Related papers: Functional equations and martingales
Let $X=(X_t)_{t\geq 0}$ be a one-dimensional L\'evy process such that each $X_t$ has a $C^1_b$-density w.r.t. Lebesgue measure and certain polynomial or exponential moments. We characterize all polynomially bounded functions…
In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of…
In this paper the whole family of fractional Brownian motions is constructed as a single Gaussian field indexed by time and the Hurst index simultaneously. The field has a simple covariance structure and it is related to two generalizations…
Functional integrals are defined in terms of locally compact topological groups and their associated Banach-valued Haar integrals. This approach generalizes the functional integral scheme of Cartier and DeWitt-Morette. The definition allows…
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.
We investigate the rate functions that emerge in our previous works towards large deviation principle for the matrix liberation process driven by the unitary Brownian motion as well as the unitary Brownian motion itself. Our approach is…
Norm equivalences between a function and its Hankel transform are studied both in the context of weighted Lebesgue spaces with power weights, and in Lorentz spaces. Boas'-type results involving real-valued general monotone functions are…
Functionals are an important research subject in Mathematics and Computer Science as well as a challenge in Information Technologies where the current programming paradigm states that only symbolic computations are possible on higher order…
We review some recent results on connections between Brownian motion, Whittaker functions, random matrices and representation theory.
The aim of this note is to characterize all pairs of sufficiently smooth functions for which the mean value in the Cauchy Mean Value Theorem is taken at a point which has a well-determined position in the interval. As an application of this…
Aichinger's equation is used to give simple proofs of several well-known characterizations of polynomial functions as solutions of certain functional equations. Concretely, we use that Aichinger's equation characterizes polynomial functions…
Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…
Some fixed point results are given for a class of functional contractions acting on (reflexive) triangular symmetric spaces. Technical connections with the corresponding theories over (standard) metric and partial metric spaces are also…
The existence of solutions to Cauchy type problems of linear Riemann-Liouville fractional differential equations with variable coefficients is considered in a space of integrable functions. First, we consider the existence and uniqueness of…
We consider a system of birational functional equations (BFEs) (or finite-difference equations at w=m \in Z) for functions y(w) of the form: y(w+1)=F_n(y(w)), y(w):C \to C^N, n=deg(F_n(y)), F_n \in (\bf Bir}(C^N), where the map F_n is a…
Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…
We present some classes of functions that are defined on the quaternions as solutions for a linear operator that resembles the Cauchy-Riemann conditions. Unlike the Fueter regular functions; in this case the identity function is a solution…
Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…
Brownian motions, martingales, and Wiener processes are introduced and studied for set valued functions taking values in the subfamily of compact convex subsets of arbitrary Banach space $X$. The present paper is an application of one the…
An attempt is described to extend the notion of Schur functions from Young diagrams to plane partitions. The suggestion is to use the recursion in the partition size, which is easily generalized and deformed. This opens a possibility to…