Related papers: Distributional It\^o's Formula and Regularization …
In this paper we establish the associativity property of the pathwise It\^o integral in a functional setting for continuous integrators. Here, associativity refers to the computation of the It\^o differential of an It\^o integral, by means…
The paper is devoted to differential geometry of singular distributions (i.e., of varying dimension) on a Riemannian manifold. Such distributions are defined as images of the tangent bundle under smooth endomorphisms. We prove the novel…
In this paper we study some properties of propagation of regularity of solutions of the dispersive generalized Benjamin-Ono (BO) equation. This model defines a family of dispersive equations, that can be seen as a dispersive interpolation…
The first part of the paper is devoted to diffraction phenomena that can be expressed by fractional Fourier transforms whose orders are real numbers. According to a scalar theory, diffraction acts on the amplitude of the electric field as…
Nonlinear reaction-diffusion systems are known to exhibit very many novel spatiotemporal patterns. Fisher equation is a prototype of diffusive equations. In this contribution we investigate the integrability properties of the generalized…
We consider a one-dimensional stochastic differential equation driven by a Wiener process, where the diffusion coefficient depends on an ergodic fast process. The averaging principle is satisfied: it is well-known that the slow component…
Given an increasing sequence of integers a(n), it is known (due to Weyl) that for almost all reals t, the fractional parts of the dilated sequence t*a(n) are uniformly distributed in the unit interval. Some effort has been made recently to…
We construct a generalization of the multiplicative product of distributions presented by L. H\"ormander in [L. H\"ormander, {\it The analysis of linear partial differential operators I} (Springer-Verlag, 1983)]. The new product is defined…
We evaluate an adaptive gaussian quadrature integration scheme that will be suitable for the numerical evaluation of generalized redistribution in frequency functions. The latter are indispensable ingredients for "full non-LTE" radiation…
The constructive martingale representation theorem of functional It\^o calculus is extended, from the space of square integrable martingales, to the space of local martingales. The setting is that of an augmented filtration generated by a…
We develop a new algebraic setting for treating piecewise functions and distributions together with suitable differential and Rota-Baxter structures. Our treatment aims to provide the algebraic underpinning for symbolic computation systems…
A classification of ordinary differential equations and finite-difference equations in one variable having polynomial solutions (the generalized Bochner problem) is given. The method used is based on the spectral problem for a polynomial…
Under the framework of G-expectation and G-Brownian motion, we introduce It\^o's integral for stochastic processes without assuming quasi-continuity. Then we can obtain It\^o's integral on stopping time interval. This new formulation…
We define the Wigner distribution of a tempered generalized stochastic process that is complex-valued symmetric Gaussian. This gives a time-frequency generalized stochastic process defined on the phase space. We study its covariance and our…
Within the framework of the previous paper [8]. we develop a generalized stochastic calculus for processes associated to higher order diffusion operators. Applications to the study of a Cauchy problem, a Feynman-Kac formula and a…
We consider systems of Brownian particles in the space of positive definite matrices, which evolve independently apart from some simple interactions. We give examples of such processes which have an integrable structure. These are related…
This paper aims to evaluate the Piterbarg-Berman function given by $$\mathcal{P\!B}_\alpha^h(x, E) = \int_\mathbb{R}e^z\mathbb{P} \left\{{\int_E \mathbb{I}\left(\sqrt2B_\alpha(t) - |t|^\alpha - h(t) - z>0 \right) {\text{d}} t > x} \right\}…
The present paper discusses the diffusion approximation of the linear Boltzmann equation in cases where the collision frequency is not uniformly large in the spatial domain. Our results apply for instance to the case of radiative transfer…
This paper contains a brief sketch of some methods that can be used to obtain the Wigner function for a number of systems. We give an overview of the technique as it is applied to some simple differential systems related to diffusion…
In this paper, the authors first consider the bidirectional estimates of several typical integrals. As some applications of these integral estimates, the authors investigate the pointwise multipliers from the normal weight general function…