Related papers: A general framework for variational calculus on Wi…

Our construction of the Wiener measure on $\mathfrak{C}$ consists in first defining a set function $\varphi$\ on the class of all compact sets based on certain $n$-dimensional normal distributions, $n = 1,\ 2,\ldots$\ using the structural…

We study integrals of the form $\int_{\Omega}f\left( d\omega\right)$, where $1\leq k\leq n$, $f:\Lambda^{k}\rightarrow\mathbb{R}$ is continuous and $\omega$ is a $\left(k-1\right)$-form. We introduce the appropriate notions of convexity,…

Systems of ordinary differential equations (or dynamical forms in Lagrangian mechanics), induced by embeddings of smooth fibered manifolds over one-dimensional basis, are considered in the class of variational equations. For a given…

A variational framework is defined for vertical slice models with three dimensional velocity depending only on x and z. The models that result from this framework are Hamiltonian, and have a Kelvin-Noether circulation theorem that results…

We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration that provides a differential structure allowing to describe infinitesimal evolution of Wiener functionals at very small scales. The…

Let $M$ be a Hopf--von Neuman algebra with the predual $M_*$ and $WAP(M)$ the subspace in $M$ composed of weakly almost periodic functionals on $M_*$. The main example of such an algebra is $M=L^\infty(\mathbb G)$ for a locally compact…

Wiener's criterion for the regularity of a boundary point with respect to the Dirichlet problem for the Laplace equation has been extended to various classes of elliptic and parabolic partial differential equations. They include linear…

Let $(W,H,\mu)$ be the classical Wiener space, assume that $U=I_W+u$ is an adapted perturbation of identity satisfying the Girsanov identity. Then, $U$ is invertible if and only if the kinetic energy of $u$ is equal to the relative entropy…

We study a family of approximations to Euler's equation depending on two parameters $\varepsilon,\eta \ge 0$. When $\varepsilon=\eta=0$ we have Euler's equation and when both are positive we have instances of the class of…

We propose and study a system of Schr\"odinger's problems and functional equations in probability theory. More precisely, we consider a system of variational problems of relative entropies for probability measures on a Euclidean space with…

In the present work, by taking advantage of a so-called practical limitation of fractional derivatives, namely, the absence of a simple chain and Leibniz's rules, we proposed a generalized fractional calculus of variation where the…

In this paper, we establish a multi-parameter version of Bellow and Losert's Wiener-Wintner type ergodic theorem for dynamical systems not necessarily being commutative. More precisely, we introduce a weight class $\mathcal{D}$, which is…

Applying a Weyl-Stratonovich transform to the evolution equation of the Wigner function in an electromagnetic field yields a multidimensional gauge-invariant equation which is numerically very challenging to solve. In this work, we apply…

The calculus of variations on time scales is considered. We propose a new approach to the subject that consists in applying a differentiation tool called the contingent epiderivative. It is shown that the contingent epiderivative applied to…

We study an inverse problem for the fractional wave equation with a potential by the measurement taking on arbitrary subsets of the exterior in the space-time domain. We are interested in the issues of uniqueness and stability estimate in…

This work focuses on multivalued stochastic differential equations with jumps. First, by employing the weak convergence approach, we establish the Freidlin-Wentzell uniform large deviation principle and the Dembo-Zeitouni uniform large…

It is well known that real measures on the circle are characterized by their Herglotz transform, an analytic function in the unit disc. Invariance of the measure under N-multiplication translates into a functional equation for the Herglotz…

The article concerns the problem if a~given system of differential equations is identical with the Euler--Lagrange system of an~appropriate variational integral. Elementary approach is applied. The main results involve the determination of…

We establish a general framework to study the rate of convergence of a Euler type approximation scheme with decreasing time steps to the invariant measure, for a general class of stochastic systems. The error is measured in general…

Let $0<p\leq 1$, $\omega$ be a weight on $\mathbb Z$, and let $\mathcal A$ be a unital Banach algebra. If $f$ is a continuous function from the unit circle $\mathbb T$ to $\mathcal A$ such that $\sum_{n\in \mathbb Z} \|\widehat f(n)\|^p…