Related papers: Probabilistic Cauchy Functional Equations
This is the first installment in a series of papers devoted to examining certain aspects of the asymptotic value distribution and distribution of zeros manifested by members of a broad class of linear combinations of L-functions in the…
Motivated by the integral representation of the Euler Beta function, we introduce its Cauchy siblings and investigate some of their properties. Two of these newly introduced functions happen to coincide with some classical means, such as…
In this paper we introduce and investigate a new kind of functional (including ordinary and evolutionary partial) differential equations. The main goal of this paper is to explore our new philosophy by some examples on functional ODEs and…
The aim of this article is to give a generalization of the Cauchy-Pompeiu integral formula for functions valued in parameter-depending elliptic algebras with structure polynomial $X^2 + \beta X + \alpha$ where $\alpha$ and $\beta$ are real…
Copula models are flexible tools to represent complex structures of dependence for multivariate random variables. According to Sklar's theorem (Sklar, 1959), any d-dimensional absolutely continuous density can be uniquely represented as the…
We introduce and study a new class of partial differential equations (PDEs) with hybrid fuzzy-stochastic parameters, coined fuzzy-stochastic PDEs. Compared to purely stochastic PDEs or purely fuzzy PDEs, fuzzy-stochastic PDEs offer powerful…
We propose and study a system of Schr\"odinger's problems and functional equations in probability theory. More precisely, we consider a system of variational problems of relative entropies for probability measures on a Euclidean space with…
Hyper-Positive Real, matrix-valued, rational functions are associated with absolute stability (the Lurie problem). Here, quantitative subsets of Hyper-positive functions, related through nested inclusions, are introduced. Structurally, this…
In this paper, we consider the Cauchy problem of Nonlinear Schr\"{o}dinger equation \begin{align*} \left\{\begin{array}{ll}&i u_t+\Delta u=\lambda_1|u|^{p_1}u+\lambda_2|u|^{p_2}u, \quad t\in\mathbb{R}, \quad x\in\mathbb{R}^N…
For the quantum integer $[n]_q = 1+q+...+q^{n-1}$ there is a natural polynomial multiplication $*_q$ such that $[m]_q *_q [n]_q = [mn]_q$. This multiplication leads to the functional equation $f_{mn}(q) = f_m(q)f_n(q^m),$ defined on a given…
The Cauchy problem is studied for very general systems of evolution equations, where the time derivative of solution is written by Fourier multipliers in space and analytic nonlinearity, with no other structural requirement. We construct a…
It is a classical result in complex analysis that the class of functions that arise as the Cauchy transform of probability measures may be characterized entirely in terms of their analytic and asymptotic properties. Such transforms are a…
Given any finite or countable collection of real numbers $T_j,j\in J$, we find all solutions $F$ to the stochastic fixed point equation \[W\stackrel{\mathrm {d}}{=}\inf_{j\in J}T_jW_j,\] where $W$ and the $W_j,j\in J$, are independent…
Partial symplectic conditional and joint probability representations of quantum mechanics are considered. The correspondence rules for most interesting physical operators are found and the expressions of the dual symbols of operators are…
We consider the Cauchy problem for stochastic fractional evolution equations with Caputo time fractional derivative of order $1<\alpha<2$ and space variable coefficients on an unbounded domain. The space derivatives that appear in the…
We consider a porous media type equation over all of $\R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated microscopic diffusion.…
This is the first publication in which an ill-posed Cauchy problem for a quasi- linear PDE is solved numerically by a rigorous method. More precisely, we solve the side Cauchy problem for a 1-d quasilinear parabolc equation. The key idea is…
By a {\em Riemann function} we mean a function $f\colon{\mathbb Z}^n\to{\mathbb Z}$ such that $f({\bf d})=f(d_1,\ldots,d_n)$ is equals $0$ for ${\rm deg}({\bf d})=d_1+\cdots+d_n$ sufficiently small, and equals $d_1+\cdots+d_n+C$ for a…
We introduce a functional domain of attraction approach for stochastic processes, which is more general than the usual one based on weak convergence. The distribution function G of a continuous max-stable process on [0,1] is introduced and…
Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…