Related papers: Stochastic Integrals and Gelfand Integration in Fr…

We demonstrate that the conventional path integral formulations generate inconsistent results exemplified by the geometric Brownian motion under the general stochastic interpretation. We thus develop a novel path integral formulation for…

We present a method using contour integration to derive definite integrals and their associated infinite sums which can be expressed as a special function. We give a proof of the basic equation and some examples of the method. The advantage…

This short note shows a limiting behavior of integrals of some centered antipersistent stationary infinitely divisible moving averages as the compact integration domain in $d\ge 1$ dimensions extends to the whole positive quadrant…

We construct the basis of a stochastic calculus for so-called Volterra processes, i.e., processes which are defined as the stochastic integral of a time-dependent kernel with respect to a standard Brownian motion. For these processes which…

We derive an asymptotic expansion for the quadratic variation of a stochastic process satisfying a stochastic differential equation driven by a fractional Brownian motion, based on the theory of asymptotic expansion of Skorohod integrals…

We develop a stochastic analysis for a Gaussian process $X$ with singular covariance by an intrinsic procedure focusing on several examples such as covariance measure structure processes, bifractional Brownian motion, processes with…

A stochastic affine evolution equation with bilinear noise term is studied where the driving process is a real-valued fractional Brownian motion. Stochastic integration is understood in the Skorokhod sense. Existence and uniqueness of weak…

In this paper we develop a stochastic integration theory for processes with values in a quasi-Banach space. The integrator is a cylindrical Brownian motion. The main results give sufficient conditions for stochastic integrability. They are…

The goal of this article is to motivate and describe how Gromov-Witten theory can and has provided tools to understand the moduli space of curves. For example, ideas and methods from Gromov-Witten theory have led to both conjectures and…

In this paper, we provide a characterization of the time-periodic Gelfand-Shilov spaces, as introduced by F. de \'Avila Silva and M. Cappiello [J. Funct. Anal., 282(9):29, 2022], through the asymptotic behaviour of both the Euclidean and…

This paper considers a class of nonlocal fractional neutral stochastic integrodifferential inclusions of order $1<\alpha<2$ with impulses in a Hilbert space. We study the existence of the mild solution for the cases when the multi-valued…

We continue the study of the Hrushovski-Kazhdan integration theory and consider exponential integrals. The Grothendieck ring is enlarged via a tautological additive character and hence can receive such integrals. We then define the Fourier…

We generalize the notion of harmonic conjugate functions and Hilbert transforms to higher dimensional euclidean spaces, in the setting of differential forms and the Hodge-Dirac system. These conjugate functions are in general far from being…

In this paper, we provide a strong formulation of the stochastic G{\^a}teaux differentiability in order to study the sharpness of a new characterization, introduced in [6], of the Malliavin-Sobolev spaces. We also give a new internal…

In this paper an analytic operator-valued generalized Feynman integral was studied on a very general Wiener space $C_{a,b}[0,T]$. The general Wiener space $C_{a,b}[0,T]$ is a function space which is induced by the generalized Brownian…

We describe the (bigraded) Hochschild cohomology of graded gentle algebras along with the Gerstenhaber bracket and cup product. In particular, this yields a description of the Hochschild cohomology of partially wrapped Fukaya categories of…

This paper provides a numerical approach for solving the linear stochastic Volterra integral equation using Walsh function approximation and the corresponding operational matrix of integration. A convergence analysis and error analysis of…

In this article we show in details the derivation of an integration scheme for the dissipative particle dynamic model (DPD) using the stochastic Trotter formula [De Fabritiis et al., Physica A, 361, 429 (2006)]. We explain some subtleties…

We prove solvability theorems for relaxed one-sided Lipschitz multivalued mappings in Hilbert spaces and for composed mappings in the Gelfand triple setting. From these theorems, we deduce properties of the inverses of such mappings and…

We characterize the elements of generalized Gelfand Shilov spaces in terms of the coefficients of their Fourier-Hermite expansion. The technique we use can be applied both in quasianalytic and nonquasianalytic case. The characterizations…