3 papers
math.PR2026
Stochastic Currents of Fractional Brownian Motion: Existence and Regularity
Martin Grothaus, Jose Luis da Silva, Herry Pribawanto Suryawan +1
By using white noise analysis, we study the integral kernel , , of stochastic currents corresponding to fractional Brownian motion with Hurst parameter $…
math.AP2026
Nonlocal, nonlinear Fokker-Planck equations and nonlinear martingale problems
Viorel Barbu, José LuÃs da Silva, Michael Röckner
This work is concerned with the existence of mild solutions and the uniqueness of distributional solutions to nonlinear Fokker-Planck equations with nonlocal operators , w…
math.PR2026
Identification of the residual term in multiplicative self-decomposition using Fox -functions
José LuÃs da Silva, Mohamed Erraoui
Multiplicative self-decomposable laws describe random variables that can be decomposed into a product of a scaled-down version of themselves and an independent residual term. Shanb…