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Various kinds of Stieltjes integrals using gauge integration have become highly popular in the field of differential equations and other applications. In the theories of integration and of ordinary differential equations, convergence…

Classical Analysis and ODEs · Mathematics 2022-11-15 Umi Mahnuna Hanung

In this article we study the existence of pathwise Stieltjes integrals of the form $\int f(X_t)\, dY_t$ for nonrandom, possibly discontinuous, evaluation functions $f$ and H\"older continuous random processes $X$ and $Y$. We discuss a…

Probability · Mathematics 2018-08-16 Zhe Chen , Lasse Leskelä , Lauri Viitasaari

We develop a version of the Kurzweil--Stieltjes integral on compact lines and establish its fundamental properties. For sufficiently regular integrators, we obtain convergence theorems and show that the presented integration process…

Functional Analysis · Mathematics 2025-11-17 Leandro Candido , Pedro L. Kaufmann

We survey several non-absolutely convergent integrals, including the Henstock-Kurzweil and Pfeffer integrals, and use ideas from these theories to investigate the problem of multidimensional Young integration. We further present results on…

Functional Analysis · Mathematics 2026-03-03 Philippe Bouafia

Integrable fractional equations such as the fractional Korteweg-deVries and nonlinear Schr\"odinger equations are key to the intersection of nonlinear dynamics and fractional calculus. In this manuscript, the first discrete/differential…

Exactly Solvable and Integrable Systems · Physics 2022-10-21 Mark J. Ablowitz , Joel B. Been , Lincoln D. Carr

This paper deals with stochastic integrals of form $\int_0^T f(X_u)d Y_u$ in a case where the function $f$ has discontinuities, and hence the process $f(X)$ is usually of unbounded $p$-variation for every $p\geq 1$. Consequently,…

Probability · Mathematics 2016-12-06 Zhe Chen , Lauri Viitasaari

In this work, we prove the existence of integrable solutions for the following generalized mixed-type nonlinear functional integral equation $$x(t)=g\left(t,(Tx)(t)\right)+f\left(t,\int_0^t…

Classical Analysis and ODEs · Mathematics 2015-10-30 Haydar Abdel Hamid , Waad Al Sayed

Stieltjes integral theorem is more commonly known by the phrase 'integration by parts' and enables rearrangement of an otherwise intractable integral to a more amenable form; often permitting completion of an integral in closed form.…

Mathematical Physics · Physics 2015-03-19 Luisiana Xavier Cundin , Norman Barsalou

Recent work has generalized the Furstenberg correspondence between sets of integers and dynamical systems to versions which involve sequences of finite graphs or sequences of $L^\infty$ functions. We give a unified version of the theorem…

Dynamical Systems · Mathematics 2008-04-18 Henry Towsner

Feynman integrals are solutions to linear partial differential equations with polynomial coefficients. Using a triangle integral with general exponents as a case in point, we compare $D$-module methods to dedicated methods developed for…

High Energy Physics - Theory · Physics 2025-05-27 Johannes Henn , Elizabeth Pratt , Anna-Laura Sattelberger , Simone Zoia

Integrating with respect to functions which are constant on intervals whose bounds are discontinuity points (of those functions) is frequent in many branches of Mathematics, specially in stochastic processes. For such functions and alike…

Functional Analysis · Mathematics 2020-03-24 Aladji Babacar Niang , Gane Samb Lo , Cherif Mamadou Moctar Traoré

This paper deals with the delta continuous Stieltjes variational integral generalized in the plane. In particular, this work presents about some fundamental properties of it. The delta continuous Stieltjes variational integral in the plane…

Classical Analysis and ODEs · Mathematics 2013-02-07 U. M. Hanung , CH. R. Indrati

In this note, we study the non-linear evolution problem $dY_t = -A Y_t dt + B(Y_t) dX_t$, where $X$ is a $\gamma$-H\"older continuous function of the time parameter, with values in a distribution space, and $-A$ the generator of an…

Probability · Mathematics 2007-05-23 Antoine Lejay , Massimiliano Gubinelli , Samy Tindel

The aim of this paper is to establish some new inequalities similar to the Ostrowski's inequalities which are more generalized than the inequalities of Dragomir and Cerone. The current article obtains bounds for the deviation of a function…

Classical Analysis and ODEs · Mathematics 2015-05-15 Ather Qayyum , Muhammad Shoaib , Ibrahima Faye

The concept of Riemann-Stieltjes integral $\int_a^b {f\left( t \right)du\left( t \right)}$; where $f$ is called the integrand, $u$ is called the integrator, plays an important role in Mathematics. The approximation problem of the…

Classical Analysis and ODEs · Mathematics 2019-10-11 Mohammad W. Alomari

This work is devoted to the obtaining of a new numerical scheme based in quadrature formulas for the Lebesgue-Stieltjes integral for the approximation of Stieltjes ordinary differential equations. This novel method allows us to numerically…

Numerical Analysis · Mathematics 2020-02-20 Francisco J. Fernández , F. Adrián F. Tojo

We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…

Classical Analysis and ODEs · Mathematics 2008-11-22 Anatoly N. Kochubei

Inter alia, we present a Fourier series involving the generalised Stieltjes constants.

Classical Analysis and ODEs · Mathematics 2018-01-18 Donal F. Connon

In the theory of species, differential as well as integral operators are known to arise in a natural way. In this paper, we shall prove that they precisely fit together in the algebraic framework of integro-differential rings, which are…

Combinatorics · Mathematics 2025-02-12 Xing Gao , Li Guo , Markus Rosenkranz , Huhu Zhang , Shilong Zhang

Motivated by many recent works (by L. Charles, V. Guillemin, T. Paul, J. Sj\"ostrand, A. Uribe, S. Vu Ngoc, S. Zelditch and others) on the semi-classical Birkhoff normal forms, we investigate the structure of the group of automorphisms of…

Mathematical Physics · Physics 2009-02-19 Yves Colin De Verdière
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