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This article provides an accessible introduction to fractional derivatives, a concept that extends classical calculus by allowing derivatives of non-integer order. It explores both the fundamental definitions and some of the most relevant…

Classical Analysis and ODEs · Mathematics 2025-11-24 Félix del Teso , David Gómez-Castro

We show that a pathwise stochastic integral with respect to fractional Brownian motion with an adapted integrand $g$ can have any prescribed distribution, moreover, we give both necessary and sufficient conditions when random variables can…

Probability · Mathematics 2013-03-22 Yuliya Mishura , Georgiy Shevchenko , Esko Valkeila

We consider an integral transform introduced by Prabhakar, involving generalised multi-parameter Mittag-Leffler functions, which can be used to introduce and investigate several different models of fractional calculus. We derive a new…

Classical Analysis and ODEs · Mathematics 2018-08-15 Arran Fernandez , Dumitru Baleanu , H. M. Srivastava

Definitions of fractional derivatives as fractional powers of derivative operators are suggested. The Taylor series and Fourier series are used to define fractional power of self-adjoint derivative operator. The Fourier integrals and Weyl…

Chaotic Dynamics · Physics 2015-03-17 Vasily E. Tarasov

Given $d_1,\ldots,d_k$ in the field $F$, there is a weighted trace function $F^k\rightarrow F$ given by $tr(x_1,\ldots,x_k)=\sum d_ix_i$. We prove that $F^k$ satisfies trace identities of the forms $\alpha(d_1,\ldots,d_k) x^N=$ a linear…

Rings and Algebras · Mathematics 2025-08-12 Allan Berele

On the basis of the canonical quantization procedure of a system defined on a cubic lattice, we propose a new method, in which resolutions of unity expressed in terms of eigenvectors are naturally provided, to find eigenvectors of field…

High Energy Physics - Theory · Physics 2019-12-06 Seiji Sakoda

Sato introduced the tau-function to describe solutions to a wide class of completely integrable differential equations. Later Segal-Wilson represented it in terms of the relevant integral operators on Hardy space of the unit disc. This…

Spectral Theory · Mathematics 2021-08-03 Shinichi Kotani

Fourier expansion of the integrand in the path integral formula for the partition function of quantum systems leads to a deterministic expression which, though still quite complex, is easier to process than the original functional integral.…

Mathematical Physics · Physics 2023-05-05 Andras Suto

The stochastization of the Jacobi second equality of classical mechanics, by Gaussian white noises for the Lagrangian of a particle in an arbitrary field is considered. The quantum mechanical Hamilton operator similar to that in Euclidian…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 M. Tchoffo , A. A. Belinson

We develop a general framework for pathwise stochastic integration that extends F\"ollmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of It\^o, Stratonovich,…

Probability · Mathematics 2025-07-24 Purba Das , Anna P. Kwossek , David J. Prömel

We suggest two versions of the Hardy--Littlewood--Sobolev inequality for discrete time martingales. In one version, the fractional integration operator is a martingale transform, however, it may vanish if the filtration is excessively…

Probability · Mathematics 2020-09-14 Dmitriy Stolyarov , Dmitry Yarcev

As a continuation of Rabei et al. work [11], the Hamilton- Jacobi partial differential equation is generalized to be applicable for systems containing fractional derivatives. The Hamilton- Jacobi function in configuration space is obtained…

Mathematical Physics · Physics 2015-05-13 Eqab M. Rabei , Bashar S. Ababneh

We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating…

Mathematical Physics · Physics 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

The Wiener's path integral plays a central role in the studies of Brownian motion. Here we derive exact path-integral representations for the more general \emph{fractional} Brownian motion (fBm) and for its time derivative process -- the…

Statistical Mechanics · Physics 2022-12-28 Baruch Meerson , Olivier Bénichou , Gleb Oshanin

We demonstrate that parastatistics can be quantized using path integrals by calculating the generating functionals for time-ordered products of both free and interacting parabose and parafermi fields in terms of path integrals. We also give…

Mathematical Physics · Physics 2011-08-12 O. W. Greenberg , A. K. Mishra

In quantum field theory the path integral is usually formulated in the wave picture, i.e., as a sum over field evolutions. This path integral is difficult to define rigorously because of analytic problems whose resolution may ultimately…

High Energy Physics - Theory · Physics 2008-10-24 D. M. Jackson , A. Kempf , A. Morales

In this paper, we find new integral representations for the generalized Hermite linear functional in the real line and the complex plane. As an application, new integral representations for the Euler Gamma function are given.

Classical Analysis and ODEs · Mathematics 2023-07-25 R. S. Costas-Santos

One of the key challenges in the area of signal processing on graphs is to design transforms and dictionaries methods to identify and exploit structure in signals on weighted graphs. In this paper, we first generalize graph Fourier…

Computer Vision and Pattern Recognition · Computer Science 2019-02-28 Jiasong Wu , Fuzhi Wu , Qihan Yang , Youyong Kong , Xilin Liu , Yan Zhang , Lotfi Senhadji , Huazhong Shu

For the case of reduction onto the non-zero momentum level, in the problem of the path integral quantization of a scalar particle motion on a smooth compact Riemannian manifold with the given free isometric action of the compact semisimle…

Mathematical Physics · Physics 2009-12-18 S. N. Storchak

The core of this article is a general theorem with a large number of specializations. Given a manifold $N$ and a finite number of one-parameter groups of point transformations on $N$ with generators $Y, X_{(1)}, \cdots, X_{(d)} $, we…

funct-an · Mathematics 2016-08-31 Pierre Cartier , Cécile DeWitt-Morette