相关论文: Levy processes in cones of fuzzy vectors

We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…

The paper starts from the observation on the complexity of the manipulation of fuzzy processes that increases very rapidly with the extents of the processes representation. Therefore, a productive approach is to divide the problem into…

Cylindrical probability measures are finitely additive measures on Banach spaces that have sigma-additive projections to Euclidean spaces of all dimensions. They are naturally associated to notions of weak (cylindrical) random variable and…

In this paper we provide a general setting to deal with level continuous fuzzy-valued functions. Namely, we embed such functions into a product of spaces of real-valued functions of two variables satisfying certain types of left-continuity,…

Fractional generalizations of the Poisson process and branching Furry process are considered. The link between characteristics of the processes, fractional differential equations and Levy stable densities are discussed and used for…

We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…

In the most accessible terms this paper presents a convex-geometric approach to the study of fuzzy vectors. Motivated by several key results from the theory of convex bodies, we establish a representation theorem of fuzzy vectors through…

Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…

We continue the investigation of the Levy processes on a q-deformed full Fock space started in a previous paper. First, we show that the vacuum vector is cyclic and separating for the algebra generated by such a process. Next, we describe a…

We consider natural exponential families of Levy processes with randomized parameter. Such processes are Markov, and under suitable assumptions, pairs of such processes with shared randomization can be stitched together into a single…

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…

We consider a multivariate L\'evy process where the first coordinate is a L\'evy process with no negative jumps which is not a subordinator and the others are nondecreasing. We determine the Laplace-Stieltjes transform of the steady-state…

A standard approach to building a fuzzy controller based on stochastic logic uses binary random signals with an average (expected value of a random variable) in the range [0, 1]. A different approach is presented, founded on a…

We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show…

L\'evy stochastic processes, with noise distributed according to a L\'evy stable distribution, are ubiquitous in science. Focusing on the case of a particle trapped in an external harmonic potential, we address the problem of finding…

We study mathematical and computational models for computing the deformation of fiber-reinforced cross-plied laminates due to external forces. This requires an understanding of both micro-structural effects and different sources of…

We provide a version of the stochastic Fubini's theorem which does not depend on the particular stochastic integrator chosen as far as the stochastic integration is built as a continuous linear operator from an $L^p$ space of Banach…

In decision-making problems under uncertainty, probabilistic constraints are a valuable tool to express safety of decisions. They result from taking the probability measure of a given set of random inequalities depending on the decision…

This article gives dual representations for convex integral functionals on the linear space of regular processes. This space turns out to be a Banach space containing many more familiar classes of stochastic processes and its dual can be…