Related papers: A note on stochastic integrals as $L^2$-curves
This paper provides the time-dependent $L^2$-martingale representation of the forward stochastic integral where the driving noise is the Riemann-Liouville fractional Brownian motion with parameter $\frac{1}{2} < H < 1$ and the integrand is…
Under the framework of G-expectation and G-Brownian motion, we introduce It\^o's integral for stochastic processes without assuming quasi-continuity. Then we can obtain It\^o's integral on stopping time interval. This new formulation…
This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations…
We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…
The article is devoted to the expansion of iterated Stratonovich stochastic integrals of multiplicity 2 on the base of the combined approach of generalized multiple and iterated Fourier series. We consider two different parts of the…
In this work stochastic integration with respect to cylindrical Levy processes with weak second moments is introduced. It is well known that a deterministic Hilbert-Schmidt operator radonifies a cylindrical random variable, i.e. it maps a…
Leavitt path algebras associate to directed graphs a $\mathbb Z$-graded algebra and in their simplest form recover the Leavitt algebras $L(1,k)$. In this note, we first study this $\mathbb Z$-grading and characterize the ($\mathbb…
In this paper we develop an $L_2$-theory for stochastic partial differential equations driven by L\'evy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of…
We consider a Markov process $X$ associated to a nonnecessarily symmetric Dirichlet form $\mathcal{E}$. We define a stochastic integral with respect to a class of additive functionals of zero quadratic variation and then we obtain an…
The objects under investigation are the stochastic integrals with respect to free Levy processes. We define such integrals for square-integrable integrands, as well as for a certain general class of bounded integrands. Using the product…
We develop a stochastic calculus for processes which are built by convoluting a pure jump, zero expectation L\'{e}vy process with a Volterra-type kernel. This class of processes contains, for example, fractional L\'{e}vy processes as…
A new class of integrable maps, obtained as lattice versions of polynomial dynamical systems is introduced. These systems are obtained by means of a discretization procedure that preserves several analytic and algebraic properties of a…
We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order…
We show that every operator in $L^{2}$ has an associated measure on a space of functions and prove that it can be used to find solutions to abstract Cauchy problems, including partial differential equations. We find explicit formulas to…
The log-aesthetic curve has a significant factor in the field of aesthetic design to meet the high industrial requirements. It has much exceptional property and a large number of research papers are published, since its introduction. It can…
A cylindrical Levy process does not enjoy a cylindrical version of the semi-martingale decomposition which results in the need to develop a completely novel approach to stochastic integration. In this work, we introduce a stochastic…
In this work, we present a comprehensive theory of stochastic integration with respect to arbitrary cylindrical L\'evy processes in Hilbert spaces. Since cylindrical L\'evy processes do not enjoy a semi-martingale decomposition, our…
We show that, for an arbitrary graph, a regular ideal of the associated Leavitt path algebra is also graded. As a consequence, for a row-finite graph, we obtain that the quotient of the associated Leavitt path by a regular ideal is again a…
A differential calculus on an associative algebra A is an algebraic analogue of the calculus of differential forms on a smooth manifold. It supplies A with a structure on which dynamics and field theory can be formulated to some extent in…
Under suitable, fairly weak hypotheses on an elliptic curve $E/\mathbb{Q}$ and a primitive non-trivial Dirichlet character $\chi$, we show that the algebraic $L$-value $\mathscr{L}(E,\chi)$ at $s=1$ is an algebraic integer. For instance,…