Related papers: A Meyer-It\^o Formula for Stable Processes via Fra…

We introduce a real-parameter refinement of the classical integer hierarchies underlying Schmidt number, block-positivity, and $k$-positivity for maps between matrix algebras. Starting from a compact family of $\alpha$-admissible unit…

Let $L$ be the infinitesimal generator of an analytic semigroup on $L^2(R^n)$ with Gaussican kernel bounds, and let $L^{-\alpha/2}$ be the fractional integrals of $L$ for $0<\alpha<n.$ For any locally integrable function $b$, The…

Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and…

We derive a generalised It\=o formula for stochastic processes which are constructed by a convolution of a deterministic kernel with a centred L\'evy process. This formula has a unifying character in the sense that it contains the classical…

We prove a generalization of the quantum Markovian equation for observables. In this generalized equation, we use superoperators that are fractional powers of completely dissipative superoperators. We prove that the suggested superoperators…

This article examines Gaussian processes generated by monotonically modulating stationary kernels. An explicit isometry between the original and the modulated reproducing kernel Hilbert spaces is established, preserving eigenvalues and…

Consider the following space-time fractional heat equation with Riemann-Liouville derivative of non-homogeneous time-fractional Poisson process \begin{eqnarray*} \partial^\beta_t u(x,t) =-\kappa(-\Delta)^{\alpha/2} u(x,t) +…

Fractional relaxation equations, as well as relaxation functions time-changed by independent stochastic processes have been widely studied (see, for example, \cite{MAI}, \cite{STAW} and \cite{GAR}). We start here by proving that the…

We characterise the nonequilibrium stationary state of a generic multivariate Ornstein-Uhlenbeck process involving $N$ degrees of freedom. The irreversibility of the process is encoded in the antisymmetric part of the Onsager matrix. The…

We study semigroups of convex monotone operators on spaces of continuous functions and their behaviour with respect to $\Gamma$-convergence. In contrast to the linear theory, the domain of the generator is, in general, not invariant under…

In this article, we consider the space-time Fractional (nonlocal) diffusion equation $$\partial_t^\beta u(t,x)={\mathtt{L}_D^{\alpha_1,\alpha_2}} u(t,x), \ \ t\geq 0, \ x\in D, $$ where $\partial_t^\beta$ is the Caputo fractional derivative…

For a symmetric $\alpha$-stable process $X$ on $\RR^n$ with $0<\alpha <2$, $n\geq 2$ and a domain $D \subset \RR^n$, let $L^D$ be the infinitesimal generator of the subprocess of $X$ killed upon leaving $D$. For a Kato class function $q$,…

A nonzero locally nilpotent linear derivation of the polynomial algebra K[X] in d variables over a field K of characteristic 0 is called a Weitzenboeck derivation. The classical theorem of Weitzenboeck states that the algebra of constants…

This paper is concerned with an inverse random source problem for the three-dimensional time-harmonic Maxwell equations. The source is assumed to be a centered complex-valued Gaussian vector field with correlated components, and its…

We adopt a procedure of operational-umbral type to solve the $(1+1)$-dimensional fractional Fokker-Planck equation in which time fractional derivative of order $\alpha$ ($0 < \alpha < 1$) is in the Riemann-Liouville sense. The technique we…

In this paper, we consider a long-time behavior of stable-like processes. A stable-like process is a Feller process given by the symbol $p(x,\xi)=-i\beta(x)\xi+\gamma(x)|\xi|^{\alpha(x)},$ where $\alpha(x)\in(0,2)$, $\beta(x)\in\R$ and…

Exponential functionals of L\'evy processes appear as stationary distributions of generalized Ornstein-Uhlenbeck (GOU) processes. In this paper we obtain the infinitesimal generator of the GOU process and show that it is a Feller process.…

Let $\mathcal{L}$ be the infinitesimal generator of an analytic semigroup $\big\{e^{-t\mathcal L}:t>0\big\}$ on $L^2(\mathbb R^n)$ with Gaussian upper bounds, and suppose that $\mathcal{L}$ has a bounded holomorphic functional calculus on…

We propose fractional Fokker-Planck equation for the kinetic description of relaxation and superdiffusion processes in constant magnetic and random electric fields. We assume that the random electric field acting on a test charged particle…

We consider a half-order time-fractional diffusion equation in an arbitrary dimension and investigate inverse problems of determining the source term or the diffusion coefficient from spatial data at an arbitrarily fixed time under some…