Related papers: Comparison of path-dependent functionals of semima…
We investigate a collection of orthonormal functions that encodes information about the continued fraction expansion of real numbers. When suitably ordered these functions form a complete system of martingale differences and are a special…
We develop a functional calculus on Archimedean vector lattices for semicontinuous positively homogeneous real-valued functions defined on $\R^n$ which are bounded on the unit sphere. It is further shown that this semicontinuous Archimedean…
We derive limit theorems for the empirical distribution function of "devolatilized" increments of an It\^{o} semimartingale observed at high frequencies. These "devolatilized" increments are formed by suitably rescaling and truncating the…
In this paper, we study a functional SAR model in which explanatory variables are sampling points of a continuous-time process. We propose a procedure for the maximum likelihood estimation for the spatial parameter dependence and the…
We introduce the notion of bilinear moment functional and study their general properties. The analogue of Favard's theorem for moment functionals is proven. The notion of semi-classical bilinear functionals is introduced as a generalization…
In this short note we use ideas from systems theory to define a functional calculus for infinitesimal generators of strongly continuous semigroups on a Hilbert space. Among others, we show how this leads to new proofs of (known) results in…
Integro-differential methods, currently exploited in calculus, provide an inexhaustible source of tools to be applied to a wide class of problems, involving the theory of special functions and other subjects. The use of integral transforms…
In this paper we examine the asymptotic theory for U-statistics and V-statistics of discontinuous Ito semimartingales that are observed at high frequency. For different types of kernel functions we show laws of large numbers and associated…
Given two quasi-definite moment functionals, the corresponding orthogonal polynomial systems satisfy an algebraic differential relation(called an extended coherent pair). We study generalizing extended coherent pairs that unify extended…
In this paper we study a family of nonlinear (conditional) expectations that can be understood as a semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a time and path-dependent…
The method of self-similar factor approximants is completed by defining the approximants of odd orders, constructed from the power series with the largest term of an odd power. It is shown that the method provides good approximations for…
Submodular functions are a fundamental object of study in combinatorial optimization, economics, machine learning, etc. and exhibit a rich combinatorial structure. Many subclasses of submodular functions have also been well studied and…
We study experimentally systems of orthogonal polynomials with respect to self-similar measures. When the support of the measure is a Cantor set, we observe some interesting properties of the polynomials, both on the Cantor set and in the…
This paper presents an alternative approach for the computation of trajectory segments on slow manifolds of saddle type. This approach is based on iterative methods rather than collocation-type methods. Compared to collocation methods, that…
We develop a functorial framework for the ideal theory of commutative semirings using coherent frames and spectral spaces. Two central constructions-the radical ideal functor and the $k$-radical ideal functor-are shown to yield coherent…
Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides an integro-differential form of the Kolmogorov's backward…
We extend the class of semimartingales in a natural way. This allows us to incorporate processes having paths that leave the state space R^d. In particular Markov processes related to sub-Markovian kernels, but also non-Markovian processes…
The paper is devoted to the development of control procedures with a guide for conflict-controlled dynamical systems described by ordinary fractional differential equations with the Caputo derivative of an order $\alpha \in (0, 1).$ For the…
For any given Cuntz semigroup, we introduce a function associated to it, called the ``Rank Ratio Function". This function ensures global control over the oscillation of the rank of any pair of elements in the Cuntz semigroup and, also,…
In this paper we provide a rigorous mathematical foundation for continuous approximations of a class of systems with piece-wise continuous functions. By using techniques from the theory of differential inclusions, the underlying piece-wise…