Related papers: Krylov-Veretennikov formula for functionals from t…
In the present article, we analyse the behaviour of a new family of Kantorovich type sampling operators $(K_w^{\varphi}f)_{w>0}.$ First, we give a Voronovskaya type theorem for these Kantorovich generalized sampling series and a…
In this paper an analytic operator-valued generalized Feynman integral was studied on a very general Wiener space $C_{a,b}[0,T]$. The general Wiener space $C_{a,b}[0,T]$ is a function space which is induced by the generalized Brownian…
In this paper, using a very general Cameron--Storvick theorem on the Wiener space $C_0[0,T]$, we establish various integration by parts formulas involving generalized analytic Feynman integrals, generalized analytic Fourier--Feynman…
The article proposes an approach to complete-type and related Lyapunov-Krasovskii functionals that neither requires knowledge of the delay-Lyapunov matrix function nor does it involve linear matrix inequalities. The approach is based on…
We construct a new topology on the space of stopped paths and introduce a calculus for causal functionals on generic domains of this space. We propose a generic approach to pathwise integration without any assumption on the variation index…
Wronski determinant (Wronskian) provides a compact form for $\tau$-functions that play roles in a large range of mathematical physics. In 1979 Matveev and Satsuma, independently, obtained solutions in Wronskian form for the…
We forge connections between the theory of fractal sets obtained as attractors of iterated function systems and process calculi. To this end, we reinterpret Milner's expressions for processes as contraction operators on a complete metric…
In this paper, we provide strong $L_2$-rates of approximation of the integral-type functionals of Markov processes by integral sums. We improve the method developed in [2]. Under assumptions on the process formulated only in terms of its…
We prove the following extension of the Wiener--Wintner Theorem in Ergodic Theor and the Carleson Theorem on pointwise convergence of Fourier series: For all measure preserving flows $ (X,\mu , T_t)$ and $ f\in L^p (X,\mu)$, there is a set…
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…
The fundamental solution of the Schr\"odinger equation for a free particle is a distribution. This distribution can be approximated by a sequence of smooth functions. It is defined for each one of these functions, a complex measure on the…
We employ some results about continued fraction expansions of Herglotz-Nevanlinna functions to characterize the spectral data of generalized indefinite strings of Stieltjes type. In particular, this solves the corresponding inverse spectral…
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…
We derive a new integral formula for the Stieltjes constants. The new formula permits easy computations as well as an exact approximate asymptotic formula. Both the sign oscillations and the leading order of growth are provided. The formula…
We consider a Markov process $X$ associated to a nonnecessarily symmetric Dirichlet form $\mathcal{E}$. We define a stochastic integral with respect to a class of additive functionals of zero quadratic variation and then we obtain an…
In this paper, we first use PDE techniques and probabilistic methods to identify a kind of quasi-continuous random variables. Then we give a characterization of the $G$-integrable processes and get a kind of quasi-continuous processes by…
We consider iterated function systems (finite or countable), together with linear and continuous operators on Hilbert spaces, which enable us to construct Markov-type operators. Under suitable conditions, these Markov-type operators have…
Some integration techniques for real-valued functions with respect to vector measures with values in Banach spaces (and viceversa) are investigated in order to establish abstract versions of classical theorems of Probability and Stochastic…
Let $\mu$ be a positive measure on the real line with locally finite support $\Lambda$ and integer masses such that its Fourier transform in the sense of distributions is a purely point measure. An explicit form is found for an entire…
Integrating with respect to functions which are constant on intervals whose bounds are discontinuity points (of those functions) is frequent in many branches of Mathematics, specially in stochastic processes. For such functions and alike…