Related papers: Stable Densities, Fractional Integrals and the Mit…
In this paper, we present a new derivative via the Laplace transform. The Laplace transform leads to a natural form of the fractional derivative which is equivalent to a Riemann-Liouville derivative with fixed terminal point. We first…
Stochastic space-time fractional diffusion equations often appear in the modeling of the heat propagation in non-homogeneous medium. In this paper, we firstly investigate the Mittag--Leffler Euler integrator of a class of stochastic…
We study a class of positive random variables having moments of Gamma type, whose density can be expressed by the three-parametric Mittag-Leffler functions. We give some necessary conditions and some sufficient conditions for their…
The statistical duality of distributions is a powerful tool for statistical inferences. In the paper the statistical duality of Laplace distribution is discussed. As shown the confidence density of the parameter of this distribution is…
A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite…
In the context of functional data analysis, probability density functions as non-negative functions are characterized by specific properties of scale invariance and relative scale which enable to represent them with the unit integral…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
This paper studies a prototype of inverse obstacle scattering problems whose governing equation is the Helmholtz equation in two dimensions. An explicit method to extract information about the location and shape of unknown obstacles from…
To describe longitudinal fine structure like microbunching within a particle beam, a classical approach is to define a bunching factor which is the Fourier transform of the particle longitudinal density distribution. Such a 1D definition of…
The Mittag-Leffler function is computed via a quadrature approximation of a contour integral representation. We compare results for parabolic and hyperbolic contours, and give special attention to evaluation on the real line. The main point…
The fractional Planck distribution is calculated by applying the Caputo fractional derivative with order $p$ ($p > 0$) to the equation proposed by Planck in 1900. In addition, the integral representation of the Mittag--Leffler function is…
This paper establishes integral representations of mild solutions of impulsive Hilfer fractional differential equations with impulsive conditions and fluctuating lower bounds at impulsive points. Further, the paper provides sufficient…
In this paper we study some stability criteria for some semilinear integral equations with a function as initial condition and with additive noise, which is a Young integral that could be a functional of fractional Brownian motion. Namely,…
Super- and sub- diffusions are two typical types of anomalous diffusions in the natural world. In this work, we discuss the numerical scheme for the model describing the competition between super- and sub- diffusions driven by fractional…
Spectral analysis has long been recognized as a fundamental tool for studying the existence, uniqueness, and qualitative behavior of solutions to semilinear elliptic and parabolic equations, as well as their long-time dynamics. In modern…
We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the…
Let $0<\alpha<2$, $\beta>0$ and $\alpha/2<|s|\leq 1$. In a previous work, we obtained all possible values of the Lebesgue exponent $p=p(\gamma)$ for which the Fourier transform of $ E_{\alpha,\beta}(e^{\dot{\imath}\pi s} |\cdot|^{\gamma} )$…
We develop a unified approach for establishing rates of decay for the Fourier transform of a wide class of dynamically defined measures. Among the key features of the method is the systematic use of the $L^2$-flattening theorem obtained in…
Multitudinous probabilistic and combinatorial objects are associated with generating functions satisfying a composition scheme $F(z)=G(H(z))$. The analysis becomes challenging when this scheme is critical (i.e., $G$ and $H$ are…
This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward equation using the theory of sun-dual semigroups. The…