Related papers: Clark-Ocone Formula for Generalized Functionals of…
We discuss the notion of resonance, as well as the existence and uniqueness of periodic solutions for a forced simple harmonic oscillator. While this topic is elementary, and well-studied for sinusoidal forcing, this does not seem to be the…
We show well-posedness for McKean--Vlasov equations with rough common noise and progressively measurable coefficients. Our results are valid under natural regularity assumptions on the coefficients, in agreement with the respective…
In this paper, we give the white noise calculus for the Fermion system and prove the Fock expansion. Each continuous linear operator on Fermionic white noise functionals is uniquely represented by the series of integral kernel operators.…
In this paper, we model, classify and investigate the solutions of (normalized) second order ode's with \emph{nonconstant continuous coefficients}. We introduce a generalized \emph{frequency function} as the solution of a \emph{nonlinear…
In this article, we investigate the convergence rate of the discrete-time Clark--Ocone formula provided by Akahori--Amaba--Okuma [1]. In that paper, they mainly focus on the $L_{2}$-convergence rate of the first-order error estimate related…
In a 2006 article (\cite{A1}), Allouba gave his quadratic covariation differentiation theory for It\^o's integral calculus. He defined the derivative of a semimartingale with respect to a Brownian motion as the time derivative of their…
In the present study we highlight some results related to the oscillation for high order nonlinear generalized neutral difference equation in the following form \begin{equation*}…
We present a general transfer-function approach to noise filtering in open-loop Hamiltonian engineering protocols for open quantum systems. We show how to identify a computationally tractable set of fundamental filter functions, out of…
This paper introduces and studies a generalization of the $\mathtt{k}$-Bessel function of order $\nu$ given by \[\mathtt{W}^{\mathtt{k}}_{\nu, c}(x):= \sum_{r=0}^\infty \frac{(-c)^r}{\Gamma_{\mathtt{k}}\left( r \mathtt{k}…
In this paper, we study the consequences of the fundamental theorem of calculus from an algebraic point of view. For functions with singularities, this leads to a generalized notion of evaluation. We investigate properties of such…
We construct Euclidean random fields $X$ over $\R^d$, by convoluting generalized white noise $F$ with some integral kernels $G$, as $X=G* F$. We study properties of Schwinger (or moment) functions of $X$. In particular, we give a general…
Boolean calculus has been studied extensively in the past in the context of switching circuits, error-correcting codes etc. This work generalizes several approaches to defining a differential calculus for Boolean functions. A unified theory…
Operator $k$-tone functions on an open interval of the real line, which are higher order extensions of operator monotone and convex functions, are characterized via certain inequalities for the real and imaginary parts of analytic…
We consider, for a diffusion process in R^n, the Gallavotti-Cohen functional, defined as the empirical power dissipated in a time interval by the non-conservative part of the drift. We prove a large deviation principle in the limit in which…
We prove an extension of the Ocone-Karatzas integral representation, valid for all $BV$ functions on the classical Wiener space. We establish also an elementary chain rule formula and combine the two results to compute explicit integral…
A universal differential equation is a nontrivial differential equation the solutions of which approximate to arbitrary accuracy any continuous function on any interval of the real line. On the other hand, there has been much interest in…
We consider and provide an accurate study for the fractional Zernike functions on the punctured unit disc, generalizing the classical Zernike polynomials and their associated $\beta$-restricted Zernike functions. Mainly, we give the…
For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…
We present a closed-form finite-dimensional projection method for regularizing a function defined by a discrete set of measurement data, which have been contaminated by random, zero mean errors, and for estimating the derivative and…
All unitary perturbations of a given unitary operator $U$ by finite rank $d$ operators with fixed range can be parametrized by $(d\times d)$ unitary matrices $\Gamma$; this generalizes unitary rank one ($d=1$) perturbations, where the…