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We present a new, short, self-contained proof of localization properties of multi-dimensional continuum random Schr\"odinger operators in the fluctuation boundary regime. Our method is based on the recent extension of the fractional moment…

Mathematical Physics · Physics 2016-09-07 Anne Boutet de Monvel , Serguei Naboko , Peter Stollmann , Günter Stolz

We analyze integral representation and $\Gamma$-convergence properties of functionals defined on \emph{piecewise rigid functions}, i.e., functions which are piecewise affine on a Caccioppoli partition where the derivative in each component…

Analysis of PDEs · Mathematics 2020-02-04 Manuel Friedrich , Francesco Solombrino

In some non-regular statistical estimation problems, the limiting likelihood processes are functionals of fractional Brownian motion (fBm) with Hurst's parameter H; 0 < H <=? 1. In this paper we present several analytical and numerical…

Statistics Theory · Mathematics 2014-06-06 Alexander Novikov , Nino Kordzakhia , Timothy Ling

We consider a "superposition operator" obtained through the continuous superposition of operators of mixed fractional order, modulated by a signed Borel finite measure defined over the set $[0, 1]$. The relevance of this operator is rooted…

Analysis of PDEs · Mathematics 2026-04-15 Serena Dipierro , Edoardo Proietti Lippi , Caterina Sportelli , Enrico Valdinoci

In this article we study optimization problems ruled by $\alpha$-fractional diffusion operators with volume constraints. By means of penalization techniques we prove existence of solutions. We also show that every solution is locally of…

Analysis of PDEs · Mathematics 2015-10-19 Eduardo V. Teixeira , Rafayel Teymurazyan

We show how a rescaling of fractional operators with bounded kernels may help circumvent their documented deficiencies, for example, the inconsistency at zero or the lack of inverse integral operator. On the other hand, we build a novel…

Probability · Mathematics 2024-11-18 Marc Jornet

In this article, we establish some conditions for the boundedness of fractional integral operators on the vanishing generalized weighted Morrey spaces. We also investigate corresponding commutators generated by BMO functions.

Functional Analysis · Mathematics 2017-05-17 Bilal Çekiç , Ayşegül Çelik Alabalık

We propose a fractional variant of Mellin's transform which may find an application in the Conformal Field Theory. Its advantage is the presence of an arbitrary parameter which may substantially simplify calculations and help adjusting…

Data Analysis, Statistics and Probability · Physics 2015-08-20 R. A. Treumann , W. Baumjohann

Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process. This representation leads naturally to: - An efficient algorithm to…

Probability · Mathematics 2007-05-23 Philippe Carmona , Laure Coutin

We study if the parabolic forward-in-time maximal operator is bounded on parabolic BMO. It turns out that for non-negative functions the answer is positive, but the behaviour of sign changing functions is more delicate. The class parabolic…

Analysis of PDEs · Mathematics 2021-02-23 Olli Saari

We investigate first and second order fluctuations of additive functionals of a fractional Brownian motion (fBm) of the form \begin{align}\label{eq:abstractmain} Z_n=\left\{\int_{0}^{t}f(n^{H}(B_{s}-\lambda))ds\ ; t\geq 0 \right\}…

Probability · Mathematics 2021-08-02 Arturo Jaramillo , Ivan Nourdin , David Nualart , Giovanni Peccati

We present the fractional perimeter as a set-function interpolation between the Lebesgue measure and the perimeter in the sense of De Giorgi. Our motivation comes from a new fractional Boxing inequality that relates the fractional perimeter…

Functional Analysis · Mathematics 2018-07-20 Augusto C. Ponce , Daniel Spector

This paper was published in the special issue of the Journal of Inequalities and Special Functions dedicated to Professor Ivan Dimovski's contributions to different fields of mathematics: transmutation theory, special functions, integral…

Classical Analysis and ODEs · Mathematics 2017-03-08 E. L. Shishkina , S. M. Sitnik

We study the numerical approximation of fractional powers of accretive operators in this paper. Namely, if $A$ is the accretive operator associated with an accretive sesquilinear form $A(\cdot,\cdot)$ defined on a Hilbert space $\mathbb V$…

Numerical Analysis · Mathematics 2016-07-15 Andrea Bonito , Joseph E. Pasciak

Based on the Riemann- and Caputo definition of the fractional derivative we use the fractional extensions of the standard rotation group SO(3) to construct a higher dimensional representation of a fractional rotation group with mixed…

General Physics · Physics 2015-05-13 Richard Herrmann

Many fractional processes can be represented as an integral over a family of Ornstein-Uhlenbeck processes. This representation naturally lends itself to numerical discretizations, which are shown in this paper to have strong convergence…

Mathematical Finance · Quantitative Finance 2020-08-06 Philipp Harms

Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis…

Numerical Analysis · Computer Science 2019-05-28 Petr N. Vabishchevich

We represent fractional conditional expectations of a functional of fractional Brownian motion as a convergent series in L^2 space. When the target random variable is some function of a discrete trajectory of fractional Brownian motion, we…

Probability · Mathematics 2015-08-17 Sixian Jin , Qidi Peng , Henry Schellhorn

We show that many important convex matrix functions can be represented as the partial infimal projection of the generalized matrix fractional (GMF) and a relatively simple convex function. This representation provides conditions under which…

Optimization and Control · Mathematics 2019-05-13 James V. Burke , Yuan Gao , Tim Hoheisel

We show that extremal dynamics is very well modelled by the "Linear Fractional Stable Motion" (LFSM), a stochastic process entirely defined by two exponents that take into account spatio-temporal correlations in the distribution of active…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Krishnamurthy , A. Tanguy , P. Abry , S. Roux
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