpha \in (0,1)$ of Gauss-Markov processes. The general expressions of the mean, variance and covariance functions are given. Due to…
This article is devoted to presenting an abstract theory on time-fractional gradient flows for nonconvex energy functionals in Hilbert spaces. Main results consist of local and global in time existence of (continuous) strong solutions to…
We present the Feynman rules for leading-twist gauge-invariant quark and gluon operators with an arbitrary number of total derivatives and applicable to any order in perturbation theory. This generalizes previous results and constitutes a…
For any Dirac theory of quantum gravity governed by a set of well-defined quantum constraints, we discover a universal formula for the exact form of the evolution Hamiltonian operator in a variable quantum reference frame of our…
For a periodically driven open quantum system, the Floquet theorem states that the time evolution operator $\Lambda(t,0)$ of the system can be factorized as $\Lambda(t,0)=\mathcal{D}(t)e^{\mathcal{L}_{eff}t}$ with micro-motion operator…
We establish a version of the Feynman-Kac formula for the multidimensional stochastic heat equation with a multiplicative fractional Brownian sheet. We use the techniques of Malliavin calculus to prove that the process defined by the…
The aim of this paper is to study the long-time dynamics of solutions of the evolution system \[ \begin{cases} u_{tt} - \Delta u + u + \eta(-\Delta)^{\frac{1}{2}}u_t + a_{\epsilon}(t)(-\Delta)^{\frac{1}{2}}v_t = f(u), & \; (x, t) \in \Omega…
We study a class of multivariate tempered stable distributions and introduce the associated class of tempered stable Sato subordinators. These Sato subordinators are used to build additive inhomogeneous processes by subordination of a…
The numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are…
A class of linear evolutionary equations with material laws involving fractional time-derivatives is considered. The main result is well-posedness and causality for this problem class. The approach is illustrated with two examples: a…
In this paper we prove the local and global well-posedness of the time fractional abstract Schr\"odinger type evolution equation on the Hilbert space and as an application, we prove the local and global well-posedness of the fractional…
We obtain exact results for fractional equations of Fokker-Planck type using evolution operator method. We employ exact forms of one-sided Levy stable distributions to generate a set of self-reproducing solutions. Explicit cases are…
We present a general method of solving the Cauchy problem for multidimensional parabolic (diffusion type) equation with variable coefficients which depend on spatial variable but do not change over time. We assume the existence of the…
In this paper, we consider a class of stochastic delay fractional evolution equations driven by fractional Brownian motion in a Hilbert space. Sufficient conditions for the existence and uniqueness of mild solutions are obtained. An…
In this article, we examine the general space-time fractional diffusion equation for left-invariant hypoelliptic homogeneous operators on graded Lie groups. Our study covers important examples such as the time-fractional diffusion equation,…
A generalized Feynman-Kac formula based on the Wiener measure is presented. Within the setting of a quantum particle in an electromagnetic field it yields the standard Feynman-Kac formula for the corresponding Schr\"odinger semigroup. In…
A well-posedness result for a time-shift invariant class of evolutionary operator equations involving material laws with fractional time-integrals of order $\alpha\in]0,1[$ is considered and exemplified by an application to a Kelvin-Voigt…
In this paper we discuss fractional generalizations of the filtering problem. The "fractional" nature comes from time-changed state or observation processes, basic ingredients of the filtering problem. The mathematical feature of the…
The growth-fragmentation equation models systems of particles that grow and reproduce as time passes. An important question concerns the asymptotic behaviour of its solutions. Bertoin and Watson ($2018$) developed a probabilistic approach…
Let $Q$ be a differential operator of order $\leq 1$ on a complex metric vector bundle $\mathscr{E}\to \mathscr{M}$ with metric connection $\nabla$ over a possibly noncompact Riemannian manifold $\mathscr{M}$. Under very mild regularity…