Related papers: Asymptotic analysis in problems with fractional pr…
Eigenproblems frequently arise in theory and applications of stochastic processes, but only a few have explicit solutions. Those which do, are usually solved by reduction to the generalized Sturm--Liouville theory for differential…
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…
We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment…
The asymptotic expansion method is generalized from the periodic setting to stationary ergodic stochastic geometries. This will demonstrate that results from periodic asymptotic expansion also apply to non-periodic structures of a certain…
We examine the short and long-time behaviors of time-fractional diffusion equations with variable space-dependent order. More precisely, we describe the time-evolution of the solution to these equations as the time parameter goes either to…
The growth-fragmentation equation models systems of particles that grow and split as time proceeds. An important question concerns the large time asymptotic of its solutions. Doumic and Escobedo ($2016$) observed that when growth is a…
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…
In this paper we investigate the long time behavior of solutions to fractional in time evolution equations which appear as results of random time changes in Markov processes. We consider inverse subordinators as random times and use the…
In this paper, we aim to study a stochastic process from a macro point of view, and thus periodic solution of a stochastic process in distributional sense is introduced. We first give the definition and then establish the existence of…
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. The model considered in the paper is very general as we do not impose any…
We derive asymptotic formulae for the coefficients of bivariate generating functions with algebraic and logarithmic factors. Logarithms appear when encoding cycles of combinatorial objects, and also implicitly when objects can be broken…
Many natural and social systems possess power-law memory, and their mathematical modeling requires the application of discrete and continuous fractional calculus. Most of these systems are nonlinear and demonstrate regular and chaotic…
The subject of this paper is a fragmentation equation with nonconservative solutions, some mass being lost to a dust of zero-mass particles as a consequence of an intensive splitting. Under some assumptions of regular variation on the…
We study conditions for the abstract linear functional differential equation $\dot{x}=Ax+F(t)x_t+f(t), t\ge 0$ to have asymptotic almost periodic solutions, where $F(\cdot )$ is periodic, $f$ is asymptotic almost periodic. The main…
We investigate the concept of an asymptotic e-process, which is a doubly-indexed stochastic process $(E_{m,n})_{m,n\in\mathbb{N}}$ that possesses, asymptotically for an approximation index $m\to\infty$, the properties of an e-process along…
Fractional action-like variational problems have recently gained importance in studying dynamics of nonconservative systems. In this note we address multi-dimensional fractional action-like problems of the calculus of variations.
We make an asymptotic analysis via singularity analysis of generating functions of a number sequence that involves the Fibonacci numbers and generalizes the binomial coefficients.
We consider the Cauchy problem for plate equations with rotational inertia and frictional damping terms. We will derive asymptotic profiles of the solution in L^2-sense as time goes to infinity in the case when the initial data have high…
The self-similar asymptotics for solutions to the drift-diffusion equation with fractional dissipation, coupled to the Poisson equation, is analyzed in the whole space. It is shown that in the subcritical and supercritical cases, the…
A parameter estimation problem is considered, in which dispersed sensors transmit to the statistician partial information regarding their observations. The sensors observe the paths of continuous semimartingales, whose drifts are linear…