Related papers: Convergence Theorems for Generalized Functional Se…
This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…
The concept of moment differentiation is extended to the class of moment summable functions, giving rise to moment differential properties. The main result leans on accurate upper estimates for the integral representation of the moment…
In a recent paper, Saxena et al. [1] developed the solutions of three generalized fractional kinetic equations in terms of Mittag-Leffler functions. The object of the present paper is to further derive the solution of further generalized…
We prove a version of a general transfer theorem for random sequences with independent random indexes in the double array limit setting under relaxed conditions. We also prove its partial inverse providing the necessary and sufficient…
In this paper, we study the asymptotic behavior of sums of functions of the increments of a given semimartingale, taken along a regular grid whose mesh goes to 0. The function of the $i$th increment may depend on the current time, and also…
We relate the convergence of time-changed processes driven by fractional equations to the convergence of corresponding Dirichlet forms. The fractional equations we dealt with are obtained by considering a general fractional operator in…
Mean-field models approximate large stochastic systems by simpler differential equations that are supposed to approximate the mean of the larger system. It is generally assumed that as the stochastic systems get larger (i.e., more people or…
Motivated by recent results concerning the asymptotic behaviour of differential operators with highly contrasting coefficients, which have involved effective descriptions involving generalised resolvents, we construct the functional model…
We study the properties of different type of transforms by means of operational methods and discuss the relevant interplay with many families of special functions. We consider in particular the binomial transform and its generalizations. A…
In this paper, we give a new approach to the theory of strictly positive kernels. Our method is based on the structure of Fock spaces. As its applications, various examples of strictly positive kernels are given. Moreover, we give a new…
There has been a recent coming together of the Converse Theorem for $\gln$ and the Langlands-Shahidi method of controlling the analytic properties of automorphic $L$-functions which has allowed us to establish a number of new cases of…
Martingales constitute a basic tool in stochastic analysis; this paper considers their application to counting processes. We use this tool to revisit a renewal theorem and its extensions for various counting processes. We first consider a…
The main purpose of this paper is to prove some density results of polynomials in Fock spaces of slice regular functions. The spaces can be of two different kinds since they are equipped with different inner products and contain different…
This is an expository review paper elaborating on the proof of the martingale functional central limit theorem (FCLT). This paper also reviews tightness and stochastic boundedness, highlighting one-dimensional criteria for tightness used in…
We present the formalization of Doob's martingale convergence theorems in the mathlib library for the Lean theorem prover. These theorems give conditions under which (sub)martingales converge, almost everywhere or in $L^1$. In order to…
We will introduce formal frames of manifolds, which are a generalization of ordinary frames. Their fundamental properties are discussed. In particular, canonical forms are introduced, and torsions are defined in terms of them as a…
It is well known that martingale difference sequences are very useful in applications and theory. On the other hand, the operator fractional Brownian motion as an extension of the well-known fractional Brownian motion also plays important…
Fractional derivatives are a well-studied generalization of integer order derivatives. Naturally, for optimization, it is of interest to understand the convergence properties of gradient descent using fractional derivatives. Convergence…
This paper introduces Generalized Fourier transform (GFT) that is an extension or the generalization of the Fourier transform (FT). The Unilateral Laplace transform (LT) is observed to be the special case of GFT. GFT, as proposed in this…
This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations…