相关论文: Integral representations of periodic and cyclic fr…
Self-similar stable mixed moving average processes can be related to nonsingular flows through their minimal representations. Self-similar stable mixed moving averages related to dissipative flows have been studied, as well as processes…
We study stationary stable processes related to periodic and cyclic flows in the sense of Rosinski [Ann. Probab. 23 (1995) 1163-1187]. These processes are not ergodic. We provide their canonical representations, consider examples and show…
We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…
We study integral representations of random variables with respect to general H\"older continuous processes and with respect to two particular cases; fractional Brownian motion and mixed fractional Brownian motion. We prove that arbitrary…
The dynamical systems of identical particles admitting quadratic integrals of motion are classified. The relevant integrals are explicitly constructed and their relation to separation of variables in H-J equation is clarified.
A set of exact integrals of motion is found for systems driven by homogenous isotropic stochastic flow. The integrals of motion describe the evolution of (hyper-)surfaces of different dimensions transported by the flow, and can be expressed…
For system of two ordinary differential equations of the second order representing autonomous non-conservative holonomic mechanical system, in case of dynamics such as one-frequency periodical oscillations, is found integrated invariant of…
An elementary system leading to the notions of fractional integrals and derivatives is considered. Various physical situations whose description is associated with fractional differential equations of motion are discussed.
We prove change of variables formulas [It\^o formulas] for functions of both arithmetic and geometric averages of geometric fractional Brownian motion. They are valid for all convex functions, not only for smooth ones. These change of…
The set of infinite-dimensional, symmetric stable tail dependence functions associated with exchangeable max-stable sequences of random variables with unit Fr\'echet margins is shown to be a simplex. Except for a single element, the…
The fractional stable motion is a prototypical stochastic process exhibiting both heavy tails and long-range dependence, parameterized via a stability index $\alpha$ and a Hurst exponent $H$. We consider a nonstationary extension where the…
It is shown that the kinematic system describing planar non-steady motions of ideal fibre-reinforced fluids may be reduced to a single two-dimensional third-order partial differential equation in which time enters parametrically. A…
It is shown that physical mechanics for pointlike bodies can be effectively modeled in terms of the action of transformation groups that act as symmetries of the solutions of systems of differential equations that describe the integrability…
Regularized coherent-state functional integrals are derived for ensembles of identical bosons on a lattice, the regularization being a discretization of Euclidian time. Convergence of the time-continuum limit is shown for various…
This work defines two classes of processes, that we term {\it tempered fractional multistable motion} and {\it tempered multifractional stable motion}. They are extensions of fractional multistable motion and multifractional stable motion,…
Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…
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…
In this paper we investigate the parametric inference for the linear fractional stable motion in high and low frequency setting. The symmetric linear fractional stable motion is a three-parameter family, which constitutes a natural…
The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…
We consider the line, surface and volume elements of fluid in stationary isotropic incompressible stochastic flow in $d$-dimensional space and investigate the long-time evolution of their statistic properties. We report the discovery of a…