Moment sequences and abstract Cauchy problems

Plemelj Formula of Cauchy-Type Integral of Random Process with Second Order Moment

The research is Supported by Natural Science Foundation of Fujian Province, China (2007J0183). Abstract Under the condition of arc-wise smooth path of integration, the Plemelj formula of Cauchy-type integral on random process with second order moment is obtained.

Bayesian Prediction Intervals under Bivariate Truncated Generalized Cauchy Distribution

Ateya and Madhagi (2011) introduced a multivariate form of truncated generalized Cauchy distribution (TGCD), which introduced by Ateya and Al-Hussaini (2007). The multivariate version of (TGCD) is denoted by (MVTGCD). Among the features of this form are that subvectors and conditional subvectors of random vectors, distributed according to this distribution, have the same form of distribution ...

Stochastic Solutions for Fractional Cauchy Problems

Every infinitely divisible law defines a convolution semigroup that solves an abstract Cauchy problem. In the fractional Cauchy problem, we replace the first order time derivative by a fractional derivative. Solutions to fractional Cauchy problems are obtained by subordinating the solution to the original Cauchy problem. Fractional Cauchy problems are useful in physics to model anomalous diffus...

Inhomogeneous Two-Parameter Abstract Cauchy Problem

Abstract Cauchy problems and stochastic integral equations

Cauchy problems and stochastic integral equations Bachelor thesis, June 21, 2011 Thesis supervisor: dr. O. van Gaans Mathematisch Instituut, Universiteit Leiden