Related papers: The associativity rule in pathwise functional It\^…
On the basis of the canonical quantization procedure of a system defined on a cubic lattice, we propose a new method, in which resolutions of unity expressed in terms of eigenvectors are naturally provided, to find eigenvectors of field…
A new generalization called $\mathtt{k}$-Struve function and its properties given by Nisar and saiful very recently. In this paper, we establish the pathway fractional integral representation of $\mathtt{k}$-Struve function. Many special…
In important work on the parity of the partition function, Ono related values of the partition function to coefficients of a certain mock theta function modulo 2. In this paper, we use M\"obius inversion to give analogous results which…
We define a deterministic integral with respect to irregular paths as a limit of standard line integrals and completely describe a class of all paths for which this integral exists for functions with H\"older exponent in the range of (0,1].…
In [1], an operator was introduced which acts parallel to the Riemann-Liouville differintegral on a transformation of the space of real analytic functions and commutes with itself. This paper aims to extend the technique - and its defining…
An efficient computational algorithm to price financial derivatives is presented. It is based on a path integral formulation of the pricing problem. It is shown how the path integral approach can be worked out in order to obtain fast and…
Path dependence is omnipresent in many disciplines such as engineering, system theory and finance. It reflects the influence of the past on the future, often expressed through functionals. However, non-Markovian problems are often…
The It\^o formula, originated by K. It\^o, is focus on the stochastic calculus, where many stochastic processes can be placed under the framework of rough paths. In rough path theory, It\^o formulas have been proved for rough paths with…
We define an abstract framework called {\it discrete finite differences embedding} which can be used to obtain discrete analogue of formal functional relations in the spirit of category theory. For ordinary differential equations we exhibit…
An integro-differential ring is a differential ring that is closed under an integration operation satisfying the fundamental theorem of calculus. Via the Newton--Leibniz formula, a generalized evaluation is defined in terms of integration…
Path integrals are a ubiquitous tool in theoretical physics. However, their use is sometimes hindered by the lack of control on various manipulations -- such as performing a change of the integration path -- one would like to carry out in…
We use pathwise It\^o calculus to prove two strictly pathwise versions of the master formula in Fernholz' stochastic portfolio theory. Our first version is set within the framework of F\"ollmer's pathwise It\^o calculus and works for…
Rough path analysis can be developed using the concept of controlled paths, and with respect to a topology in which L\'evy's area plays a role. For vectors of irregular paths we investigate the relationship between the property of being…
The Additive Transform of an arithmetic function represents a novel approach to examining the interplay between multiplicative arithmetic function and additive functions. This transform concept introduces a method to systematically generate…
In this paper we study the path-regularity and martingale properties of the set-valued stochastic integrals defined in our previous work Ararat et al. (2023). Such integrals have some fundamental differences from the well-known…
In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…
Whenever an It\^o-Wentsel type of formula holds for composition of flows of a certain differential dynamics, there exists locally a decomposition of the corresponding flow according to complementary distributions (or foliations, in the case…
We briefly review a hamiltonian path integral formalism developed earlier by one of us. An important feature of this formalism is that the path integral quantization in arbitrary co-ordinates is set up making use of only classical…
We consider a multidimensional Ito semimartingale regularly sampled on [0,t] at high frequency $1/\Delta_n$, with $\Delta_n$ going to zero. The goal of this paper is to provide an estimator for the integral over [0,t] of a given function of…
To each associative unitary finite-dimensional algebra over a normal base, we associative a canonical multiplicative function called its determinant. We give various properties of this construction, as well as applications to the topology…