Related papers: On Change of Variable Formulas for non-anticipativ…
Motivated by the general problem of extending the classical theory of holomorphic functions of a complex variable to the case of quater- nion functions, we give a notion of an H-derivative for functions of one quaternion variable. We show…
We first prove some weighted inequalities for compositions of functions on time scales which are in turn applied to establish some new dynamic Opial-type inequalities in several variables. Some generalizations and applications to partial…
In this paper, we introduce the notions of semi-Bloch periodic functions and semi-anti-periodic functions. Stepanov semi-Bloch periodic functions and Stepanov semi-anti-periodic functions are considered, as well. We analyze the invariance…
The aim of this paper is to bring together two approaches to non-conservative systems -- the generalized variational principle of Herglotz and the fractional calculus of variations. Namely, we consider functionals whose extrema are sought,…
We present a novel backward It{\^o}-Ventzell formula and an extension of the Aleeksev-Gr\"obner interpolating formula to stochastic flows. We also present some natural spectral conditions that yield direct and simple proofs of time uniform…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
The present article is devoted to functions from a certain subclass of non-differentiable functions. The arguments and values of considered functions represented by the s-adic representation or the nega-s-adic representation of real…
Fractional action-like variational problems have recently gained importance in studying dynamics of nonconservative systems. In this note we address multi-dimensional fractional action-like problems of the calculus of variations.
After reviewing the definition of two differential operators which have been recently introduced by Caputo and Fabrizio and, separately, by Atangana and Baleanu, we present an argument for which these two integro-differential operators can…
We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…
In the present article, a new method for the evaluation of fractional derivatives of arbitrary real order is proposed. Numerous but inequivalent formulations have been given in the past. Some of them exhibit unsatisfactory properties such…
We introduce a new fractional derivative that generalizes the so-called alternative fractional derivative recently proposed by Katugampola. We denote this new differential operator by $\mathscr{D}_{M}^{\alpha,\beta }$, where the parameter…
Some derivation-based differential calculi which have been used to construct models of noncommutative gauge theories are presented and commented. Some comparisons between them are made.
We compute the nth derivative of a function given parametrically, and of one given implicitly, and some history for both problems. I am posting this version of the paper at the request of Shaul Zemel, whose forthcoming paper The…
We prove a version of the variational Euler-Lagrange equations valid for functionals defined on Fr\'echet manifolds, such as the spaces of sections of differentiable vector bundles appearing in various physical theories.
The L-fractional derivative is defined as a certain normalization of the well-known Caputo derivative, so alternative properties hold: smoothness and finite slope at the origin for the solution, velocity units for the vector field, and a…
Using tools from the Siegel-Shidlovskii theory of transcendental numbers, we prove that a nontrivial solution of the Airy equation, its derivative, and an antiderivative are algebraically independent over the field of rational functions.…
The paper studies a non-linear transformation between Brownian martingales, which is given by the inverse of the pricing operator in the mathematical finance terminology. Subsequently, the solvability of systems of equations corresponding…
Non-Archimedean analogs of Markov quasimeasures and stochastic processes are investigated. Thery are used for the development of stochastic antiderivations. The non-Archimedean analog of the It$\hat o$ formula is proved.
We introduce constructive and classical systems for nonstandard arithmetic and show how variants of the functional interpretations due to Goedel and Shoenfield can be used to rewrite proofs performed in these systems into standard ones.…