Related papers: Iterated logarithm law for anticipating stochastic…

We calculate the formal analytic expansions of certain formal translations in a space of formal iterated logarithmic and exponential variables. The results show how the algebraic structure naturally involves the Stirling numbers of the…

The paper is concerned with estimating the number of integers smaller than $x$ whose largest prime divisor is smaller than $y$, denoted $\psi (x,y)$. Much of the related literature is concerned with approximating $\psi (x,y)$ by Dickman's…

We extend the matrix-resolvent method for computing logarithmic derivatives of tau-functions to the Ablowitz--Ladik hierarchy. In particular, we derive a formula for the generating series of the logarithmic derivatives of an arbitrary…

Following the ideas of F. Russo and P. Vallois we use the notion of forward integral to introduce a new stochastic integral respect to the cylindrical Winer process. This integral is an extension of the classical integral. As an…

We show that an interesting class of functionals of stochastic differential equations can be approximated by a Chen-Fliess series of iterated stochastic integrals and give a L^{2} error estimate, thus generalizing the standard stochastic…

We apply the recently developed theory of symmetry of stochastic differential equations to a stochastic version of the logistic equation, obtaining an explicit integration, i.e. an explicit formula for the process in terms of any single…

For the approximation and simulation of twofold iterated stochastic integrals and the corresponding L\'{e}vy areas w.r.t. a multi-dimensional Wiener process, we review four algorithms based on a Fourier series approach. Especially, the very…

Let $X:=\{X(t)\}_{t\ge0}$ be a generalized fractional Brownian motion given by $$ \{X(t)\}_{t\ge0}\overset{d}{=}\left\{ \int_{\mathbb R} \left((t-u)_+^{\alpha}-(-u)_+^{\alpha} \right) |u|^{-\gamma/2} B(du) \right\}_{t\ge0}, $$ with…

We show that for almost every map in a transversal one-parameter family of piecewise expanding unimodal maps the Birkhoff sum of suitable observables along the forward orbit of the turning point satisfies the law of iterated logarithm. This…

In this paper, we consider the following logarithmic Schr\"odinger equation \[ -\Delta u + V(x)u = u \log u^{2},\quad x\in\mathbb{R}^{N}. \] Assuming that \(V\in C(\mathbb{R}^{N},\mathbb R)\), \(V\) is bounded away from zero, and…

Lacunary function systems of type $(f(M_nx))_{n\geq 1}$ for periodic functions $f$ and sequences of fast-growing matrices $(M_n)_{n\geq 1}$ exhibit many properties of independent random variables like satisfying the Central Limit Theorem or…

We extend the Ito -to- Stratonovich analysis or quantum stochastic differential equations, introduced by Gardiner and Collett for emission (creation), absorption (annihilation) processes, to include scattering (conservation) processes.…

We prove a uniform functional law of the logarithm for the local empirical process. To accomplish this we combine techniques from classical and abstract empirical process theory, Gaussian distributional approximation and probability on…

We study the small time path behavior of double stochastic integrals of the form $\int_0^t(\int_0^rb(u) dW(u))^T dW(r)$, where $W$ is a $d$-dimensional Brownian motion and $b$ is an integrable progressively measurable stochastic process…

We study a nonlinear stochastic partial differential equation whose solution is the conditional log-Laplace functional of a superprocess in a random environment. We establish its existence and uniqueness by smoothing out the nonlinear term…

In this article we present logarithmic methods for solving first order and second order ordinary differential equations. The essence of the method is that we apply the basic properties derivatives and logarithms to reduce the number of…

The article is devoted to the expansions of iterated Ito stochastic integrals based on generalized multiple Fourier series converging in the sense of norm in the space $L_2([t, T]^k),$ $k\in\mathbb{N}.$ The method of generalized multiple…

Chen's iterated integrals may be generalized by interpolation of functions of the positive integer number of times which particular forms are iterated in integrals along specific paths, to certain complex values. These generalized iterated…

We derive laws of the iterated logarithm for random walks on random conductance models under the assumption that the random walks enjoy long time sub-Gaussian heat kernel estimates.

This paper is the continuation of the paper arXiv:1509.06950, which is Part I under the same title. In this paper, we prove a generalized Cauchy formula for the integrals of logarithmic forms on products of projective lines, and give an…