Related papers: Functional equations and martingales
We demonstrate how to separate the rotational degrees of freedom in a quantum N-body problem completely from the internal ones. It is shown that any common eigenfunction of the total orbital angular momentum ($\ell$) and the parity in the…
In a recent paper, Saxena et al. [1] developed the solutions of three generalized fractional kinetic equations in terms of Mittag-Leffler functions. The object of the present paper is to further derive the solution of further generalized…
This paper considers the orthogonal expansion of the fractional Brownian motion relative to the Legendre polynomials. Such an expansion has not only theoretical but also practical interest, since it can be applied to approximate and…
When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…
We offer a solution to a functional equation using properties of the Mellin transform. A new criteria for the Riemann Hypothesis is offered as an application of our main result, through a functional relationship with the Riemann xi…
Hamza-Klebaner posed the problem of constructing martingales with Brownian marginals that differ from Brownian motion, so called fake Brownian motions. Besides its theoretical appeal, the problem represents the quintessential version of the…
The purpose of the present paper is to show that in certain classes of real (or complex) functions, the Bernoulli polynomials are essentially the only ones satisfying the Raabe functional equation. For the class of the real $1$-periodic…
We develop the functional It\^o/path-dependent calculus with respect to fractional Brownian motion with Hurst parameter $H> \frac{1}{2}$. Firstly, two types of integrals are studied. The first type is Stratonovich integral, and the second…
We prove an It\^o-Wentzell formula for the fractional Brownian motion. As an application we derive an existence and uniqueness result for a class of stochastic differential equations driven by this stochastic process.
In general relativity, time functions are crucial objects whose existence and properties are intimately tied to the causal structure of a spacetime and also to the initial value formulation of the Einstein equations. In this work we…
We establish global universal approximation theorems on spaces of piecewise linear paths, stating that linear functionals of the corresponding signatures are dense with respect to $L^p$- and weighted norms, under an integrability condition…
Monotone processes, just like martingales, can often be recovered from their final values. Examples include running maxima of supermartingales, as well as running maxima, local times, and various integral functionals of sticky processes…
We consider the problem of maximising expected utility from terminal wealth in a semimartingale setting, where the semimartingale is written as a sum of a time-changed Brownian motion and a finite variation process. To solve this problem,…
We solve a functional equation connected to the algebraic characterization of generalized information functions. To prove the symmetry of the solution, we study a related system of functional equations, which involves two homographies.…
This paper introduces a new method for redefining the Roman factorial using universally applicable functions that are not expressed in closed form. We present a set of foundational functions, similar to Boolean operations, to simplify the…
Herein, we present a canonical form for a natural and necessary generalization of the Lambert W function, natural in that it requires minimal mathematical definitions for this generalization, and necessary in that it provides a means of…
We present a formalism that represents pure states, mixtures and generalized states as functionals on an algebra containing the observables of the system. Along these states, there are other functionals that decay exponentially at all times…
We demonstrate that solving the classical problems mentioned in the title on quadrature domains when the given boundary data is rational is as simple as the method of partial fractions. A by-product of our considerations will be a simple…
Orbit-finite sets are a generalisation of finite sets, and as such support many operations allowed for finite sets, such as pairing, quotienting, or taking subsets. However, they do not support function spaces, i.e. if X and Y are…
We study functionals on the space of almost complex structures on a compact $\mathbb{C}$-manifold, whose variational properties could be used to tackle Yau's Challenge.