Results 1 to 10 of about 915 (217)

Additive Functionals of Several Lévy Processes and Intersection Local Times

open access: yesThe Annals of Probability, 1999
The paper is about sufficient conditions for the space-time continuity of: (i) intersection local times for \(n\) independent strongly symmetric (i.e., admitting a symmetric transition density) Lévy processes; (ii) continuous additive functionals of several independent strongly symmetric Lévy processes; (iii) \(n\)-fold ``near'' intersection local ...
Marcus, Michael B., Rosen, Jay
openaire   +5 more sources

Spectral theory of fluctuations in time-average statistical mechanics of reversible and driven systems

open access: yesPhysical Review Research, 2020
We present a spectral-theoretic approach to time-average statistical mechanics for general, nonequilibrium initial conditions. We consider the statistics of bounded, local additive functionals of reversible as well as irreversible ergodic stochastic ...
Alessio Lapolla   +2 more
doaj   +2 more sources

On the localized and periodic solutions to the time-fractional Klein-Gordan equations: Optimal additive function method and new iterative method

open access: yesOpen Physics, 2023
AbstractThis investigation explores two numerical approaches: the optimal auxiliary function method (OAFM) and the new iterative method (NIM). These techniques address the physical fractional-order Klein-Gordon equations (FOKGEs), a class of partial differential equations (PDEs) that model various physical phenomena in engineering and diverse plasma ...
Mukhtar Safyan   +5 more
openaire   +2 more sources

Gaussian approximation of dynamic cavity equations for linearly-coupled stochastic dynamics

open access: yesSciPost Physics
Stochastic dynamics on sparse graphs and disordered systems often lead to complex behaviors characterized by heterogeneity in time and spatial scales, slow relaxation, localization, and aging phenomena. The mathematical tools and approximation techniques
Mattia Tarabolo, Luca Dall'Asta
doaj   +1 more source

On some limit theorems for occupation times of one dimensional Brownian motion and its continuous additive functionals locally of zero energy

open access: yesKyoto Journal of Mathematics, 1986
Let \(B_ t\) be a standard Brownian motion and f be a continuous function. The author investigates the convergence in law on the space of continuous functions for the family of stochastic processes \(\xi_{\lambda}(t)=a_{\lambda}\int^{\lambda t}_{0}f(B_ s)ds\) as \(\lambda\to \infty\).
openaire   +3 more sources

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