Related papers: Generalized fractional calculus and some models of…
The goal of this communication is to propose a generalized notion of the "traditional derivative". This generalization includes the fractional derivatives such as the Riemann-Liouville, Gruenwald-Letnikov, Weyl, Riesz, Caputo, Marchaud…
Generalized inverses of tensors play increasingly important roles in computational mathematics and numerical analysis. It is appropriate to develop the theory of generalized inverses of tensors within the algebraic structure of a ring. In…
Two approximations, derived from continuous expansions of Riemann-Liouville fractional derivatives into series involving integer order derivatives, are studied. Using those series, one can formally transform any problem that contains…
We present a universal approach to the investigation of the dynamics in generalized models. In these models the processes that are taken into account are not restricted to specific functional forms. Therefore a single generalized models can…
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…
We present a class of positive discrete random variables extending the Conway--Maxwell-Poisson distribution. This class emerges in a natural way from an application in queueing theory and contains distributions exhibiting quite different…
In this paper, we study the composition of two independent GCPs which we call the iterated generalized counting process (IGCP). Its distributional properties such as the transition probabilities, probability generating function, state…
We have derived a fractional Fokker-Planck equation for subdiffusion in a general space-and- time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived…
Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…
We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…
In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…
In this article, we propose new proportional fractional operators generated from local proportional derivatives of a function with respect to another function. We present some properties of these fractional operators which can be also…
We apply general difference calculus in order to obtain solutions to the functional equations of the second order. We show that factorization method can be successfully applied to the functional case. This method is equivariant under the…
In this paper, we address the general fractional integrals and derivatives with the Sonine kernels on the spaces of functions with an integrable singularity at the point zero. First, the Sonine kernels and their important special classes…
The Fock transform recently introduced by the authors in a previous paper is applied to investigate convergence of generalized functional sequences of a discrete-time normal martingale $M$. A necessary and sufficient condition in terms of…
Generalized Feller theory provides an important analog to Feller theory beyond locally compact state spaces. This is very useful for solutions of certain stochastic partial differential equations, Markovian lifts of fractional processes, or…
We define a time dependent empirical process based on $n$ independent fractional Brownian motions and describe strong approximations to it by Gaussian processes. They lead to strong approximations and functional laws of the iterated…
We study the long-time behavior of the Cesaro means of fundamental solutions for fractional evolution equations corresponding to random time changes in the Brownian motion and other Markov processes. We consider both stable subordinators…
Explicit solutions of differential equations of complex fractional orders with respect to functions and with continuous variable coefficients are established. The representations of solutions are given in terms of some convergent infinite…
Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…