Related papers: Some remarks on integral parameters of Wiener proc…
The purpose of this work is to construct a {\it Brownian motion} with values in simplicial complexes with piecewise differential structure. In order to state and prove the existence of such Brownian motion, we define a family of continuous…
We study the impact of the recently introduced underspread/overspread classificationon the spectra of processes with square-integrable covariance functions. We briefly review the most prominent definitions of a time-varying power spectrum…
In this paper, we consider the general divisor functions over Piatetski-Shapiro sequences. We can give some general results which contain some special divisor functions. Precisely, we extend the divisor problem over Piatetski-Shapiro…
Let a sequence of iid. random variables $\xi_1,...,\xi_n$ be given on a measurable space $(X,\cal X)$ with distribution $\mu$ together with a function $f(x_1,...,x_k)$ on the product space $(X^k,{\cal X}^k)$. Let $\mu_n$ denote the…
The Wiener index of a finite graph G is the sum over all pairs (p, q) of vertices of G of the distance between p and q. When P is a finite poset, we define its Wiener index as the Wiener index of the graph of its Hasse diagram. In this…
The tau-function formalism for a class of generalized ``zero-curvature'' integrable hierarchies of partial differential equations, is constructed. The class includes the Drinfel'd-Sokolov hierarchies. A direct relation between the variables…
We define and study the counterpart of the Wiener algebra in the quaternionic setting, both for the discrete and continuous case. We prove a Wiener-L\'evy type theorem and a factorization theorem. We give applications to Toeplitz and…
Given an R^d-valued supercritical branching Wiener process, let D(A,T) be the number of particles in a subset A of R^d at time T, (T=0,1,2,...). We provide a complete asymptotic expansion of D(A,T) as T goes to infinity, generalizing the…
In the standard work of Bierens de Haan about integrals we look at table 129. This table lists a number of integrals of a certain kind. In this paper the table is expanded with a number of similar integrals. These are determined by a number…
In the present work the existence of some patterns of primes is shown which generalize the celebrated result of Green and Tao according to which there are arbitrarily long arithmetic progressions in the sequence of primes
Inspired by a well-known characterization of the index of an inclusion of II$_1$ factors due to Pimsner and Popa, we define an index-type invariant for inclusions of operator systems. We compute examples of this invariant, show that it is…
We consider a standard optimal investment problem in a complete financial market driven by a Wiener process and derive an explicit formula for the optimal portfolio process in terms of the vertical derivative from functional It^o calculus.…
We collect, scattered through literature, as well as we prove some new properties of two Markov processes that in many ways resemble Wiener and Ornstein--Uhlenbeck processes. Although processes considered in this paper were defined either…
The classical representation of random variables as the Ito integral of nonanticipative integrands is extended to include Banach space valued random variables on an abstract Wiener space equipped with a filtration induced by a resolution of…
We introduce and analyse a general class of not necessarily bounded multiplicative functions, examples of which include the function $n \mapsto \delta^{\omega (n)}$, where $\delta \neq 0$ and where $\omega$ counts the number of distinct…
In this article we study existence of pathwise stochastic integrals with respect to a general class of $n$-dimensional Gaussian processes and a wide class of adapted integrands. More precisely, we study integrands which are functions that…
The transformation of the path integral measure under the reduction procedure in the dynamical systems with a symmetry is considered. The investigation is carried out in the case of the Wiener--type path integrals that are used for…
We extend the modular invariance property of the trace functions of vertex operator algebra on the set of irreducible modules (Zhu's theory) to the case of trace functions of intertwining operators.
In the L\'evy construction of Brownian motion, a Haar-derived basis of functions is used to form a finite-dimensional process $W^{N}$ and to define the Wiener process as the almost sure path-wise limit of $W^{N}$ when $N$ tends to infinity.…
We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals (Gross-Witten integral and integrals over complex matrices) using the notion of tau function of matrix argument. In this case one can reduce the matrix integral to the…