Related papers: The chain rule for $\mathcal F$-differentiation

We consider decompositions of processes of the form $Y=f(t,X_t)$ where $X$ is a semimartingale. The function $f$ is not required to be differentiable, so It\^{o}'s lemma does not apply. In the case where $f(t,x)$ is independent of $t$, it…

A recent paper of Totaro develops a theory of $q$-ample bundles in characteristic 0. Specifically, a line bundle $L$ on $X$ is $q$-ample if for every coherent sheaf $\mathcal{F}$ on $X$, there exists an integer $m_0$ such that $m\geq m_0$…

In this paper, types of Leibniz Rule for Riemann-Liouville Variable-Order fractional integral and derivative Operator is developed. The product rule, quotient rule, and chain rule formulas for both integral and differential operators are…

High-order derivatives of nested functions of a single variable can be computed with the celebrated Fa\`a di Bruno's formula. Although generalizations of such formula to multiple variables exist, their combinatorial nature generates an…

In this letter we are concerned with the possibility to approach the existence of solutions to a class of discontinuous dynamical systems of fractional order. In this purpose, the underlying initial value problem is transformed into a…

The symmetric function theorem states that a polynomial that is invariant under permutation of variables, is a polynomial in the elementary symmetric polynomials. We deduce this classical result, in the analytic setting, from the…

The rules of d-separation provide a framework for deriving conditional independence facts from model structure. However, this theory only applies to simple directed graphical models. We introduce relational d-separation, a theory for…

This note concerns bounded derivations on maximal triangular operator algebras on a Hilbert space. Given any bounded derivation $\delta$ on a maximal triangular algebra whose invariant lattice is continuous at 1, an operator which is shown…

Causal functions of sequences occur throughout computer science, from theory to hardware to machine learning. Mealy machines, synchronous digital circuits, signal flow graphs, and recurrent neural networks all have behaviour that can be…

The principle of smooth fit is probably the most used tool to find solutions to optimal stopping problems of one-dimensional diffusions. It is important, e.g., in financial mathematical applications to understand in which kind of models and…

The paper considers the Cauchy problem for the system of partial differential equations of fractional order $D_t^{\mathcal{B}} {U}(t,x) + \mathbb{A}(D) {U} (t,x)=H(t,x) $. Here $U$ and $H$ are vector-functions, the $m\times m$ matrix of…

In this paper we study differentiability properties of the map $T\mapsto\phi(T)$, where $\phi$ is a given function in the disk-algebra and $T$ ranges over the set of contractions on Hilbert space. We obtain sharp conditions (in terms of…

We consider the combinatorial Dyson-Schwinger equation X=B^+(P(X)) in the non-commutative Connes-KreimerHopf algebra of planar rooted trees H, where B^+ is the operator of grafting on a root, and P a formal series. The unique solution X of…

This article is motivated by the need for better understanding of refined Riemann-Roch theorems and the behavior of the determinant of the cohomology. This poses a certain problem of functoriality and can be understood as that of giving…

Differential uniformity is a significant concept in cryptography as it quantifies the degree of security of S-boxes respect to differential attacks. Power functions of the form $F(x)=x^d$ with low differential uniformity have been…

Let $k$ be an algebraically closed field of characteristic zero, let $X$ and $Y$ be smooth irreducible algebraic curves over $k$, and let $D(X)$ and $D(Y)$ denote respectively the quotient division rings of the ring of differential…

Let $H$ be a diagonalizable group over an algebraically closed field $k$ of positive characteristic, and $X$ a normal $k$-variety with an $H$-action. Under a mild hypothesis, e.g. $H$ a torus or $X$ quasiprojective, we construct a certain…

Let $\mathbf{x}$ be a (non-empty) sequence of positive real numbers. Its achievement set $\mathcal{\mathbf{x}}$ is the set of all the possible sums of the elements of $\mathbf{x}$. The cardinal function of $\mathbf{x}$ is the function…

We consider three classes of linear differential equations on distribution functions, with a fractional order $\alpha\in [0,1].$ The integer case $\alpha =1$ corresponds to the three classical extreme families. In general, we show that…

Let $F$ be a number field, and $D$ be a quaternion $F$-algebra. We show that the class number of any residually unramified $O_F$-order (e.g. an Eichler order) in $D$ is divisible by the class number of $F$.