Related papers: Functional It\=o calculus in Hilbert spaces and ap…
This course, intended for undergraduates familiar with elementary calculus and linear algebra, introduces the extension of differential calculus to functions on more general vector spaces, such as functions that take as input a matrix and…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
The aim of this article is to introduce the H-infinity functional calculus for unbounded bisectorial operators in a Clifford module over the algebra R_n. While recent studies have focused on bounded operators or unbounded paravector…
We introduce an original approach to geometric calculus in which we define derivatives and integrals on functions which depend on extended bodies in space--that is, paths, surfaces, and volumes etc. Though this theory remains to be fully…
An integration by parts formula is the foundation for stochastic analysis on path spaces over a (finite dimensional) Riemannian manifold or over $R^n$, from which we may deduce the operator $d$ is closable and define the Laplacian operator…
We investigate an extended version of Hilbert space of analytic functions called Hilbert space of complex-valued harmonic functions. It is found that functions in Hilbert space of complex-valued harmonic functions exhibit many properties…
We describe a method to perform functional operations on probability distributions of random variables. The method uses reproducing kernel Hilbert space representations of probability distributions, and it is applicable to all operations…
The study gives a brief overview of existing modifications of the method of functional separation of variables for nonlinear PDEs. It proposes a more general approach to the construction of exact solutions to nonlinear equations of applied…
We review the multivariate holomorphic functional calculus for tuples in a commutative Banach algebra and establish a simple "na\"ive" extension to commuting tuples in a general Banach algebra. The approach is na\"ive in the sense that the…
We develop the integral calculus for quasi-standard smooth functions defined on the ring of Fermat reals. The approach is by proving the existence and uniqueness of primitives. Besides the classical integral formulas, we show the…
We consider It\^o SDE $\d X_t=\sum_{j=1}^m A_j(X_t) \d w_t^j + A_0(X_t) \d t$ on $\R^d$. The diffusion coefficients $A_1,..., A_m$ are supposed to be in the Sobolev space $W_\text{loc}^{1,p} (\R^d)$ with $p>d$, and to have linear growth;…
In this paper we analyse the structure of the spaces of smooth type functions, generated by elements of arbitrary Hilbert spaces, as a continuation of the research in our previous papers in this series. We prove that these spaces are…
Many different types of fractional calculus have been defined, which may be categorised into broad classes according to their properties and behaviours. Two types that have been much studied in the literature are the Hadamard-type…
Theorems and explicit examples are used to show how transformations between self-similar sets (general sense) may be continuous almost everywhere with respect to stationary measures on the sets and may be used to carry well known flows and…
We classify all continuous tensor product systems of Hilbert spaces which are ``infinitely divisible" in the sense that they have an associated logarithmic structure. These results are applied to the theory of E_0 semigroups to deduce that…
The precise connection between quantum wave functions and the underlying classical trajectories often is presented rather vaguely by practitioners of quantum mechanics. Here we demonstrate, with simple examples, that the imaging theorem…
A generalized It${\hat {\rm o}}$ formula for time dependent functions of two-dimensional continuous semi-martingales is proved. The formula uses the local time of each coordinate process of the semi-martingale, left space and time first…
We consider It\^o uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in $W^{1}_{d,loc}$, and the drift in $L_{d}$. We prove the unique strong solvability for any starting point and prove that as…
The Gromoll-Meyer's generalized Morse lemma (so called splitting lemma) near degenerate critical points on Hilbert spaces, which is one of key results in infinite dimensional Morse theory, is usually stated for at least $C^2$-smooth…
In a recent paper we used a basic decomposition property of polyanalytic functions of order $2$ in one complex variable to characterize solutions of the classical $\overline{\partial}$-problem for given analytic and polyanalytic data. Our…