Displaying similar documents to “Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case”

The number of absorbed individuals in branching brownian motion with a barrier

Pascal Maillard (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We study supercritical branching Brownian motion on the real line starting at the origin and with constant drift c . At the point x g t ; 0 , we add an absorbing barrier, i.e. individuals touching the barrier are instantly killed without producing offspring. It is known that there is a critical drift c 0 , such that this process becomes extinct almost surely if and only if c c 0 . In this case, if Z x denotes the number of individuals absorbed at the barrier, we give an asymptotic for P ( Z x = n ) as n goes to infinity....

Fractional integral operators on B p , λ with Morrey-Campanato norms

Katsuo Matsuoka, Eiichi Nakai (2011)

Banach Center Publications

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We introduce function spaces B p , λ with Morrey-Campanato norms, which unify B p , λ , C M O p , λ and Morrey-Campanato spaces, and prove the boundedness of the fractional integral operator I α on these spaces.

Three examples of brownian flows on

Yves Le Jan, Olivier Raimond (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We show that the only flow solving the stochastic differential equation (SDE) on d X t = 1 { X t g t ; 0 } W + ( d t ) + 1 { X t l t ; 0 } d W - ( d t ) , where W + and W - are two independent white noises, is a coalescing flow we will denote by ϕ ± . The flow ϕ ± is a Wiener solution of the SDE. Moreover, K + = 𝖤 [ δ ϕ ± | W + ] is the unique solution (it is also a Wiener solution) of the SDE K s , t + f ( x ) = f ( x ) + s t K s , u ( 1 + f ' ) ( x ) W + ( d u ) + 1 2 s t K s , u f ` ` ( x ) d u for s l t ; t , x and f a twice continuously differentiable function. A third flow ϕ + can be constructed out of the n -point motions of K + . This flow is coalescing and its n -point motion...

Images of Gaussian random fields: Salem sets and interior points

Narn-Rueih Shieh, Yimin Xiao (2006)

Studia Mathematica

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Let X = X ( t ) , t N be a Gaussian random field in d with stationary increments. For any Borel set E N , we provide sufficient conditions for the image X(E) to be a Salem set or to have interior points by studying the asymptotic properties of the Fourier transform of the occupation measure of X and the continuity of the local times of X on E, respectively. Our results extend and improve the previous theorems of Pitt [24] and Kahane [12,13] for fractional Brownian motion.

A uniform dimension result for two-dimensional fractional multiplicative processes

Xiong Jin (2014)

Annales de l'I.H.P. Probabilités et statistiques

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Given a two-dimensional fractional multiplicative process ( F t ) t [ 0 , 1 ] determined by two Hurst exponents H 1 and H 2 , we show that there is an associated uniform Hausdorff dimension result for the images of subsets of [ 0 , 1 ] by F if and only if H 1 = H 2 .

Remarks on q-CCR relations for |q| > 1

Marek Bożejko (2007)

Banach Center Publications

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In this paper we give a construction of operators satisfying q-CCR relations for q > 1: A ( f ) A * ( g ) - A * ( g ) A ( f ) = q N f , g I and also q-CAR relations for q < -1: B ( f ) B * ( g ) + B * ( g ) B ( f ) = | q | N f , g I , where N is the number operator on a suitable Fock space q ( ) acting as Nx₁ ⊗ ⋯ ⊗ xₙ = nx₁ ⊗ ⋯ ⊗xₙ. Some applications to combinatorial problems are also given.

Generalized fractional integrals on central Morrey spaces and generalized λ-CMO spaces

Katsuo Matsuoka (2014)

Banach Center Publications

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We introduce the generalized fractional integrals I ̃ α , d and prove the strong and weak boundedness of I ̃ α , d on the central Morrey spaces B p , λ ( ) . In order to show the boundedness, the generalized λ-central mean oscillation spaces Λ p , λ ( d ) ( ) and the generalized weak λ-central mean oscillation spaces W Λ p , λ ( d ) ( ) play an important role.

