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Related papers: On Volterra functions and Ramanujan integrals

200 papers

In the paper some sufficient condition for the nonlinear integral operator of the Volterra type to be a diffeomorphism defined on the space of absolutely continuous functions are formulated. The proof relies on consideration of the…

Functional Analysis · Mathematics 2015-09-04 Dorota Bors , Andrzej Skowron , Stanisław Walczak

This papers develops a stochastic integration theory with respect to volatility modulated L\'{e}vy-driven Volterra (VMLV) processes. It extends recent results in the literature to allow for stochastic volatility and pure jump processes in…

Probability · Mathematics 2012-05-16 Ole E. Barndorff-Nielsen , Fred Espen Benth , Jan Pedersen , Almut E. D. Veraart

We define a class of functions which have a known decay rate coupled with a periodic fluctuation. We identify conditions on the kernel of a linear summation convolution Volterra equation which give the equivalence of the kernel lying in…

Classical Analysis and ODEs · Mathematics 2012-02-28 John A. D. Appleby , John A. Daniels

We investigate a family of integrals involving modified Bessel functions that arise in the context of neutrino scattering. Recursive formulas are derived for evaluating these integrals and their asymptotic expansions are computed. We prove…

Classical Analysis and ODEs · Mathematics 2015-11-26 Jeremiah Birrell

In this paper stochastic Volterra equations admitting exponentially bounded resolvents are studied. After obtaining convergence of resolvents, some properties for stochastic convolutions are studied. Our main result provide sufficient…

Probability · Mathematics 2008-10-19 Anna Karczewska , Carlos Lizama

A fast simulation framework for stochastic Volterra processes based on Random Fourier Features (RFF) approximation of the kernel is developed. After recalling the main properties of Volterra processes and reviewing existing numerical…

Mathematical Finance · Quantitative Finance 2026-05-26 Othmane Zarhali , Nicolas Langrené

In this series of seven papers, predominantly by means of elementary analysis, we establish a number of identities related to the Riemann zeta function. Whilst this paper is mainly expository, some of the formulae reported in it are…

History and Overview · Mathematics 2008-02-17 Donal F. Connon

This note is an invitation to the theory of geometric functions. The foundation techniques and some of the developments in the field are explained with the mindset that the audience is principally young researchers wishing to understand…

Complex Variables · Mathematics 2009-10-21 K. O. Babalola

In this paper, the power series and hypergeometric series representations of the beta and Ramanujan functions \begin{equation*} \mathcal{B}\left( x\right) =\frac{\Gamma \left( x\right)^{2}}{\Gamma \left( 2x\right) }\text{ and…

Classical Analysis and ODEs · Mathematics 2024-07-23 Zhen-Hang Yang , Miao-Kun Wang , Tie-Hong Zhao

In the paper stochastic Volterra equations with noise terms driven by series of independent scalar Wiener processes are considered. In our study we use the resolvent approach to the equations under consideration. We give sufficient…

Probability · Mathematics 2012-12-07 Bartosz Bandrowski , Anna Karczewska

In this series of seven papers, predominantly by means of elementary analysis, we establish a number of identities related to the Riemann zeta function. Whilst this paper is mainly expository, some of the formulae reported in it are…

History and Overview · Mathematics 2008-02-17 Donal F. Connon

We derive formulae for the calculation of Taylor coefficients of solutions to systems of Volterra integral equations, both linear and nonlinear, either without singularities or with singularities of Abel type and logarithmic type. We also…

General Mathematics · Mathematics 2007-05-23 S. A. Belbas

In this paper we describe an inductive machinery to investigate asymptotic behaviors of homology groups and related invariants of representations of certain graded combinatorial categories over a commutative Noetherian ring $k$, via…

Representation Theory · Mathematics 2019-03-21 Wee Liang Gan , Liping Li

In this series of seven papers, predominantly by means of elementary analysis, we establish a number of identities related to the Riemann zeta function. Whilst this paper is mainly expository, some of the formulae reported in it are…

History and Overview · Mathematics 2008-02-17 Donal F. Connon

In the paper stochastic Volterra equations of nonscalar type in Hilbert space are studied. The aim of the paper is to provide some results on stochastic convolution and mild solutions to those Volterra equations. The motivation of the paper…

Probability · Mathematics 2007-05-23 Anna Karczewska

The elementary resolution of singularities algorithm of the author's earlier paper (math.CA/0609217) is developed further, replacing the quasibump functions in the blown up coordinates with the characteristic function of a rectangle times a…

Classical Analysis and ODEs · Mathematics 2008-09-21 Michael Greenblatt

In this paper, we introduce Volterra evolution algebras which are evolution algebras whose structural matrices are described by skew symmetric matrices. A main result of the present paper gives a connection between such kind of algebras…

Rings and Algebras · Mathematics 2019-04-24 Izzat Qaralleh , Farrukh Mukhamedov

Several important functions, including the gamma function, as well as several infinite sums, admit integral representations involving the Hankel contour. In addition, the large $t$ asymptotic analysis of several recently derived identities…

Classical Analysis and ODEs · Mathematics 2026-05-06 A. S. Fokas , J. Lenells

In this work we prove that a family of explicit numerical finite-difference methods is convergent when applied to a nonlinear Volterra equation with a power-type nonlinearity. In that case the kernel is not of Lipschitz type, therefore the…

Numerical Analysis · Mathematics 2019-02-12 Hanna Okrasińska-Płociniczak , Łukasz Płociniczak

This study introduces an approach for modeling unsteady transonic aerodynamics within a parametric space, using Volterra series to capture aerodynamic responses and machine learning to enable interpolation. The first- and second-order…

Computational Engineering, Finance, and Science · Computer Science 2024-10-28 Gabriele Immordino , Andrea Da Ronch , Marcello Righi