We discuss stochastic representations of advection diffusion equations with variable diffusivity, stochastic integrals of motion and generalized relative entropies.

There are presented the basic operations on real intervals: pseudo-addition and pseudo multiplication which induce the semiring structure. Application of special pseudo-operations on the unit interval: t-norms and t-conorms, in the theory of fuzzy sets and fuzzy logics are given. Pseudo-convolution as a generalization of the classical convolution is given, with many important special cases. Fur...

In this paper, we study the stability under convolution of the maximizing distributions of the Tsallis entropy under energy constraint (called hereafter Tsallis distributions). These distributions are shown to obey three important properties: a stochastic representation property, an orthogonal invariance property and a duality property. As a consequence of these properties, the behaviour of Tsa...

In this article we consider the stochastic heat equation in [0, T ]× Rd, driven by a sequence (β)k of i.i.d. fractional Brownian motions of index H > 1/2 and random multiplication functions (g)k. The stochastic integrals are of Hitsuda-Skorohod type and the solution is interpreted in the weak sense. Using Malliavin calculus techniques, we prove the existence and uniqueness of the solution in a ...

We study the limit of functionals of stochastic processes for which an homogenization result holds. All these functionals involve stochastic integrals. Among them, we consider more particularly the Lévy area and those giving the solutions of some SDEs. The main question is to know whether or not the limit of the stochastic integrals is equal to the stochastic integral of the limit of each of it...

Using fractional calculus we define integrals of the form ∫ b a f(xt)dyt, where x and y are vector-valued Hölder continuous functions of order β ∈ ( 1 3 , 1 2 ) and f is a continuously differentiable function such that f ′ is λ-Höldr continuous for some λ > 1 β − 2. Under some further smooth conditions on f the integral is a continuous functional of x, y, and the tensor product x ⊗ y with respe...

In this paper we prove two extrapolation theorems for related weights. The theorems proved by C. Segovia and J.L. Torrea in [C. Segovia and J.L. Torrea, Weighted inequalities for commutators of fractional and singular integrals. Publ. Mat. 35 (1991) 209-235] are adapted for one-sided weights. We apply these extrapolation theorems to improve weighted inequalities for commutators (with symbol b d...