Related papers: Iterated logarithm law for anticipating stochastic…

This note is concerned with an important for modelling question of existence of solutions of stochastic partial differential equations as proper stochastic processes, rather than processes in the generalized sense. We consider a first order…

In this paper, we consider a second order nonlinear ordinary differential equation of the form $\ddot{x}+k_1\frac{\dot{x}^2}{x}+(k_2+k_3x)\dot{x}+k_4x^3+k_5x^2+k_6x=0$, where $k_i$'s, $i=1,2,...,6,$ are arbitrary parameters. By using the…

The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to…

We present explicit expressions for multi-fold logarithmic integrals that are equivalent to sums over polygamma functions at integer argument. Such relations find application in perturbative quantum field theory, quantum chemistry, analytic…

The article is devoted to a new proof of the expansion for iterated Ito stochastic integrals with respect to the components of a multidimensional Wiener process. The above expansion is based on Hermite polynomials and generalized multiple…

A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…

Buraczewski et al (2023) proved a functional limit theorem (FLT) and a law of the iterated logarithm (LIL) for a random Dirichlet series $\sum_{k\geq 2}(\log k)^\alpha k^{-1/2-s}\eta_k$ as $s\to 0+$, where $\alpha>-1/2$ and $\eta_1$,…

Linear Logic refines Intuitionnistic Logic by taking into account the resources used during the proof and program computation. In the past decades, it has been extended to various frameworks. The most famous are indexed linear logics which…

By using a change of scale and space, we study a class of stochastic differential equations (SDEs) whose solutions are drift--perturbed and exhibit behaviour analogous to standard Brownian motion including to the Law of the Iterated…

It is known that for any smooth periodic function $f$ the sequence $(f(2^kx))_{k\ge 1}$ behaves like a sequence of i.i.d.\ random variables, for example, it satisfies the central limit theorem and the law of the iterated logarithm. Recently…

The problem of the Taylor-Ito and Taylor-Stratonovich expansions of the Ito stochastic processes in a neighborhood of a fixed moment of time is considered. The classical forms of the Taylor-Ito and Taylor-Stratonovich expansions are…

We establish existence, uniqueness, and Sobolev and H\"older regularity results for the stochastic partial differential equation $$ du=\left(\sum_{i,j=1}^d a^{ij}u_{x^ix^j}+f^0+\sum_{i=1}^d f^i_{x^i}\right)dt+\sum_{k=1}^{\infty}g^kdw^k_t,…

Consider nonlinear Schr\"odinger equations with small nonlinearities \[\frac{d}{dt}u+i(-\triangle u+V(x)u)=\epsilon \mathcal{P}(\triangle u,u,x),\quad x\in \mathbb{T}^d.\eqno{(*)}\] Let $\{\zeta_1(x),\zeta_2(x),\dots\}$ be the $L_2$-basis…

In this paper, we prove a couple of new nonlinear functional inequalities of Sobolev type akin to the logarithmic Sobolev inequality. In particular, one of the inequalities reads $$ \int_{\mathbb{S}^1}\arctan\left(\frac{\partial_x…

In this paper, we establish some new Ostrowski's type inequalities for m- and (alpha,m)- logarithmically convex functions by using the Riemann-Liouville fractional integrals.

We extend a law of the single logarithm for delayed sums by Lai to delayed sums of random fields. A law for subsequences, which also includes the one-dimensional case, is obtained in passing.

This paper studies the existence and global stability of generalized Ornstein-Uhlenbeck process for affine stochastic functional differential equations. Various very basic and important properties are established. In the applications, we…

In various areas of applied numerics, the problem of calculating the logarithm of a matrix A emerges. Since series expansions of the logarithm usually do not converge well for matrices far away from the identity, the standard numerical…

We prove a recursive identity involving formal iterated logarithms and formal iterated exponentials. These iterated logarithms and exponentials appear in a natural extension of the logarithmic formal calculus used in the study of…

Higher order numerical schemes for stochastic partial differential equations that do not possess commutative noise require the simulation of iterated stochastic integrals. In this work, we extend the algorithms derived by Kloeden, Platen,…