Related papers: Functional equations and martingales
This paper contributes to the study of stochastic processes of the class $(\Sigma)$. First, we extend the notion of the above-mentioned class to c\`adl\`ag semi-martingales, whose finite variational part is considered c\`adl\`ag instead of…
We develop a new and further generalized form of the fractional kinetic equation involving generalized k-Bessel function. The manifold generality of the generalized k-Bessel function is discussed in terms of the solution of the fractional…
In this paper our aim is to deduce some complete monotonicity properties and functional inequalities for the Bickley function. The key tools in our proofs are the classical integral inequalities, like Chebyshev, H\"older-Rogers,…
We consider an ordinary nonlinear differential equation with generalized coefficients as an equation in differentials in algebra of new generalized functions. Then the solution of such equation will be a new generalized function. In the…
By using Malliavin calculus, Bismut derivative formulae are established for a class of stochastic (functional) differential equations driven by fractional Brownian motions. As applications, Harnack type inequalities and strong Feller…
We describe a functional method to obtain the exact evolution equation of the effective action with a parameter of the bare theory. When this parameter happens to be the bare mass of the scalar field, we find a functional generalization of…
Under certain conditions, we obtain sharp bounds on some functionals defined in the coefficient space of starlike functions. It has been found that the functionals are closely associated with certain coefficient problems, which are of…
Contributions of the present paper consist of two parts. In the first one, we contribute to the theory of stochastic calculus for signed measures. For instance, we provide some results permitting to characterize martingales and Brownian…
The purpose is to formulate a Fourier transformation for the space of functionals, as an infinitesimal meaning. We extend ${\bf R}$ to $ ^{\star}(^{\ast}{\bf R})$ under the base of nonstandard methods for the construction. The domain of a…
An elementary system leading to the notions of fractional integrals and derivatives is considered. Various physical situations whose description is associated with fractional differential equations of motion are discussed.
Several N-body problems in ordinary (3-dimensional) space are introduced which are characterized by Newtonian equations of motion (``acceleration equal force;'' in most cases, the forces are velocity-dependent) and are amenable to exact…
Generalized eigenfunctions may be regarded as vectors of a basis in a particular direct integral of Hilbert spaces or as elements of the antidual space $\Phi^\times$ in a convenient Gelfand triplet…
Regarding quaternions as normal matrices, we first characterize the $2\times 2$ matrix-valued functions, defined on subsets of quaternions, whose values are quaternions. Then we investigate the regularity of quaternionic-valued functions,…
A method of reducing general quaternion functions of first degree, i.e., linear quaternion functions, to quaternary canonical form is given. Linear quaternion functions, once reduced to canonical form, can be maintained in this form under…
Statistically self-similar measures on $[0,1]$ are limit of multiplicative cascades of random weights distributed on the $b$-adic subintervals of $[0,1]$. These weights are i.i.d, positive, and of expectation $1/b$. We extend these cascades…
Convex solutions $A,B,I,J$ of four Abel equations are numerically studied. We do not know exact formulas for any of these functions, but conjecture that $A,B$ and $I,J$ are closely related. [Corrigendum at end.]
The Abel differential equations play a significant role in various fields of mathematics and applied sciences and are classified into two types: the first kind and the second kind. A novel derivative condition for the general solution of…
We consider solvable matrix models. We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals (Gross-Witten integral and integrals over complex matrices) using the notion of tau function of matrix argument. In this case one…
We establish $L^p$-type universal approximation theorems for general and non-anticipative functionals on suitable rough path spaces, showing that linear functionals acting on signatures of time-extended rough paths are dense with respect to…
We extend the notion of effective resistance to metric spaces that are similar to graphs but can also be similar to fractals. Combined with other basic facts proved in the paper, this lays the ground for a construction of Brownian Motion on…