On Some Open Problems in Spatial Fractional Integration
Fractal and FractionalSome open problems regarding fractional powers of the negative generator of a discrete-time random walk and a Markov process are discussed. The suggested approach combines analytic and probabilistic ideas and may be useful for developing fractional ...
Donatas Surgailis
doaj +1 more source
A NEW REPRESENTATION RESULT FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH INFINITE MARKOV JUMPS AND MULTIPLICATIVE NOISE [PDF]
Fiabilitate şi Durabilitate, 2012 In this paper we give a new representation of the conditional mean square of the solutions for a classof stochastic differential linear equations with infinite Markov jumps (SDELMs) and multiplicative noise. Theobtained result is related to the solutions
Viorica Maria Ungureanu
doaj
Dirichlet Forms Constructed from Annihilation Operators on Bernoulli Functionals
Advances in Mathematical Physics, 2017 The annihilation operators on Bernoulli functionals (Bernoulli annihilators, for short) and their adjoint operators satisfy a canonical anticommutation relation (CAR) in equal-time.
Caishi Wang, Beiping Wang
doaj +1 more source
Fixed Point Theorems for Middle Point Linear Operators in
Fixed Point Theory and Applications, 2008 We introduce the notion of middle point linear operators. We prove a fixed point result for middle point linear operators in . We then present some examples and, as an application, we derive a Markov-Kakutani type fixed point result for commuting family
Martellotti Anna, Chermisi Milena
doaj
Polynomial Approximation on Unbounded Subsets and the Markov Moment Problem
International Journal of Analysis and Applications, 2013 We start this review paper by recalling some known and relatively recent results in polynomial approximation on unbounded subsets. These results allow approximation of nonnegative continuous functions with compact support contained in the first quadrant ...
Octav Olteanu
doaj +2 more sources
SOLUTION APPROXIMATIONS FOR LYAPUNOV TYPE EQUATIONS ASSOCIATED WITH LINEAR STOCHASTIC EQUATIONS WITH UNBOUNDED COEFFICIENTS AND COUNTABLY INFINITE MARKOV JUMPS [PDF]
Fiabilitate şi Durabilitate, 2018 This paper discuses solution properties of the Lyapunov-type equations (LEs), associated with a class of linear stochastic equations with unbounded coefficients and countably infinite Markov jumps.
Iuliana Carmen BĂRBĂCIORU +1 more
doaj
On the equivalence of operator and combinatorial approaches for onestep random Markov processes
, 2022 Е. A. Ayryan +2 more
openalex +2 more sources
Estimating the spectral gap of a trace-class Markov operator [PDF]
, 2017 Qian Qin, James P. Hobert, Kshitij Khare
openalex +1 more source
Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors [PDF]
, 1978 Milton Rosenberg
openalex +1 more source