Related papers: Fractional one-sided measure theoretic second-orde…
In this paper, we obtain the weighted boundedness for the local multi(sub)linear Hardy-Littlewood maximal operators and local multilinear fractional integral operators associated with the local Muckenhoupt weights on Gaussian measure…
Using a stochastic representation provided by Wiener-regularized path integrals for the semigroups generated by certain Berezin-Toeplitz operators, a transformation formula for their resolvents is derived. The key property used in the…
We study the strong consistency and asymptotic normality of a least squares estimator of the drift coefficient in complex-valued Ornstein-Uhlenbeck processes driven by fractional Brownian motion, extending the results of Chen, Hu, Wang…
We discuss the fractional Leibniz rule for periodic functions on the $d$-dimensional torus, including the endpoint cases. As an application, we present a product estimate, involving distributions of negative regularities.
In this paper we show that under some assumptions, for a $d$-dimensional fractional Brownian motion with Hurst parameter $H>1/2$, the density of solution of stochastic differential equation driven by it has a short-time expansion similar to…
We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition of Brownian motions on a general class of infinite-dimensional nilpotent Lie groups based on…
In the paper, Harnack inequalities are established for stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H<1/2$. As applications, strong Feller property, log-Harnack inequality and entropy-cost…
In order to study Fractional operator, Caffarelli introduced the concept of extension problem. Hence, for any fractional elliptic operator, we get a degenerate elliptic equation. By studying the W^{1,p} regularity of extension problem, we…
We consider the fractional Laplacian operator $(-\Delta)^s$ (let $ s \in (0,1) $) on Euclidean space and investigate the validity of the classical integration-by-parts formula that connects the $ L^2(\mathbb{R}^d) $ scalar product between a…
We introduce a definition of the fractional Laplacian $(-\Delta)^{s(\cdot)}$ with spatially variable order $s:\Omega\to [0,1]$ and study the solvability of the associated Poisson problem on a bounded domain $\Omega$. The initial motivation…
In this paper we develop a method to solve evolution equations on Gelfand triples with time-fractional derivative based on monotonicity techniques. Applications include deterministic and stochastic quasi-linear partial differential…
This article provides a brief review of recent developments on two nonlocal operators: fractional Laplacian and fractional time derivative. We start by accounting for several applications of these operators in imaging science, geophysics,…
We study a class of fractional semilinear elliptic equations and formulate the corresponding Calder\'on problem. We determine the nonlinearity from the exterior partial measurements of the Dirichlet-to-Neumann map by using first order…
In this paper, a pointwise weighted identity for some stochastic partial differential operators (with complex principal parts) is established. This identity presents a unified approach in studying the controllability, observability and…
We investigated the quality of forecasting of fractional Brownian motion, and new method for estimating of Hurst exponent is validated. Stochastic model of the time series in the form of converted fractional Brownian motion is proposed. The…
In this paper, we develop a numerical scheme for the space-time fractional parabolic equation, i.e., an equation involving a fractional time derivative and a fractional spatial operator. Both the initial value problem and the…
We study quaternionic stochastic areas processes associated with Brownian motions on the quaternionic rank-one symmetric spaces $\mathbb{H}H^n$ and $\mathbb{H}P^n$. The characteristic functions of fixed-time marginals of these processes are…
We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the index properties, but they are not differentiable. We overcome the…
Fractional Ornstein-Uhlenbeck process of the second kind $(\text{fOU}_{2})$ is solution of the Langevin equation $\mathrm{d}X_t = -\theta X_t\,\mathrm{d}t+\mathrm{d}Y_t^{(1)}, \ \theta >0$ with Gaussian driving noise $ Y_t^{(1)} := \int^t_0…
We calculate the excursion and meander area distributions of the elastic Brownian motion by using the self adjoint extension of the Hamiltonian of the free quantum particle on the half line. We also give some comments on the area of the…