Fractional Laplacian with singular drift

Tomasz Jakubowski (2011)

Studia Mathematica

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For α ∈ (1,2) we consider the equation t u = Δ α / 2 u + b · u , where b is a time-independent, divergence-free singular vector field of the Morrey class M 1 - α . We show that if the Morrey norm | | b | | M 1 - α is sufficiently small, then the fundamental solution is globally in time comparable with the density of the isotropic stable process.

Weighted estimates for the iterated commutators of multilinear maximal and fractional type operators

Qingying Xue (2013)

Studia Mathematica

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The following iterated commutators T , Π b of the maximal operator for multilinear singular integral operators and I α , Π b of the multilinear fractional integral operator are introduced and studied: T , Π b ( f ) ( x ) = s u p δ > 0 | [ b , [ b , [ b m - 1 , [ b , T δ ] ] m - 1 ] ] ( f ) ( x ) | , I α , Π b ( f ) ( x ) = [ b , [ b , [ b m - 1 , [ b , I α ] ] m - 1 ] ] ( f ) ( x ) , where T δ are the smooth truncations of the multilinear singular integral operators and I α is the multilinear fractional integral operator, b i B M O for i = 1,…,m and f⃗ = (f1,…,fm). Weighted strong and L(logL) type end-point estimates for the above iterated commutators associated with two classes of multiple...

L p - L q boundedness of analytic families of fractional integrals

Valentina Casarino, Silvia Secco (2008)

Studia Mathematica

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We consider a double analytic family of fractional integrals S z γ , α along the curve t | t | α , introduced for α = 2 by L. Grafakos in 1993 and defined by ( S z γ , α f ) ( x , x ) : = 1 / Γ ( z + 1 / 2 ) | u - 1 | z ψ ( u - 1 ) f ( x - t , x - u | t | α ) d u | t | γ d t / t , where ψ is a bump function on ℝ supported near the origin, f c ( ² ) , z,γ ∈ ℂ, Re γ ≥ 0, α ∈ ℝ, α ≥ 2. We determine the set of all (1/p,1/q,Re z) such that S z γ , α maps L p ( ² ) to L q ( ² ) boundedly. Our proof is based on product-type kernel arguments. More precisely, we prove that the kernel K - 1 + i θ i ϱ , α is a product kernel on ℝ², adapted to the curve t | t | α ; as a consequence, we show...

Perturbing the hexagonal circle packing: a percolation perspective

Itai Benjamini, Alexandre Stauffer (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We consider the hexagonal circle packing with radius 1 / 2 and perturb it by letting the circles move as independent Brownian motions for time t . It is shown that, for large enough t , if 𝛱 t is the point process given by the center of the circles at time t , then, as t , the critical radius for circles centered at 𝛱 t to contain an infinite component converges to that of continuum percolation (which was shown – based on a Monte Carlo estimate – by Balister, Bollobás and Walters to be strictly...

Two-weighted estimates for generalized fractional maximal operators on non-homogeneous spaces

Gladis Pradolini, Jorgelina Recchi (2018)

Czechoslovak Mathematical Journal

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Let μ be a nonnegative Borel measure on d satisfying that μ ( Q ) l ( Q ) n for every cube Q n , where l ( Q ) is the side length of the cube Q and 0 < n d . We study the class of pairs of weights related to the boundedness of radial maximal operators of fractional type associated to a Young function B in the context of non-homogeneous spaces related to the measure μ . Our results include two-weighted norm and weak type inequalities and pointwise estimates. Particularly, we give an improvement of a two-weighted result...

