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Fractional Fokker-Planck-Kolmogorov type Equations and their Associated Stochastic Differential Equations

Hahn, Marjorie, Umarov, Sabir (2011)

Fractional Calculus and Applied Analysis

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...

Fredholm determinants

Henry McKean (2011)

Open Mathematics

The article provides with a down to earth exposition of the Fredholm theory with applications to Brownian motion and KdV equation.

Free Boundary Problems Associated with Multiscale Tumor Models

A. Friedman (2009)

Mathematical Modelling of Natural Phenomena

The present paper introduces a tumor model with two time scales, the time t during which the tumor grows and the cycle time of individual cells. The model also includes the effects of gene mutations on the population density of the tumor cells. The model is formulated as a free boundary problem for a coupled system of elliptic, parabolic and hyperbolic equations within the tumor region, with nonlinear and nonlocal terms. Existence and uniqueness theorems are proved, and properties of the free boundary...

Gaussian measures associated to the higher order conservation laws of the Benjamin-Ono equation

Nikolay Tzvetkov, Nicola Visciglia (2013)

Annales scientifiques de l'École Normale Supérieure

Inspired by the work of Zhidkov on the KdV equation, we perform a construction of weighted Gaussian measures associated to the higher order conservation laws of the Benjamin-Ono equation. The resulting measures are supported by Sobolev spaces of increasing regularity. We also prove a property on the support of these measures leading to the conjecture that they are indeed invariant by the flow of the Benjamin-Ono equation.

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