Related papers: Krylov-Veretennikov formula for functionals from t…
We present the product formula for complex multiple Wiener-Ito integrals. As applications, we show the Ustunel-Zakai independent criterion, the Nourdin-Rosinski asymptotic moment-independent criterion and joint convergence criterion for…
We consider an interval map which is a generalization of the R\'enyi transformation. For the continued fraction expansion arising from this transformation, we prove a result concerning the asymptotic behavior of the distribution functions…
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 study the class of transitive skew-products associated with iterated function systems of circle diffeomorphisms. We can approximate any transitive skew-product by maps in this class that have a robustly zero Lyapunov exponent. In…
We study the average case complexity of multivariate integration and $L_2$ function approximation for the class $F=C([0,1]^d)$ of continuous functions of $d$ variables. The class $F$ is endowed with the isotropic Wiener measure (Brownian…
In this article we introduce a new method for the construction of unique strong solutions of a larger class of stochastic delay equations driven by a discontinuous drift vector field and a Wiener process. The results obtained in this paper…
In the paper, two-parametric models of fractional statistics are proposed in order to determine the functional form of the distribution function of free anyons. From the expressions of the second and third virial coefficients, an…
The paper presents variational formulae for entropy-like functionals, including Segal and R\'enyi entropies, for normal states on semifinite von Neumann algebras. The considered functionals are of the form $\tau(f(h))$ where $\tau$ is a…
We prove the It\^o-Wentzell formula for processes with values in the space of generalized functions by using the stochastic Fubini theorem and the It\^o-Wentzell formula for real-valued processes, appropriate versions of which are also…
We show that every operator in $L^{2}$ has an associated measure on a space of functions and prove that it can be used to find solutions to abstract Cauchy problems, including partial differential equations. We find explicit formulas to…
In this paper we prove a discretized version of Krylov's estimate for discretized It\^o's processes. As applications, we study the weak and strong convergences for Euler's approximation of mean-field SDEs with measurable discontinuous and…
We derive closed-form expressions for several new classes of Hurwitzian- and Tasoevian continued fractions, including $[0;\overline{p-1,1,u(a+2nb)-1,p-1,1,v(a+(2n+1)b)-1 }\,\,]_{n=0}^\infty$, $[0; \overline{c + d m^{n}}]_{n=1}^{\infty}$ and…
We present a multifractal formalism for measures on infinite dimensional metric spaces, in terms of scales instead of dimensions in the classical multifractal analysis. We prove a multifractal formalism with a suitable scaling, called…
We present a unified framework to efficiently approximate solutions to fractional diffusion problems of stationary and parabolic type. After discretization, we can take the point of view that the solution is obtained by a matrix-vector…
We explicitly construct global strict Lyapunov functions for rapidly time-varying nonlinear control systems. The Lyapunov functions we construct are expressed in terms of oftentimes more readily available Lyapunov functions for the limiting…
The functional Ito formula, firstly introduced by Bruno Dupire for continuous semimartingales, might be extended in two directions: different dynamics for the underlying process and/or weaker assumptions on the regularity of the functional.…
If $f$ is a Henstock--Kurzweil integrable function on the real line, the Alexiewicz norm of $f$ is $\|f\|=\sup_I|\int_I f|$ where the supremum is taken over all intervals $I\subset\R$. Define the translation $\tau_x$ by $\tau_xf(y)=f(y-x)$.…
The main result of this paper is a proof of the continuity of a family of integral functionals defined on the space of functions of bounded variation with respect to a topology under which smooth functions are dense. These functionals occur…
In this paper, we investigate a series of W-type differential operators, which appear naturally in the symmetry algebras of KP and BKP hierarchies. In particular, they include all operators in the W-constraints for tau functions of higher…
In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…