Related papers: Functional equations and martingales
Convolution admits a natural formulation as a functional operation on matrices. Motivated by the functional and entrywise calculi, this leads to a framework in which convolution defines a matrix transform that preserves positivity. Within…
We solve the problem of formulating Brownian motion in a relativistically covariant framework in 1+1 and 3+1 dimensions. We obtain covariant Fokker-Planck equations with (for the isotropic case) a differential operator of invariant…
The aim of this work is to study the existence of mean values of observables for infinite-particle systems. Using solutions of the initial value problems to the BBGKY hierarchy and to its dual, we prove the local, in time, existence of the…
For any pair of bounded observables $A$ and $B$ with pure point spectra, we construct an associated "joint observable" which gives rise to a notion of a joint (projective) measurement of $A$ and $B$, and which conforms to the intuition that…
We consider a generalization of a functional equation that models the learning process in various animal species. The equation can be considered nonlocal, as it is built with a convex combination of the unknown function evaluated at mixed…
In this work, we establish some coincidence point results for self-mappings satisfying rational type contractions in generalized metric spaces in the sense of Branciari [7]. Presented coincidence point theorems weak and extend numerous…
In this paper, we define an operator function as a series of operators corresponding to the Taylor series representing the function of the complex variable. In previous papers, we considered the case when a function has a decomposition in…
The main result says that every surjective isometry between two ideal Banach function spaces satisfying certain conditions can be presented as a composition of a measurable transformation of a variable and multiplication by a function.
The subject of this paper is to derive the solution of generalized fractional kinetic equations. The results are obtained in a compact form containing the Mittag-Leffler function, which naturally occurs whenever one is dealing with…
Inspired by work done for systems of polynomial exponential equations, we study systems of equations involving the modular $j$ function. We show general cases in which these systems have solutions, and then we look at certain situations in…
It is known that a full description of Brownian motion in the entire course of time should incorporate both kinetic and hydrodynamic effects, but a formula accounts for both effects has been established only in three dimension and only for…
We introduce a new Gaussian process, a generalization of both fractional and subfractional Brownian motions, which could serve as a good model for a larger class of natural phenomena. We study its main stochastic properties and some…
Asymptotically sharp Bernstein- and Markov-type inequalities are established for rational functions on $C^2$ smooth Jordan curves and arcs. The results are formulated in terms of the normal derivatives of certain Green's functions with…
We construct two bounded functional calculi for sectorial operators on Banach spaces, which enhance the functional calculus for analytic Besov functions, by extending the class of functions, generalizing and sharpening estimates, and…
An intriguing question in martingale optimal transport is to characterize the martingale with prescribed initial and terminal marginals whose transition kernel is as Gaussian as possible. In this work we address an extension of this…
Let $(Z_t)_{t\geq 0}$ denote the derivative martingale of branching Brownian motion, i.e.\@ the derivative with respect to the inverse temperature of the normalized partition function at critical temperature. A well-known result by Lalley…
By using Cauchy integral formula in the theory of complex functions, the authors establish some integral representations for the principal branches of several complex functions involving the logarithmic function, find some properties, such…
The Lambert $W$ function, giving the solutions of a simple transcendental equation, has become a famous function and arises in many applications in combinatorics, physics, or population dyamics just to mention a few. In the last decade it…
This paper focuses on a wide class of Collatz-type arithmetic dynamics, and presents a systematic derivation of recursive formulas and functional equations satisfied by the associated generating functions. The main tools belong to complex…
We derive the explicit form of the martingale representation for square-integrable processes that are martingales with respect to the natural filtration of the super-Brownian motion. This is done by using a weak extension of the Dupire…