Related papers: Comparison between Riemann-Stieltjes and Lebesgue-…
In this paper, we define two types of partitions of an hyperbolic interval: weak and strong. Strong partitions enables us to define, in a natural way, a notion of hyperbolic valued functions of bounded variation and hyperbolic analogue of…
The generalized Stieltjes constants $\gamma\_n(v)$ are, up to a simple scaling factor, the Laurent series coefficients of the Hurwitz zeta function $\zeta(s,v)$ about its unique pole $s = 1$. In this work, we devise an efficient algorithm…
No functions class for general measurable sets classes are known whose functions have the property of differentiability of integrals associated to such sets classes. In this paper,we give some subspaces of $L^s$ with $1<s<\infty$, whose…
This is an introduction to measure theory, integration and function spaces, with all the needed preliminaries included, and with some applications included as well. We first discuss some basic motivations, coming from discrete probability,…
Generalised Ito formulae are proved for time dependent functions of continuous real valued semi-martingales. The conditions involve left space and time first derivatives, with the left space derivative required to have locally bounded…
One of the essential questions of the theory of multidimensional integrals concerns the evaluation of integrals taken in given domains. In the simplest case, when integrating over parallelepipeds, evaluation can easily be performed by…
We study Riemann-type functional equations with respect to value-distribution theory and derive implications for their solutions. In particular, for a fixed complex number $a\neq0$ and a function from the Selberg class $\mathcal{L}$, we…
We study some "density function" related to the value-distribution of $L$-functions. The first example of such a density function was given by Bohr and Jessen in 1930s for the Riemann zeta-function. In this paper, we construct the density…
In this paper we develop a theory of integration for locally band preserving functions, introduced by Ercan and Wickstead, on Dedekind complete $f$-algebras. Specifically, we construct Darboux and Riemann integrals and show that they are…
The aim of this paper is to provide characterizations of the Lebesgue-almost everywhere continuity of a function f : [a, b] $\rightarrow$ R. These characterizations permit to obtain necessary and sufficient conditions for the Riemann…
Formulas for calculating the Riesz function, introduced by Marcel Riesz in connection with the Riemann hypothesis, are derived; and the behavior of the Riesz function is discussed.
This paper deals with statistical inference for the scale mixture models. We study an estimation approach based on the Mellin -- Stieltjes transform that can be applied to both discrete and absolute continuous mixing distributions. The…
Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…
We study the problem estimation of classical Lebesgue-Riesz and Grand Lebesgue Norm for the fractional integrals and derivatives for the functions from the classical Lebesgue-Riesz spaces as well as from the modified Besov's spaces.
While the definition of a fractional integral may be codified by Riemann and Liouville, an agreed-upon fractional derivative has eluded discovery for many years. This is likely a result of integral definitions including numerous constants…
We consider a stochastic functional differential equation with an arbitrary Lipschitz diffusion coefficient depending on the past. The drift part contains a term with superlinear growth and satisfying a dissipativity condition. We prove…
In the existing works, stochastic sets $\mathbb{B}$ of interval type, along with $\mathbb{B}$-stochastic processes, were introduced within the framework of stochastic analysis. In this paper, we undertake the construction of…
This paper presents a systematic study of the calculus of interval-valued functions and its application to interval differential equations. To this end, first, we introduce new interval arithmetic operations. Under new operations, the space…
Analogy with Bayesian inference is used to formulate constraints within a scheme for functional integration proposed by Cartier and DeWitt-Morette. According to the analogy, functional counterparts of conditional and conjugate probability…
The Stieltjes-Wigert polynomials, which correspond to an indeterminate moment problem on the positive half-line, are eigenfunctions of a second order q-difference operator. We consider the orthogonality measures for which the difference…