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General formula for causal Green's function of linear differential operator of given degree in one variable is given according to coefficient functions of differential operator as a series of integrals. The solution also provides analytic…
We show that the main results of the expected utility and dual utility theories can be derived in a unified way from two fundamental mathematical ideas: the separation principle of convex analysis, and integral representations of continuous…
Sublinear functionals of random variables are known as sublinear expectations; they are convex homogeneous functionals on infinite-dimensional linear spaces. We extend this concept for set-valued functionals defined on measurable set-valued…
The L-fractional derivative is defined as a certain normalization of the well-known Caputo derivative, so alternative properties hold: smoothness and finite slope at the origin for the solution, velocity units for the vector field, and a…
In this paper we calculate some Generalized Selberg integrals. The answer is expressed in terms of $\Gamma$-functions. Integrals of this type serve as normalization constants or directly via undoing 2-D integrals for determination of…
We study the problem of conditional expectations in free random variables and provide closed formulas for the conditional expectation of resolvents of arbitrary non-commutative polynomials in free random variables onto the subalgebra of an…
We introduce more general concepts of Riemann-Liouville fractional integral and derivative on time scales, of a function with respect to another function. Sufficient conditions for existence and uniqueness of solution to an initial value…
In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…
We compute bilinear integrals involving Macdonald and Gegenbauer functions. These integrals are convergent only for a limited range of parameters. However, when one uses generalized integrals they can be computed essentially without…
Line integration of generalized functions is studied. Second order partial differential equations with piecewise continuous and generalized variable coefficients over Cayley-Dickson algebras are investigated. Formulas for integrations of…
We prove multidimensional integration by parts formulas for generalized fractional derivatives and integrals. The new results allow us to obtain optimality conditions for multidimensional fractional variational problems with Lagrangians…
Algorithms for computing rational generating functions of solutions of one-dimensional difference equations are well-known and easy to implement. We propose an algorithm for computing rational generating functions of solutions of…
This book intends to deepen the study of the fractional calculus, giving special emphasis to variable-order operators. It is organized in two parts, as follows. In the first part, we review the basic concepts of fractional calculus (Chapter…
We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a…
The paper deals with the problem of approximating the functions of several variables by branched continued fractions, in particular, multidimensional A- and J-fractions with independent variables. A generalization of Gragg's algorithm is…
In this paper we develop a geometric approach to convex subdifferential calculus in finite dimensions with employing some ideas of modern variational analysis. This approach allows us to obtain natural and rather easy proofs of basic…
We introduce a general notion of fractional (noninteger) derivative for functions defined on arbitrary time scales. The basic tools for the time-scale fractional calculus (fractional differentiation and fractional integration) are then…
The paper presents a new formula for the fractional integration, which generalizes the Riemann-Liouville and Hadamard fractional integrals into a single form, which when a parameter fixed at different values, produces the above integrals as…
The goal of the paper is establishing the approximation of mixed partial derivatives of the second order of a function of several variables via modified Bernstein polynomials in the $L_1$ norm under the minimal regularity.
In this paper, we present a method for the accurate estimation of the derivative (aka.~sensitivity) of expectations of functions involving an indicator function by combining a stochastic algorithmic differentiation and a regression. The…