Related papers: On Stochastic generalized functions
In this series of studies on Cauchy's function $f(z)$ ($z=x+iy$) and its integral $J[f(z)]\equiv (2\pi i)^{-1}\oint_C f(t)dt/(t-z)$ taken along a Jordan contour $C$, the aim is to investigate their comprehensive properties over the entire…
In this paper we apply our results on the geometry of polygons in Cartan subspaces, symmetric spaces and buildings to four problems in algebraic group theory. Two of these problems are generalizations of the problems of finding the…
This survey paper is a structured concise summary of four of our recent papers on the stochastic regularity of diffusions that are associated to regular strongly local (but not necessarily symmetric) Dirichlet forms. Here by stochastic…
In this short note, we introduce probabilistic Cauchy functional equations, specifically, functional equations of the following form: $$ f(X_1 + X_2) \stackrel{d}{=} f(X_1) + f(X_2), $$ where $X_1$ and $X_2$ represent two independent…
We give a new proof of the existence of Whittaker functionals for principal series representation of $\text{GL}(n,\mathbb{R})$, utilizing the analytic theory of distributions. We realize Whittaker functionals as equivariant distributions on…
In this paper we introduce the notion of generalized Lie algebroid and we develop a new formalism necessary to obtain a new solution for the Weistein's Problem. Many applications emphasize the importance and the utility of this new…
We prove Banach, Newton-Raphson and Brouwer fixed point theorems in the framework of generalized smooth functions, a minimal extension of Colombeau's theory (and hence of classical distribution theory) which makes it possible to model…
We introduce a new notion of "regularity structure" that provides an algebraic framework allowing to describe functions and / or distributions via a kind of "jet" or local Taylor expansion around each point. The main novel idea is to…
In the paper, we improve our earlier results concerning the existence, uniqueness and differentiability of a global implicit function. Some application to a Cauchy problem for an integro-differential Volterra system of nonconvolution type,…
The existence of solutions to Cauchy type problems of linear Riemann-Liouville fractional differential equations with variable coefficients is considered in a space of integrable functions. First, we consider the existence and uniqueness of…
The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.
We establish a simultaneous generalization of It\^o's theory of stochastic and Lyons' theory of rough differential equations. The interest in such a unification comes from a variety of applications, including pathwise stochastic filtering,…
We address the construction of stable random matrix ensembles as the generalization of the stable random variables (Levy distributions). With a simple method we derive the Cauchy case, which is known to have remarkable properties. These…
Motivated by the substantial development of the special functions, we contribute to establish some rigorous results on the general series identities with bounded sequences and hypergeometric functions with different arguments, which are…
The aim of this paper is to provide and prove the most general Cauchy integral formula for slice regular functions and for C^1 functions on a real alternative *-algebra. Slice regular functions represent a generalization of the classical…
In this paper, we study uniqueness problems for an entire function that shares small functions of finite order with their difference operators. In particular, we give a generalization of results in [2,3,13].
We study an infinite system of ordinary differential equations that models the evolution of coagulating and fragmenting clusters, which we assume to be composed of identical units. Under very mild assumptions on the coefficients we prove…
In this paper, a class of generalized backward doubly stochastic differential equations whose coefficient contains the subdifferential operators of two convex functions (also called generalized backward doubly stochastic variational…
In this paper we establish a substitution formula for stochastic differential equation driven by generalized grey noise. We then apply this formula to investigate the absolute continuity of the solution with respect to the Lebesgue measure…
We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…