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On the basis of perturbed Kolmogorov backward equations and path integral representation, we unify the derivations of the linear response theory and transient fluctuation theorems for continuous diffusion processes from a backward point of…
We discuss modifications in the integral representation of the Riemann zeta-function that lead to generalizations of the Riemann functional equation that preserves the symmetry $s\to (1-s)$ in the critical strip. By modifying one integral…
A new representation for a regular solution of the radial Dirac system of a special form is obtained. The solution is represented as a Neumann series of Bessel functions uniformly convergent with respect to the spectral parameter. For the…
We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evolution, they appear as diffusion limits in the asymptotic…
In this article, we describe a simple class of models of absorbed diffusion processes with parameter, whose conditional law exhibits a transcritical bifurcation. Our proofs are based on the description of the set of quasi-stationary…
We develop a general framework for finding error estimates for convection-diffusion equations with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional diffusion operators…
This paper is concerned with the transient dynamics described by the solutions of the reaction-diffusion equations in which the reaction term consists of a combination of a superlinear power-law absorption and a time-independent point…
We study a fractional diffusion problem in the divergence form in one space dimension. We define a notion of the viscosity solution. We prove existence of viscosity solutions to the fractional diffusion problem with the Dirichlet boundary…
In this paper we extend the Zeta function regularization technique, which gives a meaningful solution to divergent power series, in order to assign finite values to divergent integral of certain transcendental functions $f(x)$. The…
The existence of a homogeneous decomposition for continuous and epi-translation invariant valuations on super-coercive functions is established. Continuous and epi-translation invariant valuations that are epi-homogeneous of degree $n$ are…
We consider inference of the parameters of the diffusion term for Cox-Ingersoll-Ross and similar processes with a power type dependence of the diffusion coefficient from the underlying process. We suggest some original pathwise estimates…
The purpose of this article is to give another proof on the existence of a diffusion on a junction, which has been already done by M.Freidlin and S-J.Sheu, in Diffusion processes on graphs, (2000). We generalize the result to time dependent…
We introduce Functional Diffusion Processes (FDPs), which generalize score-based diffusion models to infinite-dimensional function spaces. FDPs require a new mathematical framework to describe the forward and backward dynamics, and several…
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…
This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…
We show a probabilistic functional limit result for one-dimensional diffusion processes that are reflected at an elastic boundary which is a function of the reflection local time. Such processes are constructed as limits of a sequence of…
We consider the explicit solution to the axisymmetric diffusion equation. We recast the solution in the form of a Mellin inversion formula, and outline a method to compute a formula for $u(r,t)$ as a series using the Cauchy residue theorem.…
We calculate some infinite sums containing the digamma function in closed-form. These sums are related either to the incomplete beta function or to the Bessel functions. The calculations yield interesting new results as by-products, such as…
The concept of the derivative-dependent functional separable solution, as a generalization to the functional separable solution, is proposed. As an application, it is used to discuss the generalized nonlinear diffusion equations based on…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…