Stable random fields and geometry

Shigeo Takenaka (2010)

Banach Center Publications

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Let (M,d) be a metric space with a fixed origin O. P. Lévy defined Brownian motion X(a); a ∈ M as 0. X(O) = 0. 1. X(a) - X(b) is subject to the Gaussian law of mean 0 and variance d(a,b). He gave an example for M = S m , the m-dimensional sphere. Let Y ( B ) ; B ( S m ) be the Gaussian random measure on S m , that is, 1. Y(B) is a centered Gaussian system, 2. the variance of Y(B) is equal of μ(B), where μ is the uniform measure on S m , 3. if B₁ ∩ B₂ = ∅ then Y(B₁) is independent of Y(B₂). 4. for B i , i = 1,2,..., B i B j = ,...

Results of nonexistence of solutions for some nonlinear evolution problems

Medjahed Djilali, Ali Hakem (2019)

Commentationes Mathematicae Universitatis Carolinae

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In the present paper, we prove nonexistence results for the following nonlinear evolution equation, see works of T. Cazenave and A. Haraux (1990) and S. Zheng (2004), u t t + f ( x ) u t + ( - Δ ) α / 2 ( u m ) = h ( t , x ) | u | p , posed in ( 0 , T ) × N , where ( - Δ ) α / 2 , 0 < α 2 is α / 2 -fractional power of - Δ . Our method of proof is based on suitable choices of the test functions in the weak formulation of the sought solutions. Then, we extend this result to the case of a 2 × 2 system of the same type.

Density of smooth maps for fractional Sobolev spaces W s , p into simply connected manifolds when s 1

Pierre Bousquet, Augusto C. Ponce, Jean Van Schaftingen (2013)

Confluentes Mathematici

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Given a compact manifold N n ν and real numbers s 1 and 1 p &lt; , we prove that the class C ( Q ¯ m ; N n ) of smooth maps on the cube with values into N n is strongly dense in the fractional Sobolev space W s , p ( Q m ; N n ) when N n is s p simply connected. For s p integer, we prove weak sequential density of C ( Q ¯ m ; N n ) when N n is s p - 1 simply connected. The proofs are based on the existence of a retraction of ν onto N n except for a small subset of N n and on a pointwise estimate of fractional derivatives of composition of maps in W s , p W 1 , s p .

Fractional global domination in graphs

Subramanian Arumugam, Kalimuthu Karuppasamy, Ismail Sahul Hamid (2010)

Discussiones Mathematicae Graph Theory

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Let G = (V,E) be a graph. A function g:V → [0,1] is called a global dominating function (GDF) of G, if for every v ∈ V, g ( N [ v ] ) = u N [ v ] g ( u ) 1 and g ( N ( v ) ¯ ) = u N ( v ) g ( u ) 1 . A GDF g of a graph G is called minimal (MGDF) if for all functions f:V → [0,1] such that f ≤ g and f(v) ≠ g(v) for at least one v ∈ V, f is not a GDF. The fractional global domination number γ f g ( G ) is defined as follows: γ f g ( G ) = min|g|:g is an MGDF of G where | g | = v V g ( v ) . In this paper we initiate a study of this parameter.

On the variation of certain fractional part sequences

Michel Balazard, Leila Benferhat, Mihoub Bouderbala (2021)

Communications in Mathematics

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Let b > a > 0 . We prove the following asymptotic formula n 0 | { x / ( n + a ) } - { x / ( n + b ) } | = 2 π ζ ( 3 / 2 ) c x + O ( c 2 / 9 x 4 / 9 ) , with c = b - a , uniformly for x 40 c - 5 ( 1 + b ) 27 / 2 .

From a kinetic equation to a diffusion under an anomalous scaling

Giada Basile (2014)

Annales de l'I.H.P. Probabilités et statistiques

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A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process ( K ( t ) , i ( t ) , Y ( t ) ) on ( 𝕋 2 × { 1 , 2 } × 2 ) , where 𝕋 2 is the two-dimensional torus. Here ( K ( t ) , i ( t ) ) is an autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance. Y ( t ) is an additive functional of K , defined as 0 t v ( K ( s ) ) d s , where | v | 1 for small k . We prove that the rescaled process ( N ln N ) - 1 / 2 Y ( N t ) converges in distribution to a two-dimensional Brownian motion. As a consequence,...

