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pro vyhledávání: '"da Silva, Jose L."'
This paper investigates a broad class of non-Gaussian measures, $ \mu_\Psi$, associated with a family of generalized Wright functions, $_m\Psi_q$. First, we study these measures in Euclidean spaces $\mathbb{R}^d$, then define them in an abstract nucl
Externí odkaz:
http://arxiv.org/abs/2405.01665
Autor:
da Silva, José L., Kondratiev, Yuri G.
We study the asymptotic behavior of random time changes of dynamical systems. As random time changes we propose three classes which exhibits different patterns of asymptotic decays. The subordination principle may be applied to study the asymptotic b
Externí odkaz:
http://arxiv.org/abs/2102.13587
Autor:
da Silva, José L., Kondratiev, Yuri
In this paper we study Green measures for certain classes of random time change Markov processes where the random time change are inverse subordinators. We show the existence of the Green measure for these processes under the condition of the existen
Externí odkaz:
http://arxiv.org/abs/2008.03390
Publikováno v:
Stochastics, 2021
The paper is devoted to the existence of integral functionals $\int_0^\infty f(X(t))\,{\mathrm{d}t}$ for several classes of processes in $\mathbb{R}$ with $d\ge 3$. Some examples such as Brownian motion, fractional Brownian motion, compound Poisson p
Externí odkaz:
http://arxiv.org/abs/2006.09140
Autor:
Kondratiev, Yuri, da Silva, José L.
Publikováno v:
Applicable Analysis, 2022
The paper is devoted to the integral functionals $\int_0^\infty f(X_t)\,{\mathrm{d}t}$ of Markov processes in $\X$ in the case $d\ge 3$. It is established that such functionals can be presented as the integrals $\int_{\X} f(y) \G(x, \mathrm{d}y, \ome
Externí odkaz:
http://arxiv.org/abs/2006.09047
Autor:
Kondratiev, Yuri G., da Silva, José L.
Publikováno v:
Methods Funct. Anal. Topology, 26(3), 2020, 241-248
In this paper we study Green measures of certain classes of Markov processes. In particular Brownian motion and processes with jump generators with different tails. The Green measures are represented as a sum of a singular and a regular part given in
Externí odkaz:
http://arxiv.org/abs/2006.07514
Publikováno v:
This paper is now published (in revised form) in Fract. Calc. Appl. Anal. Vol. 24, No 1 (2021), pp. 73-87
We study the long-time behavior of the Cesaro means of fundamental solutions for fractional evolution equations corresponding to random time changes in the Brownian motion and other Markov processes. We consider both stable subordinators leading to e
Externí odkaz:
http://arxiv.org/abs/1902.05039
Publikováno v:
Stochastics and Dynamics, vol. 4, 2050034-1-24, 2020
In this paper we investigate the long time behavior of solutions to fractional in time evolution equations which appear as results of random time changes in Markov processes. We consider inverse subordinators as random times and use the subordination
Externí odkaz:
http://arxiv.org/abs/1901.10015
Akademický článek
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Autor:
Neves, Eula G.A, Koh, Carolina C., Padilha da Silva, José L., Passos, Lívia S.A., Villani, Fernanda N.A., dos Santos, Janete S.C., Menezes, Cristiane A.S., Silva, Vicente R., Tormin, Julia P.A.S., Evangelista, Guilherme F.B., Carvalho, Andréa Teixeira de, Rocha, Manoel Otávio da Costa, Nascimento, Bruno, Gollob, Kenneth John, Nunes, Maria do Carmo P., Dutra, Walderez O.
Publikováno v:
In Cytokine December 2021 148
