相关论文: Stochastic Processes and Mean Square Calculus on F…
This paper introduces the concept of Fractal Frenet equations, a set of differential equations used to describe the behavior of vectors along fractal curves. The study explores the analogue of arc length for fractal curves, providing a…
In this paper we analyse random walk on a fractal structure, specifi- cally fractal curves, using the recently develped calculus for fractal curves. We consider only unbiased random walk on the fractal stucture and find out the…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
It is wellknown that the ordinary calculus is inadequate to handle fractal structures and processes and another suitable calculus needs to be developed for this purpose. Recently it was realized that fractional calculus with suitable…
A stochastic calculus is given for processes described by stochastic integrals with respect to fractional Brownian motions and Rosenblatt processes somewhat analogous to the stochastic calculus for It\^{o} processes. These processes for…
Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…
We describe stochastic calculus in the context of processes that are driven by an adapted point process of locally finite intensity and are differentiable between jumps. This includes Markov chains as well as non-Markov processes. By…
In this paper, we give a review of fractal calculus which is an expansion of standard calculus. Fractal calculus is applied for functions which are not differentiable or integrable on totally disconnected fractal sets such as middle-$\mu$…
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 introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…
A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…
It is argued that the evolution of complex phenomena ought to be described by fractional, differential, stochastic equations whose solutions have scaling properties and are therefore random, fractal functions. To support this argument we…
A new calculus on fractal curves, such as the von Koch curve, is formulated. We define a Riemann-like integral along a fractal curve F, called F-alpha-integral, where alpha is the dimension of F. A derivative along the fractal curve called…
We show that a substantial portion of stochastic calculus can be developed along similar lines to ordinary calculus, with derivative-based concepts driving the development. We define a notion of stopping derivative, which is a form of right…
We discuss the formation of stochastic fractals and multifractals using the kinetic equation of fragmentation approach. We also discuss the potential application of this sequential breaking and attempt to explain how nature creats fractals.
In variational phase-field modeling of brittle fracture, the functional to be minimized is not convex, so that the necessary stationarity conditions of the functional may admit multiple solutions. The solution obtained in an actual…
In this manuscript, fractal and fuzzy calculus are summarized. Fuzzy calculus in terms of fractal limit, continuity, its derivative, and integral are formulated. The fractal fuzzy calculus is a new framework that includes fractal fuzzy…
Fractal behaviour, i.e. scale invariance in spatio-temporal dynamics, have been found to describe and model many systems in nature, in particular fluid mechanics and geophysical related geometrical objects, like the convective boundary…
The aim of this article is to overview the problem of mean square optimal estimation of linear functionals which depend on unknown values of periodically correlated stochastic process. Estimates are based on observations of this process and…
Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…