Optimal estimates for the fractional Hardy operator

Yoshihiro Mizuta, Aleš Nekvinda, Tetsu Shimomura (2015)

Studia Mathematica

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Let A α f ( x ) = | B ( 0 , | x | ) | - α / n B ( 0 , | x | ) f ( t ) d t be the n-dimensional fractional Hardy operator, where 0 < α ≤ n. It is well-known that A α is bounded from L p to L p α with p α = n p / ( α p - n p + n ) when n(1-1/p) < α ≤ n. We improve this result within the framework of Banach function spaces, for instance, weighted Lebesgue spaces and Lorentz spaces. We in fact find a ’source’ space S α , Y , which is strictly larger than X, and a ’target’ space T Y , which is strictly smaller than Y, under the assumption that A α is bounded from X into Y and the Hardy-Littlewood...

Limiting behaviour of intrinsic seminorms in fractional order Sobolev spaces

Rémi Arcangéli, Juan José Torrens (2013)

Studia Mathematica

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We collect and extend results on the limit of σ 1 - k ( 1 - σ ) k | v | l + σ , p , Ω p as σ → 0⁺ or σ → 1¯, where Ω is ℝⁿ or a smooth bounded domain, k ∈ 0,1, l ∈ ℕ, p ∈ [1,∞), and | · | l + σ , p , Ω is the intrinsic seminorm of order l+σ in the Sobolev space W l + σ , p ( Ω ) . In general, the above limit is equal to c [ v ] p , where c and [·] are, respectively, a constant and a seminorm that we explicitly provide. The particular case p = 2 for Ω = ℝⁿ is also examined and the results are then proved by using the Fourier transform.

Inverse source problem in a space fractional diffusion equation from the final overdetermination

Amir Hossein Salehi Shayegan, Reza Bayat Tajvar, Alireza Ghanbari, Ali Safaie (2019)

Applications of Mathematics

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We consider the problem of determining the unknown source term f = f ( x , t ) in a space fractional diffusion equation from the measured data at the final time u ( x , T ) = ψ ( x ) . In this way, a methodology involving minimization of the cost functional J ( f ) = 0 l ( u ( x , t ; f ) | t = T - ψ ( x ) ) 2 d x is applied and shown that this cost functional is Fréchet differentiable and its derivative can be formulated via the solution of an adjoint problem. In addition, Lipschitz continuity of the gradient is proved. These results help us to prove the monotonicity and...

Existence and multiplicity of solutions for a fractional p -Laplacian problem of Kirchhoff type via Krasnoselskii’s genus

Ghania Benhamida, Toufik Moussaoui (2018)

Mathematica Bohemica

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We use the genus theory to prove the existence and multiplicity of solutions for the fractional p -Kirchhoff problem - M Q | u ( x ) - u ( y ) | p | x - y | N + p s d x d y p - 1 ( - Δ ) p s u = λ h ( x , u ) in Ω , u = 0 on N Ω , where Ω is an open bounded smooth domain of N , p > 1 , N > p s with s ( 0 , 1 ) fixed, Q = 2 N ( C Ω × C Ω ) , λ > 0 is a numerical parameter, M and h are continuous functions.

Existence Results for a Fractional Boundary Value Problem via Critical Point Theory

A. Boucenna, Toufik Moussaoui (2015)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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In this paper, we consider the following boundary value problem D T - α ( D 0 + α ( D T - α ( D 0 + α u ( t ) ) ) ) = f ( t , u ( t ) ) , t [ 0 , T ] , u ( 0 ) = u ( T ) = 0 D T - α ( D 0 + α u ( 0 ) ) = D T - α ( D 0 + α u ( T ) ) = 0 , where 0 < α 1 and f : [ 0 , T ] × is a continuous function, D 0 + α , D T - α are respectively the left and right fractional Riemann–Liouville derivatives and we prove the existence of at least one solution for this problem.