B. Roynette, P. ValloisM. Yor (3) 26/05/2008 (1) Institut Elie Cartan, Université Henri Poincaré, B.P. 239, 54506 Vandoeuvre les Nancy Cedex (2) Laboratoire de Probabilités et Modèles Aléatoires, Université Paris VI et VII, 4 place Jussieu Case 188 F 75252 Paris Cedex 05 (3) Institut Universitaire de France Abstract This paper consists of three parts : in the first part, we describe a family of...

In this document the generalized hyperbolic (GH) distribution is explained to the extent which is required to understand the internals of the R package ghyp. Essentially, the density and moment generating functions of the GH distribution and its special cases are provided together with some important properties of the GH family. In addition the algorithm underlying the fitting procedure for the...

We present sufficient conditions for the existence of solutions of second-order two-point boundary value and fractional order functional differential equation problems in a space where self distance is not necessarily zero. For this, first we introduce a Ciric type generalized F-contraction and F- Suzuki contraction in a metric-like space and give relevance to fixed point results. To illustrate...

In this paper, a  fuzzy numerical procedure for solving fuzzy linear Volterra integro-differential equations of the second kind under strong  generalized differentiability is designed. Unlike the existing numerical methods, we do not replace the original fuzzy equation by a $2times 2$ system ofcrisp equations, that is the main difference between our method  and other numerical methods.Error ana...

It is proved that generalized excursion measures can be constructed via time change of Itô’s Brownian excursion measure. A tightness-like condition on strings is introduced to prove a convergence theorem of generalized excursion measures. The convergence theorem is applied to obtain a conditional limit theorem, a kind of invariance principle where the limit is the Bessel meander.

In this article, we prove the existence of extremal positive solution for the distributed order fractional hybrid differential equation$$int_{0}^{1}b(q)D^{q}[frac{x(t)}{f(t,x(t))}]dq=g(t,x(t)),$$using a fixed point theorem in the Banach algebras. This proof is given in two cases of the continuous and discontinuous function $g$, under the generalized Lipschitz and Caratheodory conditions.

A new transformation method is developed using the general sine-Gordon travelling wave reduction equation and a generalized transformation. With the aid of symbolic computation, this method can be used to seek more types of solutions of nonlinear differential equations, which include not only the known solutions derived by some known methods but new solutions. Here we choose the double sine-Gor...

This paper studies axially symmetric vibrations of a liquid-filled poroelastic thin cylinder saturated with two immiscible liquids of infinite extent that is surrounded by an inviscid elastic liquid. By considering the stress free boundaries, the frequency equation is obtained. Particular case, namely, liquid-filled poroelastic cylinder saturated with single liquid is discussed.  When the waven...

Let up denote the normalized, generalized Bessel function of order p which depends on two parameters b and c and let λp(x) = up(x), x ≥ 0. It is proven that under some conditions imposed on p, b, and c the Askey inequality holds true for the function λp , i.e., that λp(x) +λp(y) ≤ 1 +λp(z), where x, y ≥ 0 and z = x + y. The lower and upper bounds for the function λp are also established.