Related papers: q-Levy processes
The main purpose of the paper is an essentially probabilistic analysis of relativistic quantum mechanics. It is based on the assumption that whenever probability distributions arise, there exists a stochastic process that is either…
A mathematical model for description of the viscous fingering induced by a chemical reaction is under study. This complicated five-component model is reduced to a three-component diffusive Lotka-Volterra system with convection by…
We prove that the space of coinvariants of functions on an affine variety by a Lie algebra of vector fields whose flow generates finitely many leaves is finite-dimensional. Cases of the theorem include Poisson (or more generally Jacobi)…
We apply some recent developments of Baldoni-Beck-Cochet-Vergne on vector partition function, to Kostant's and Steinberg's formulae, for classical Lie algebras $A\_r$, $B\_r$, $C\_r$, $D\_r$. We therefore get efficient {\tt Maple} programs…
We combine earlier investigations of linear systems with L\'{e}vy fluctuations [Physica {\bf 113A}, 203, (1982)] with recent discussions of L\'{e}vy flights in external force fields [Phys.Rev. {\bf E 59},2736, (1999)]. We give a complete…
We investigate the properties of multifractal products of geometric Gaussian processes with possible long-range dependence and geometric Ornstein-Uhlenbeck processes driven by L\'{e}vy motion and their finite and infinite superpositions. We…
In the Symmetries of Feynman Integrals (SFI) approach, a diagram's parameter space is foliated by orbits of a Lie group associated with the diagram. SFI is related to the important methods of Integrations By Parts and of Differential…
In this paper we introduce a new class of L\'evy processes which we call hypergeometric-stable L\'evy processes, because they are obtained from symmetric stable processes through several transformations and where the Gauss hypergeometric…
The challenge to fruitfully merge state-of-the-art techniques from mathematical finance and numerical analysis has inspired researchers to develop fast deterministic option pricing methods. As a result, highly efficient algorithms to…
In a previous Letter (J. Phys. A v.47 (2014) 212003) we have presented numerical evidence that a Hamiltonian expressed in terms of the generators of the periodic Temperley-Lieb algebra has, in the finite-size scaling limit, a spectrum given…
We define an axiomatic class of L-functions extending the Selberg class. We show in particular that one can recast the traditional conditions of an Euler product, analytic continuation and functional equation in terms of distributional…
Background: The vacuum in the light-front representation of quantum field theory is trivial while vacuum in the equivalent canonical representation of the same theory is non-trivial. Purpose: Understand the relation between the vacuum in…
In this article we introduce a theory of integration for deterministic, operator-valued integrands with respect to cylindrical L\'evy processes in separable Banach spaces. Here, a cylindrical L\'evy process is understood in the classical…
Generalized numbers, arithmetic operators and derivative operators, grouped in four classes based on symmetry features, are introduced. Their building element is the pair of $q$-logarithm/$q$-exponential inverse functions. Some of the…
The method of Feynman-Kac perturbation of quantum stochastic processes has a long pedigree, with the theory usually developed within the framework of processes on von Neumann algebras. In this work, the theory of operator spaces is…
In the present paper we show that the Ito representation of the infinitesimal generator $L$ for Levy processes can be written in a convolution type form. Using the obtained convolution form and the theory of integral equations with…
The stochastic differential equation of McKean-Vlasov type is identified such that the Fokker-Planck equation associated to it is the Boltzmann equation. Hence, we call its solutions as Boltzmann processes. They describe the dynamics (in…
We discuss the Gamma Levy process, including path properties, the inverse process, integrability, and its spin-offs obtained by compounding, exponentiation, and other operations; further extendable to arbitrary sigma-finite continuous Borel…
We are concerned with the Cauchy problem for the KdV equation for nonsmooth locally integrable initial profiles q's which are, in a certain sense, essentially bounded from below and q(x)=O(e^{-cx^{{\epsilon}}}),x\rightarrow+\infty, with…
The study of non-stationary processes whose local form has controlled properties is a fruitful and important area of research, both in theory and applications. We present here a construction of multifractional multistable processes, based…