Fractional flux and non-normal diffusion.
Fractional Fokker-Planck-Kolmogorov type Equations and their Associated Stochastic Differential Equations
MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf GorenfloThere is a well-known relationship between the Itô stochastic differential equations (SDEs) and the associated partial differential equations called Fokker-Planck equations, also called Kolmogorov equations. The Brownian motion plays the role of the basic driving process for SDEs. This paper provides fractional generalizations of the triple relationship between the driving process, corresponding...
Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series
We introduce a fractional Langevin equation with α-stable noise and show that its solution is the stationary α-stable Ornstein-Uhlenbeck-type process recently studied by Taqqu and Wolpert. We examine the asymptotic dependence structure of via the measure of its codependence r(θ₁,θ₂,t). We prove that is not a long-memory process in the sense of r(θ₁,θ₂,t). However, we find two natural continuous-time analogues of fractional ARIMA time series with long memory in the framework of the Langevin...
Fractional Laplacian with singular drift
For α ∈ (1,2) we consider the equation , where b is a time-independent, divergence-free singular vector field of the Morrey class . We show that if the Morrey norm is sufficiently small, then the fundamental solution is globally in time comparable with the density of the isotropic stable process.
Fractional multiplicative processes
Statistically self-similar measures on [0, 1] are limit of multiplicative cascades of random weights distributed on the b-adic subintervals of [0, 1]. These weights are i.i.d., positive, and of expectation 1/b. We extend these cascades naturally by allowing the random weights to take negative values. This yields martingales taking values in the space of continuous functions on [0, 1]. Specifically, we consider for each H∈(0, 1) the martingale (Bn)n≥1 obtained when the weights take the values −b−H...
Fractional Ornstein-Uhlenbeck processes.
Fractional Poisson processes and related planar random motions.
Fractions continues multidimensionnelles et lois stables
Fragmentation of ordered partitions and intervals.
Fragmentation-Coagulation Models of Phytoplankton
We present two new models of the dynamics of phytoplankton aggregates. The first one is an individual-based model. Passing to infinity with the number of individuals, we obtain an Eulerian model. This model describes the evolution of the density of the spatial-mass distribution of aggregates. We show the existence and uniqueness of solutions of the evolution equation.
Fragmenting random permutations.
Fredholm determinants
The article provides with a down to earth exposition of the Fredholm theory with applications to Brownian motion and KdV equation.
Fredholm random operators and random subspaces in Banach spaces
Free and classical entropy over the circle.
Free area estimation in a dynamic germ-grain model with renewal dropping process.
Free boundary problem from stochastic lattice gas model
Free cumulants of some probability measures
Free generalized gamma convolutions.
Free powers of the free Poisson measure
We compute moments of the measures , where ϖ denotes the free Poisson law, and ⊞ and ⊠ are the additive and multiplicative free convolutions. These moments are expressed in terms of the Fuss-Narayana numbers.
Free uniform measures