Related papers: Some remarks on integral parameters of Wiener proc…
The infinite (in both directions) sequence of the distributions $\mu^{(k)}$ of the stochastic integrals $\int_0^{\infty-}c^{-N_{t-}^{(k)}} dL_t^{(k)}$ for integers $k$ is investigated. Here $c>1$ and $(N_t^{(k)},L_t^{(k)})$, $t\geq0$, is a…
Derivatives and integration operators are well-studied examples of linear operators that commute with scaling up to a fixed multiplicative factor; i.e., they are scale-invariant. Fractional order derivatives (integration operators) also…
We show that all Eichler integrals, and more generally all "generalized second order modular forms" can be expressed as linear combinations of corresponding generalized second order Eisenstein series with coefficients in classical modular…
Splitting methods for the numerical integration of differential equations of order greater than two involve necessarily negative coefficients. This order barrier can be overcome by considering complex coefficients with positive real part.…
The paper establishes the Krein and Koplienko trace formulas for multivariable operator functions on symmetrically normed ideals of bounded operators. Results are proved for self-adjoint and maximal dissipative operators. They cover both…
We propose a new integral based on Taylor measures, study its properties extensively, and we illustrate that it includes many concepts from mathematics as special cases. In particular, the new integral emerges as a generalization of the…
Earlier, there were defined two generalized (``motivic'') versions of the Poincar\'e series of a collection of plane valuations on the algebra ${\mathcal O}_{{\mathbb C}^2,0}$ of germs of holomorphic functions in two variables. One of them…
In this paper, we study twisted arithmetic divisors on the modular curve X_0(N) with N square-free. For each pair (\Delta, r) where \Delta >0 and \Delta \equiv r^2 \mod 4N, we constructed a twisted arithmetic theta function \phi_{\Delta,…
In the present article, the author uses Fourier theory of tempered distributions (generalized functions) in deriving a formula for Dirichlet-like integrals. The applied method is remarkably efficient and allows a solution in a few…
The Riemann-Wirtinger integral is an analogue of the hypergeometric integral defined on a one-dimensional complex torus. As a generalization, we define the Riemann-Wirtinger integral on the product of two one-dimensional complex tori. We…
The quantum dynamics of an ensemble of interacting electrons in an array of random scatterers is treated using a new numerical approach for the calculation of average values of quantum operators and time correlation functions in the Wigner…
We establish necessary and sufficient conditions implying that the product of $m\geq 2$ Poisson functionals, living in a finite sum of Wiener chaoses, is square-integrable. Our conditions are expressed in terms of iterated add-one cost…
We investigate Wiener-transformable markets, where the driving process is given by an adapted transformation of a Wiener process. This includes processes with long memory, like fractional Brownian motion and related processes, and, in…
It is proved that the random integral mappings (some type of functionals of L\'evy processes) are always isomorphisms between convolution semigroups of infinitely divisible measures. However, the inverse mappings are no longer of the random…
This paper is concerned with the Wiener-Hopf indices of unimodular rational matrix functions on the imaginary axis. These indices play a role in the Fredholm theory for Wiener-Hopf integral operators. Our main result gives formulas for the…
We prove an integration by parts formula on the law of the reflecting Brownian motion $X:=|B|$ in the positive half line, where $B$ is a standard Brownian motion. In other terms, we consider a perturbation of $X$ of the form $X^\epsilon =…
We clearly characterize the relation between real and complex Wiener-Ito integrals. Given a complex multiple Wiener-Ito integral, we get explicit expressions for two kernels of its real and imaginary parts. Conversely, consider a…
Virtual links are generalizations of classical links that can be represented by links embedded in a ``thickened'' surface $\Sigma\times I$, product of a Riemann surface of genus $h$ with an interval. In this paper, we show that virtual…
Let $(W,H,\mu)$ be the classical Wiener space where $H$ is the Cameron-Martin space which consists of the primitives of the elements of $L^2([0,1],\,dt)\otimes \R^d$, we denote by $L^2_a(\mu,H)$ the equivalence classes w.r.t. $dt\times…
Positive twisted traces are mathematical objects that could be useful in computing certain parameters of superconformal field theories. The case when $\mathcal{A}$ is a $q$-Weyl algebra and $\rho$ is a certain antilinear automorphism of…