Related papers: Functional Meyer-Tanaka Formula

The two function theories of monogenic and of slice monogenic functions have been extensively studied in the literature and were developed independently; the relations between them, e.g. via Fueter mapping and Radon transform, have been…

A comparison principle for stochastic integro-differential equations driven by Levy processes is proved. This result is obtained via an extension of an Ito formula from [11] for the square of the norm of the positive part of $L_2-$valued,…

In this paper, we establish the It\^o-Wentzell-Lions formulae for flows of both full and conditional measures on general semimartingales. This generalizes the existing works on flows of measures on It\^o processes. The key technical…

In this paper, the generalized fractional integral operators of two generalized Mittag-Leffler type functions are investigated. The special cases of interest involve the generalized Fox--Wright function and the generalized M-series and…

The connection between multiple modular L-functions, as defined by Manin in [5], and modular iterated integrals was made explicit by Choie and Ihara [3] under the restrictive assumption that all modular forms involved have vanishing…

We derive It\^o-type change of variable formulas for smooth functionals of irregular paths with non-zero $p-$th variation along a sequence of partitions where $p \geq 1$ is arbitrary, in terms of fractional derivative operators, extending…

This article presents a reformulation of the Theory of Functional Connections: a general methodology for functional interpolation that can embed a set of user-specified linear constraints. The reformulation presented in this paper exploits…

We study the maximal regularity problem for abstract time-fractional Schr\"odinger equations $\partial_t^\alpha(u-u_0) -\mathrm{i} A u=f$, with a fractional derivative $\partial_t^\alpha$ of order $\alpha \in (0,1)$. We assume that $A$ is a…

For stochastic systems driven by continuous semimartingales an explicit formula for the logarithm of the Ito flow map is given. A similar formula is also obtained for solutions of linear matrix-valued SDEs driven by arbitrary…

We derive limit theorems for the empirical distribution function of "devolatilized" increments of an It\^{o} semimartingale observed at high frequencies. These "devolatilized" increments are formed by suitably rescaling and truncating the…

We develop a non-anticipating calculus of variations for functionals on a space of laws of continuous semi-martingales, which extends the classical one. We extend Hamilton's least action principle and Noether's theorem to this generalized…

This paper treats about one of the most remarkable achievements by Riemann, that is the symmetric form of the functional equation for {\zeta}(s). We present here, after showing the first proof of Riemann, a new, simple and direct proof of…

This paper develops a computational framework for Multi-Period Martingale Optimal Transport (MMOT), addressing convergence rates, algorithmic efficiency, and financial calibration. Our contributions include: (1) Theoretical analysis: We…

An explicit formula is obtained for the generalized Macdonald functions on the $N$-fold Fock tensor spaces, calculating a certain matrix element of a composition of several screened vertex operators. As an application, we prove the…

We prove a version of the classical Mittag-Leffler Theorem for regular functions over quaternions. Our result relies upon an appropriate notion of principal part, that is inspired by the recent definition of spherical analyticity.

An Ito formula is developed in a context consistent with the development of abstract existence and unique- ness theorems for nonlinear stochastic partial differential equations, which are singular or degenerate. This is a generalization of…

The main aim of the paper is to present a general version of the Fourier Tauberian theorem for monotone functions. This result, together with Berezin's inequality, allows us to obtain a refined version the Li-Yau estimate for the counting…

We consider functional equations (Cauchy's, Abel's and some other functional equations) and show that to find general solution of these equations is equivalent to establish that a space-transformation of a Brownian Motion by suitable…

The representation theorem is obtained for functionals of non-Markov processes and their first exit times from bounded domains. These functionals are represented via solutions of backward parabolic Ito equations. As an example of…

We consider a class of measures absolutely continuous with respect to the distribution of the stopped Wiener process $w(\cdot\wedge\tau)$. Multiple stochastic integrals, that lead to the analogue of the It\^o-Wiener expansions for such…