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It is a challenging issue to analyze complex dynamics from observed and simulated data. An advantage of extracting dynamic behaviors from data is that this approach enables the investigation of nonlinear phenomena whose mathematical models…
To model subsurface flow in uncertain heterogeneous\ fractured media an elliptic equation with a discontinuous stochastic diffusion coefficient - also called random field - may be used. In case of a one-dimensional parameter space, L\'evy…
Estimation methods for the L\'{e}vy density of a L\'{e}vy process are developed under mild qualitative assumptions. A classical model selection approach made up of two steps is studied. The first step consists in the selection of a good…
Undirected graphical models are a widely used class of probabilistic models in machine learning that capture prior knowledge or putative pairwise interactions between variables. Those interactions are encoded in a graph for pairwise…
In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a L\'evy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying…
We study the Cauchy problem for a general inhomogeneous linear moment partial differential equation of two complex variables with constant coefficients, where the inhomogeneity is given by the formal power series. We state sufficient…
We introduce a class of L\'{e}vy processes subject to specific regularity conditions, and consider their Feynman-Kac semigroups given under a Kato-class potential. Using new techniques, first we analyze the rate of decay of eigenfunctions…
By introducing a second complex variable, the integral relation between a complex density and the corresponding positive distribution is derived. Together with the positivity and normalizability conditions, this sum rule allows to construct…
We propose the extension of the position space approach to Feynman integrals from the banana family to generic Feynman diagrams. Our approach is based on getting rid of integration in position space and then writing differential equations…
Interval graphs are intersection graphs of closed intervals of the real-line. The well-known computational problem, called recognition, asks whether an input graph $G$ can be represented by closed intervals, i.e., whether $G$ is an interval…
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…
In this talk we discuss mathematical structures associated to Feynman graphs. Feynman graphs are the backbone of calculations in perturbative quantum field theory. The mathematical structures -- apart from being of interest in their own…
We present a refinement of Ramsey numbers by considering graphs with a partial ordering on their vertices. This is a natural extension of the ordered Ramsey numbers. We formalize situations in which we can use arbitrary families of…
The influence functional method of Feynman and Vernon is used to obtain a quantum master equation for a Brownian system subjected to a Levy stable random force. The corresponding classical transport equations for the Wigner function are…
In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…
In this paper conditions, under which an integro-differential operator is a linear automorphism, are provided. Alternatively, the problem can be considered in terms of existence of a unique formal power series solution for a linear Cauchy…
This paper derives the Feynman rules for the diagrammatic perturbation expansion of the effective action around an arbitrary solvable problem. The perturbation expansion around a Gaussian theory is well known and composed of one-line…
We present a method to accelerate the numerical evaluation of spatial integrals of Feynman diagrams when expressed on the real frequency axis. This can be realized through use of a renormalized perturbation expansion with a constant but…
A variational principle is developed for fractional kinetics based on the auxiliary-field formalism. It is applied to the Fokker-Planck equation with spatio-temporal fractionality, and a variational solution is obtained with the help of the…