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We study a Dirichlet--Ferguson process $\zeta$ on a general phase space. First we reprove the chaos expansion from Peccati (2008), providing an explicit formula for the kernel functions. Then we proceed with developing a Malliavin calculus…
This paper considers the problem of constructing finite-dimensional state space realizations for stochastic processes that can be represented as the outputs of a certain type of a causal system driven by a continuous semimartingale input…
We investigate the relation between the small deviation problem for a symmetric $\alpha$-stable random vector in a Banach space and the metric entropy properties of the operator generating it. This generalizes former results due to Li and…
Dilative stability generalizes the property of selfsimilarity for infinitely divisible stochastic processes by introducing an additional scaling in the convolution exponent. Inspired by results of Igl\'oi, we will show how dilatively stable…
The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the time variable replaced by a stable subordinator and its…
In this article, we study a model problem featuring a L\'evy process in a domain with semi-transparent boundary by considering the following perturbed fractional Laplacian operator \[\mathscr{L}_{b,q} := (-\Delta)^t +…
In this paper we are interested in multifractional stable processes where the self-similarity index $H$ is a function of time, in other words $H$ becomes time changing, and the stability index $\alpha$ is a constant. Using $\beta$- negative…
We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…
We prove sufficient conditions, ensuring that a sequence of multiple Wiener-It\^{o} integrals (with respect to a general Gaussian process) converges stably to a mixture of normal distributions. Our key tool is an asymptotic decomposition of…
A new approach is proposed to the solution of the quantum mechanical inverse scattering problem at fixed energy. The method relates the fixed energy phase shifts to those arising in an auxiliary Sturm-Liouville problem via the interpolation…
Let $(M,\tau)$ be a tracial von Neumann algebra with a separable predual and let $(\Omega, \mathbb{P})$ be a probability space. A bounded positive random linear operator on $L^1(M,\tau)$ is a map $\gamma : \Omega \times L^1(M,\tau) \to…
We study stochastic processes on the Wasserstein space, together with their infinitesimal generators. One of these processes is modeled after Brownian motion and plays a central role in our work. Its infinitesimal generator defines a…
We examine the stability of a 1D electrical transmission line in the simultaneous presence of PT-symmetry and fractionality. The array contains a binary gain/loss distribution $\gamma_{n}$ and a fractional Laplacian characterized by a…
We consider a point process sequence induced by a stationary symmetric alpha-stable (0 < alpha < 2) discrete parameter random field. It is easy to prove, following the arguments in the one-dimensional case in Resnick and Samorodnitsky…
In this paper, we first discuss the convolution series that are generated by the Sonine kernels from a class of functions continuous on the real positive semi-axis that have an integrable singularity of power function type at the point…
Consider non-linear time-fractional stochastic heat type equations of the following type, $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\lambda \sigma(u)\stackrel{\cdot}{F}(t,x)]$$ in $(d+1)$ dimensions, where…
In this paper we study the inverse problem of identifying a source or an initial state in a time-fractional diffusion equation from the knowledge of a single boundary measurement. We derive logarithmic stability estimates for both…
This is the first of two articles dealing with the equation $(-\Delta)^{s} v= f(v)$ in $\mathbb{R}^{n}$, with $s\in (0,1)$, where $(-\Delta)^{s}$ stands for the fractional Laplacian ---the infinitesimal generator of a L\'evy process. This…
It is demonstrated that, making minimal changes in ordinary quantum mechanics, a reasonable irreversible quantum mechanics can be obtained. This theory has a more general spectral decompositions, with eigenvectors corresponding to unstable…
The second and all higher order moments of the $\beta$-stable L\'{e}vy process diverge, the feature of which is sometimes referred to as shortcoming of the model when applied to physical processes. So, a parameter $\lambda$ is introduced to…