Fractional differential systems and stochastic

• Grant number: 22/09201-8
• Support Opportunities: Research Grants - Visiting Researcher Grant - International
• Start date: April 27, 2023
• End date: May 26, 2023
• Field of knowledge: Physical Sciences and Mathematics - Mathematics
• Principal Investigator: Jayme Morandi Vaz
• Grantee: Jayme Morandi Vaz
• Visiting researcher: Nikolai Leonenko
• Visiting researcher institution: Cardiff University , Wales
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• City of the host institution: Campinas

Abstract

This project concerns the visit of Prof. Nikolai Leonenko (Cardiff University - UK) to the University of Campinas, having as host Prof. Jayme Vaz from IMECC, during 30 days, as in the call CONFAP-CNPq-UK acaemies 2022. The purpose of the visit is to study some problems outlined in the research project concerning fractional differential systems and stochastic processes. Topics of research include fractional Schrodinger equation, non-local diffusion processes, etc. (AU)

Scientific publications

(8)

(The scientific publications listed on this page originate from the Web of Science or SciELO databases. Their authors have cited FAPESP grant or fellowship project numbers awarded to Principal Investigators or Fellowship Recipients, whether or not they are among the authors. This information is collected automatically and retrieved directly from those bibliometric databases.)

ALGHAMDI, MAHA MOSAAD A.; LEONENKO, NIKOLAI; OLENKO, ANDRIY. Multiscaling limit theorems for stochastic FPDE with cyclic long-range dependence. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, v. 39, n. 2, p. 22-pg., 2025-06-01. (22/09201-8)

SINGLA, KOMAL; LEONENKO, NIKOLAI. On solutions of fractional nonlinear Fokker-Planck equation. FRACTIONAL CALCULUS AND APPLIED ANALYSIS, v. 28, n. 3, p. 12-pg., 2025-04-30. (22/09201-8)

LEONENKO, N.; OLENKO, A.; VAZ, J.. On fractional spherically restricted hyperbolic diffusion random field. COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, v. 131, p. 15-pg., 2024-01-23. (22/09201-8)

LEONENKO, NIKOLAI; RUIZ-MEDINA, M. DOLORES. High-Level Moving Excursions for Spatiotemporal Gaussian Random Fields with Long Range Dependence. Journal of Statistical Physics, v. 192, n. 2, p. 29-pg., 2025-01-16. (22/09201-8)

BEGHIN, LUISA; LEONENKO, NIKOLAI; PAPIC, IVAN; VAZ, JAYME. Stretched non-local Pearson diffusions. Stochastic Processes and their Applications, v. 195, p. 24-pg., 2026-05-01. (22/09201-8, 24/17510-6)

KOVTUN, ANASTASIIA; LEONENKO, NIKOLAI; PEPELYSHEV, ANDREY. Singular properties of high-order spectral densities of supOU processes. COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, v. 153, p. 17-pg., 2026-02-01. (22/09201-8)

LEONENKO, NIKOLAI; MAINI, LEONARDO; NOURDIN, IVAN; PISTOLATO, FRANCESCA. Limit theorems for p-domain functionals of stationary Gaussian fields. ELECTRONIC JOURNAL OF PROBABILITY, v. 29, p. 34-pg., 2024-01-01. (22/09201-8)

LEONENKO, NIKOLAI N.; LIU, ANQI; SHCHESTYUK, NATALIYA. Student Models for a Risky Asset with Dependence: Option Pricing and Greeks. AUSTRIAN JOURNAL OF STATISTICS, v. N/A, p. 28-pg., 2024-09-17. (22/09201-8)