English
Related papers

Related papers: Subordinators and generalized heat kernels: Random…

200 papers

In this paper we study the effect of the subordination by a general random time-change to the solution of a model on spatial ecology in terms of its evolution density. In particular on traveling waves for a non-local spatial logistic…

Probability · Mathematics 2020-06-25 Anatoly N. Kochubei , Yuri Kondratiev , José Luís da Silva

In this paper, we study the existence and uniqueness of solutions for general fractional-time parabolic equations of mixture type, and their probabilistic representations in terms of the corresponding inverse subordinators with or without…

Probability · Mathematics 2019-11-04 Zhen-Qing Chen

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…

Probability · Mathematics 2016-08-09 Luisa Beghin , Costantino Ricciuti

In this paper, the asymptotic behavior of a semilinear heat equation with long time memory and non-local diffusion is analyzed in the usual set-up for dynamical systems generated by differential equations with delay terms. This approach is…

Analysis of PDEs · Mathematics 2024-07-26 Jiaohui Xu , Tomás Caraballo , José Valero

The quantization of gauge fields and gravitation on manifolds with boundary makes it necessary to study boundary conditions which involve both normal and tangential derivatives of the quantized field. The resulting one-loop divergences can…

High Energy Physics - Theory · Physics 2009-10-30 Ivan G. Avramidi , G. Esposito

In this paper the running average of a subordinator with a tempered stable distribution is considered. We investigate a family of previously unexplored infinite-activity subordinators induced by the probability distribution of the running…

Probability · Mathematics 2020-09-08 Weixuan Xia

In this work, we consider subordinated processes controlled by a family of subordinators which consist of a power function of time variable and a negative power function of $\alpha-$stable random variable. The effect of parameters in the…

Statistical Mechanics · Physics 2015-02-11 Long Shi , Zu-Guo Yu , Hai-Lan Huang , Zhi Mao , Ai-Guo Xiao

We use the two-time scale subordination in order to describe dynamical processes in continuous media with a long-term memory. Our consideration touches two physical examples in detail. First we study a temporal evolution of the species…

Statistical Mechanics · Physics 2011-11-15 Aleksander Stanislavsky , Karina Weron

We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their…

Probability · Mathematics 2013-05-09 Luisa Beghin

This paper is devoted to the study of the asymptotic behavior of solutions to multi-order fractional cooperative systems. First, we demonstrate the boundedness of solutions to fractional-order systems under certain conditions imposed on the…

Dynamical Systems · Mathematics 2024-10-21 L. V. Thinh , H. T. Tuan

In this paper we introduce non-decreasing jump processes with independent and time non-homogeneous increments. Although they are not L\'evy processes, they somehow generalize subordinators in the sense that their Laplace exponents are…

Probability · Mathematics 2016-03-10 Enzo Orsingher , Costantino Ricciuti , Bruno Toaldo

We study a class of multivariate tempered stable distributions and introduce the associated class of tempered stable Sato subordinators. These Sato subordinators are used to build additive inhomogeneous processes by subordination of a…

Probability · Mathematics 2021-09-03 Patrizia Semeraro

We prove sharp estimates on heat kernels and Green functions for subordinate Markov processes with both discrete an continuous time, under relatively weak assumptions about original processes as well as Laplace exponents of subordinators.…

Probability · Mathematics 2021-10-07 Tomasz Grzywny , Bartosz Trojan

In this paper, we investigate direct and inverse problems for the time-fractional heat equation with a time-dependent leading coefficient for positive operators. First, we consider the direct problem, and the unique existence of the…

Analysis of PDEs · Mathematics 2023-06-14 Daurenbek Serikbaev , Michael Ruzhansky , Niyaz Tokmagambetov

In the paper we present the governing equations for marginal distributions of Poisson and Skellam processes time-changed by inverse subordinators. The equations are given in terms of convolution-type derivatives.

Probability · Mathematics 2022-11-28 K. V. Buchak , L. M. Sakhno

In this article we study transition probabilities of a class of subordinate Brownian motions. Under mild assumptions on the Laplace exponent of the corresponding subordinator, sharp two sided estimates of the transition probability are…

Probability · Mathematics 2016-08-01 Ante Mimica

We are interested in the rate of convergence of a subordinate Markov process to its invariant measure. Given a subordinator and the corresponding Bernstein function (Laplace exponent) we characterize the convergence rate of the subordinate…

Probability · Mathematics 2017-09-01 Chang-Song Deng , René L. Schilling , Yan-Hong Song

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

Probability · Mathematics 2019-10-30 Luisa Beghin , Claudio Macci , Barbara Martinucci

The paper deals with the large time asymptotic of the fundamental solution for a time fractional evolution equation for a convolution type operator. In this equation we use a Caputo time derivative of order $\alpha$ with $\alpha\in(0,1)$,…

Analysis of PDEs · Mathematics 2020-09-01 Yury Kondratiev , Andrey Piatnitski , Elena Zhizhina

Subordinated processes play an important role in modeling anomalous diffusion-type behavior. In such models the observed constant time periods are described by the subordinator distribution. Therefore, on the basis of the observed time…

Mathematical Physics · Physics 2011-10-14 Joanna Janczura , Agnieszka Wyłomańska