Generalized Fractional Calculus for Gompertz-Type Models

This paper focuses on the construction of deterministic and stochastic extensions of the Gompertz curve by means of generalized fractional derivatives induced by complete Bernstein functions. Precisely, we first introduce a class of linear stochastic equations involving a generalized fractional integral and we study the properties of its solutions. This is done by proving the existence and uniqueness of Gaussian solutions of such equations via a fixed point argument and then by showing that, under suitable conditions, the expected value of the solution solves a generalized fractional linear equation. Regularity of the absolute p-moment functions is proved by using generalized Grönwall inequalities. Deterministic generalized fractional Gompertz curves are introduced by means of Caputo-type generalized fractional derivatives, possibly with respect to other functions. Their stochastic counterparts are then constructed by using the previously considered integral equations to define a rate process and a generalization of lognormal distributions to ensure that the median of the newly constructed process coincides with the deterministic curve.

A Gneiting-Like Method for Constructing Positive Definite Functions on Metric Spaces

This paper is concerned with the construction of positive definite functions on a cartesian product of quasi-metric spaces using generalized Stieltjes and complete Bernstein functions. The results we prove are aligned with a well-established method of T. Gneiting to construct space-time positive definite functions and its many extensions. Necessary and sufficient conditions for the strict positive definiteness of the models are provided when the spaces are metric.

Perturbation determinants on Banach spaces and operator differentiability for Hirsch functional calculus

We consider a perturbation determinant for pairs of nonpositive (in a sense of Komatsu) operators on Banach space with nuclear difference and prove the formula for the logarithmic derivative of this determinant. To this end the Frechet differentiability of operator monotonic (negative complete Bernstein) functions of negative and nonpositive operators on Banach spaces is investigated. The results may be regarded as a contribution to the Hirsch functional calculus.

Censored symmetric Lévy-type processes

We examine three equivalent constructions of a censored symmetric purely discontinuous Lévy process on an open set D; via the corresponding Dirichlet form, through the Feynman–Kac transform of the Lévy process killed outside of D and from the same killed process by the Ikeda–Nagasawa–Watanabe piecing together procedure. By applying the trace theorem on n-sets for Besov-type spaces of generalized smoothness associated with complete Bernstein functions satisfying certain scaling conditions, we analyze the boundary behavior of the corresponding censored Lévy process and determine conditions under which the process approaches the boundary {\partial D} in finite time. Furthermore, we prove a stronger version of the 3G inequality and its generalized version for Green functions of purely discontinuous Lévy processes on κ-fat open sets. Using this result, we obtain the scale invariant Harnack inequality for the corresponding censored process.