Related papers: Set-valued functions of bounded generalized variat…
A multidimensional generalization of the Bernstein class of functions and the properties of functions of the introduced class are examined. In particular, a new proof of the integral representation of Bernstein functions of many variables…
We introduce a notion of regularized total variation on an interval for continuous functions with unbounded variation. The definition of regularized total variation is obtained from that of total variation by subtracting a penalty for the…
The set-indexed fractional Brownian motion (sifBm) has been defined by Herbin-Merzbach (2006) for indices that are subsets of a metric measure space. In this paper, the sifBm is proved to statisfy a strenghtened definition of increment…
We consider a multiscale system of stochastic differential equations in which the slow component is perturbed by a small fractional Brownian motion with Hurst index $H>1/2$ and the fast component is driven by an independent Brownian motion.…
Let $[a,b]\subset\mathbb{R}$ be a non empty and non singleton closed interval and $P=\{a=x_0<\cdots<x_n=b\}$ is a partition of it. Then $f:I\to\mathbb{R}$ is said to be a function of $r$-bounded variation, if the expression…
We introduce and investigate an adaptation of Fourier series to set-valued functions (multifunctions, SVFs) of bounded variation. In our approach we define an analogue of the partial sums of the Fourier series with the help of the Dirichlet…
We define in this work a notion of Young differential inclusion $$ dz_t \in F(z_t)dx_t, $$ for an $\alpha$-Holder control $x$, with $\alpha>1/2$, and give an existence result for such a differential system. As a by-product of our proof, we…
We characterize the finite variation property for stationary increment mixed moving averages driven by infinitely divisible random measures. Such processes include fractional and moving average processes driven by Levy processes, and also…
An innovative extension of Geometric Brownian Motion model is developed by incorporating a weighting factor and a stochastic function modelled as a mixture of power and trigonometric functions. Simulations based on this Modified Brownian…
For any real-valued stochastic process $X$ with c\'rdl\'rg paths we define non-empty family of processes which have locally finite total variation, have jumps of the same order as the process $X$ and uniformly approximate its paths on…
We present the foundations of the theory of functions of bounded variation and sets of finite perimeter in abstract Wiener spaces.
In this work, we will show the existence, uniqueness, and weak differentiability of the solution to semi-linear mean-field stochastic differential equations driven by fractional Brownian motion. We prove an extension of the…
We study the properties of the set where a generalized function of bounded variation has infinite approximate limit, highlighting in this way the main geometric difference with functions of bounded variation. To this aim we prove a new…
The process $(G_t)_{t\in[0,T]}$ is referred to as a fractional Gaussian process if the first-order partial derivative of the difference between its covariance function and that of the fractional Brownian motion $(B^H_t)_{t\in[0,T ]}$ is a…
We introduce and study two properties of dynamical systems: topologically transitive and topologically mixing under the set-valued setting. We prove some implications of these two topological properties for set-valued functions and…
A comparison between a set-valued Gould type and simple Birkhoff integrals of $bf(X)$-valued multifunctions with respect to a non-negative set functionis given. Relationships among them and Mc Shane multivalued integrability is given under…
By constructing a new family of successful couplings, the Driver-type integration by parts formula is established for the operator associated with stochastic differential equation driven by fractional Brownian motion. As applications, shift…
A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian…
We obtain sharp estimates of the Hardy-Vitali type total $p$-variation of a function of two variables in terms of its mixed modulus of continuity in $L^p([0,1]^2)$. We also investigate various embeddings for mixed norm spaces of bivariate…
The present book gives a systematic overview of function theory and the theory of Stieltjes integral. In particular, we give a detailed account of the theory of functions of bounded variation and of the theory of regulated functions (=…