Related papers: Probabilistic Cauchy Functional Equations
This paper presents a probabilistic perspective on iterative methods for approximating the solution $\mathbf{x}_* \in \mathbb{R}^d$ of a nonsingular linear system $\mathbf{A} \mathbf{x}_* = \mathbf{b}$. In the approach a standard iterative…
We investigate the equation $(u_t + (f(u))_x)_x = f''(u) (u_x)^2/2$ where $f(u)$ is a given smooth function. Typically $f(u)= u^2/2$ or $u^3/3$. This equation models unidirectional and weakly nonlinear waves for the variational wave…
We study the Cauchy problem for the equation of the form $$ \ddot{u}(t) + (\aa A + B)\dot{u}(t) + (A+G)u(t) = 0,\tag* $$ where $A$, $B$, and $G$ are \o s in a Hilbert space $\Cal H$ with $A$ selfadjoint, $\sigma(A)=[0,\infty)$, $B\ge0$…
We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…
Isotropic $\alpha$-stable distributions are central in the theory of heavy-tailed distributions and play a role similar to that of the Gaussian density among finite second-moment laws. Given a sequence of $n$ observations, we are interested…
By investigating path-distribution dependent stochastic differential equations, the following type of nonlinear Fokker--Planck equations for probability measures $(\mu_t)_{t \geq 0}$ on the path space $\mathcal C:=C([-r_0,0];\mathbb R^d),$…
A real valued function $f$ defined on a subset $E$ of $\textbf{R}$, the set of real numbers, is statistically upward continuous if it preserves statistically upward half quasi-Cauchy sequences, is statistically downward continuous if it…
As was the case in a previous paper, the differential form x+ydxdy plays the role that the variable z plays in the standard calculus of complex variable. The role of holomorphic functions will now be played by strict harmonic differential…
The cumulative distribution function of the non-central chi-square distribution $\chi_\nu'^2(\lambda),\, \nu\in\mathbb{R}^+$ possesses an integral representation in terms of a generalized Marcum $Q$-function. Regarding some already known…
We consider the problem of the representation of real continuous functions by linear superpositions $\sum_{i=1}^{k}g_{i}\circ p_{i}$ with continuous $g_{i}$ and $p_{i}$. This problem was considered by many authors. But complete, and at the…
A universal differential equation is a nontrivial differential equation the solutions of which approximate to arbitrary accuracy any continuous function on any interval of the real line. On the other hand, there has been much interest in…
A double sequence $\{x_{k,l}\}$ is quasi-Cauchy if given an $\epsilon > 0$ there exists an $N \in {\bf N}$ such that $$\max_{r,s= 1\mbox{ and/or} 0} \left \{|x_{k,l} - x_{k+r,l+s}|< \epsilon\right \} .$$ We study continuity type properties…
An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…
We solve the Cauchy problem defined by the fractional partial differential equation $[\partial_{tt}-\kappa\mathbb{D}]u=0$, with $\mathbb{D}$ the pseudo-differential Riesz operator of first order, and the initial conditions…
It is shown by constructing Rohlins canonical measures that for a strictly stationary, d-dimensional vector-valued process X there exists another strictly stationary d-dimensional process U with uniform one-dimensional marginals and with…
Let $\mathbb{F}_q$ be the finite field with $q$ elements and $char(\mathbb{F}_q)$ odd. In this article we will describe completely the dynamics of the map $f(X)=c(X^{q+1}+aX^2)$, for $a=\{\pm1\}$ and $c\in\mathbb{F}_q^*$, over the finite…
The fundamental importance of functional differential equations has been recognized in many areas of mathematical physics, such as fluid dynamics (Hopf characteristic functional equation), quantum field theory (Schwinger-Dyson equations)…
We derive two types of representation results for increasing convex functionals in terms of countably additive measures. The first is a max-representation of functionals defined on spaces of real-valued continuous functions and the second a…
In this paper, we consider a stochastic system described by a differential equation admitting a spatially varying random coefficient. The differential equation has been employed to model various static physics systems such as elastic…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…