Related papers: The associativity rule in pathwise functional It\^…
We study differential-difference equation of the form $t_{x}(n+1)=f(t(n),t(n+1),t_x(n))$ with unknown $t=t(n,x)$ depending on $x$, $n$. The equation is called Darboux integrable, if there exist functions $F$ (called an $x$-integral) and $I$…
Based on a class of associative algebras with zero-divisors which are called real-like algebras by us, we introduce a way of defining automatic differentiation and present different ways of doing automatic differentiation to compute the…
In the present paper we extend the multiplicative integral to complex-valued functions of complex variable. The main difficulty in this way, that is the multi-valued nature of the complex logarithm, is avoided by division of the interval of…
We construct an associative ring which is a deformation of the quantum cohomology ring of the projective plane. Just as the quantum cohomology encodes the incidence characteristic numbers of rational plane curves, the contact cohomology…
We discuss algebraic and geometric properties of the It{\^o} calculus
We extend in this paper the definition of Caputo derivatives of order in $(0,1)$ to a certain class of locally integrable functions using a convolution group. Our strategy is to define a fractional calculus for a certain class of…
The structure of square integrable functionals measurable with respect to the $n-$point motion of the Arratia flow is studied. Relying on the change of measure technique, a new construction of multiple stochastic integrals along…
This paper summarizes the core definitions and results regarding the chain differential for functions in locally convex topological vector spaces. In addition, it provides a few elementary calculus rules of practical interest, notably for…
We propose a path integral formulation for scale invariant quantum field theories. We do it by modifying the functional integration measure in such a way that the partition function is always exactly scale invariant, at the cost of having…
We provide a very brief introduction to typical paths and the corresponding It\^o type integration. Relying on this robust It\^o integration, we prove an existence and uniqueness result for one-dimensional differential equations driven by…
We show that a substantial portion of stochastic calculus can be developed along similar lines to ordinary calculus, with derivative-based concepts driving the development. We define a notion of stopping derivative, which is a form of right…
A characterization of multiplicative (and additive) arithmetical functions is given. Using this characterization, we show that the group of multiplicative arithmetical functions is isomorphic to the group of additive arithmetical functions.
Algorithmic differentiation (AD) has become increasingly capable and straightforward to use. However, AD is inefficient when applied directly to solvers, a feature of most engineering analyses. We can leverage implicit differentiation to…
The dynamical systems of identical particles admitting quadratic integrals of motion are classified. The relevant integrals are explicitly constructed and their relation to separation of variables in H-J equation is clarified.
The distance of an operation from being associative can be "measured" by its associative spectrum, an appropriate sequence of positive integers. Associative spectra were introduced in a publication by B. Cs\'ak\'any and T. Waldhauser in…
In [22], it was proved that as long as the integrand has certain properties, the corresponding It\^o integral can be written as a (parameterized) Lebesgue integral (or a Bochner integral). In this paper, we show that such a question can be…
Weighted association rule mining reflects semantic significance of item by considering its weight. Classification constructs the classifier and predicts the new data instance. This paper proposes compact weighted class association rule…
Several versions of It\^{o}'s formula have been obtained in the setting of the functional stochastic calculus. In this regard, we present a local time-space version that works for arbitrary bounded and continuous functionals of L\'{e}vy…
In this article, we construct an It\^o integral with respect to a two-sided finite-variance L\'evy process $\{L(x)\}_{x\in \mathbb{R}}$, without a Gaussian component. Using Rosenthal inequality for discrete-time martingales, we give an…
Using time-reversal, we introduce a stochastic integral for zero-energy additive functionals of symmetric Markov processes, extending earlier work of S. Nakao. Various properties of such stochastic integrals are discussed and an It\^{o}…