Related papers: Nondifferentiable functions of one-dimensional sem…

Siegel-Shidlovskii theory of $E$-functions involves a non-vanishing proof for the determinants attached to the linear forms $D^kR(t)$, derivatives of an auxiliary function $R(t)$. Let a non-zero function $F(t)$ satisfy $m$th order linear…

A peculiar feature of It\^o's calculus is that it is an integral calculus that gives no explicit derivative with a systematic differentiation theory counterpart, as in elementary calculus. So, can we define a pathwise stochastic derivative…

In this work we extend the characterization of semimartingale functions in Cinlar et al. (1980) to the non-Markovian setting. We prove that if a function of a semimartingale remains a semimartingale, then under certain conditions the…

We consider the divergent fractional Laplace operator presented in [Dipierro-Savin-Valdinoci, Rev. Mat. Iberoam.] and we prove three types of results. Firstly, we show that any given function can be locally shadowed by a solution of a…

It is hereby established that the set of Lipschitz functions $f:\mathcal{U}\rightarrow \mathbb{R}$ ($\mathcal{U}$ nonempty open subset of $\ell_{d}^{1}$) with maximal Clarke subdifferential contains a linear subspace of uncountable…

The necessary and sufficient conditions for a function to be totally or partially separable are derived. It is shown that a function is totally separable if and only if each component of the gradient vector of depends only on the…

Let $L(s,\chi)$ be a fixed Dirichlet $L$-function. Given a vertical arithmetic progression of $T$ points on the line $\Re(s)=1/2$, we show that $\gg T \log T$ of them are not zeros of $L(s,\chi)$. This result provides some theoretical…

We consider the multiple Dirichlet series associated to the $k$th moment of real Dirichlet $L$-functions, and prove that it has a meromorphic continuation to a specific region in $\mathbb{C}^{k+1}$, which is conditional under the…

We study translation-invariant integrodifferential operators that generate L\'{e}vy processes. First, we investigate different notions of what a solution to a nonlocal Dirichlet problem is and we provide the classical representation formula…

Let $X=(X_t)_{t\geq 0}$ be a one-dimensional L\'evy process such that each $X_t$ has a $C^1_b$-density w.r.t. Lebesgue measure and certain polynomial or exponential moments. We characterize all polynomially bounded functions…

By adopting the coupling by reflection and choosing an auxiliary function which is convex near infinity, we establish the exponential convergence of diffusion semigroups $(P_t)_{t\ge0}$ with respect to the standard $L^p$-Wasserstein…

An autonomous Caputo fractional differential equation of order $\alpha\in(0,1)$ in $\mathbb{R}^d$ whose vector field satisfies a global Lipschitz condition is shown to generate a semi-dynamical system in the function space $\mathfrak{C}$ of…

Let $M$ be a compact manifold equipped with a pair of complementary foliations, say horizontal and vertical. In Catuogno, Silva and Ruffino ($Stoch$. $Dyn$., 2013) it is shown that, up to a stopping time $\tau$, a stochastic flow of local…

Suppose $\{X_{t}:t\ge 0\}$ is a supercritical superprocess on a Luzin space $E$, with a non-local branching mechanism and probabilities $\mathbb{P}_{\delta_{x}}$, when initiated from a unit mass at $x\in E$. By ``supercritical", we mean…

The work deals with the studies of the existence of solutions of an integro-differential equation in the situation of the difference of the standard Laplacian and the bi-Laplacian in the diffusion term. The proof of the existence of…

It is investigated the existence of a separately continuous function $f:X\times Y\to \mathbb R$ with an onepoint set of discontinuity for topological spaces $X$ and $Y$ which satisfy compactness type conditions. In particular, it is shown…

In this article, we establish Hoeffding's inequality for bounded Lipschitz functions of a class of not necessarily irreducible Markov models. The result complements the existing literature on this topic where Hoeffding's inequality for…

Given a reference filtration $\mathbb{F}$, we develop in this work a generic method for computing the semimartingale decomposition of $\mathbb{F}$-martingales in some specific enlargements of $\mathbb{F}$. This method is then applied to the…

The infinitesimal generator of a one-dimensional strictly $\alpha$-stable process can be represented as a weighted sum of (right and left) Riemann-Liouville fractional derivatives of order $\alpha$ and one obtains the fractional Laplacian…

In this paper, for a given Dirichlet character mod $N$ with $4\nmid N$, we give a lower bound of order $\sqrt{s/\log(s)}$ for the dimension of the $\mathbb{Q}(e^{2i\pi/N})$-vector space spanned by the values of its $L$-function at integers…