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We present recent advances on Dirichlet forms methods either to extend financial models beyond the usual stochastic calculus or to study stochastic models with less classical tools. In this spirit, we interpret the asymptotic error on the…

Probability · Mathematics 2007-05-23 Nicolas Bouleau

We introduce the directional short-time fractional Fourier transform (DSTFRFT) and prove an extended Parseval's identity and a reconstruction formula for it. We also investigate the continuity of both the directional short-time fractional…

Functional Analysis · Mathematics 2025-09-17 Astrit Ferizi , Katerina Hadzi-Velkova Saneva , Snjezana Maksimovic

The Riemann-Liouville formula for fractional derivatives and integrals (differintegration) is used to derive formulae for matrix order derivatives and integrals. That is, the parameter for integration and differentiation is allowed to…

Mathematical Physics · Physics 2007-05-23 Mark Naber

This paper presents a generalization for Differential and Integral Calculus. Just as the derivative is the instantaneous angular coefficient of the tangent line to a function, the generalized derivative is the instantaneous parameter value…

General Mathematics · Mathematics 2023-03-21 Fernando Marques de Almeida Nogueira

We define an integral, the distributional integral of functions of one real variable, that is more general than the Lebesgue and the Denjoy-Perron-Henstock-Kurzweil integrals, and which allows the integration of functions with…

Functional Analysis · Mathematics 2013-11-12 Ricardo Estrada , Jasson Vindas

Although being powerful, the differential transform method yet suffers from a drawback which is how to compute the differential transform of nonlinear non-autonomous functions that can limit its applicability. In order to overcome this…

Classical Analysis and ODEs · Mathematics 2016-12-28 Essam. R. El-Zahar , Abdelhalim Ebaid

We represent the Fourier form of the dressing method, which is effective for construction of multidimensional integral-differential equations together with their solutions. Example of integrable (but non-physical) expansion of Intermediate…

Exactly Solvable and Integrable Systems · Physics 2016-09-08 A. I. Zenchuk

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…

Mathematical Physics · Physics 2013-10-14 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

A generalised summation method is considered based on the Fourier series of periodic distributions. It is shown that $$ e^{it}-2e^{2it}+3e^{3it}-4e^{4it}+-\cdots = {\mathrm P\mathrm f} {\displaystyle \frac{e^{it}}{(1+e^{it})^2}} +i\pi…

Functional Analysis · Mathematics 2020-03-31 Amol Sasane

We present a novel integral representation for the biharmonic Dirichlet problem. To obtain the representation, the Dirichlet problem is first converted into a related Stokes problem for which the Sherman-Lauricella integral representation…

Numerical Analysis · Mathematics 2017-12-25 Manas Rachh , Travis Askham

We present a systematic study of higher-order Airy-type differential equations providing the explicit form of the solutions, deriving their power series expansions and a probabilistic interpretation. Under suitable convergence hypotheses,…

Probability · Mathematics 2024-10-11 Fabrizio Cinque , Enzo Orsingher

In the last two decades, many algebras of generalized functions have been constructed, particularly the so-called generalized Sobolev algebras. Our goal is to study the latter and some of their main properties. In this framework, we pose…

Functional Analysis · Mathematics 2016-08-16 Séverine Bernard , Silvère Paul Nuiro

We provide a simple approach for the evaluation of inverse integral transforms that does not require any knowledge of complex analysis. The central idea behind the method is to reduce the inverse transform to the solution of an ordinary…

Physics Education · Physics 2015-05-30 Aaron Farrell , Brandon P. van Zyl , Zachary MacDonald

We compute Hermite expansions of some tempered distributions by using the Bargmann transform. In other words, we calculate the Taylor expansions of the corresponding entire functions. Our method of computations seems to be superior to the…

Classical Analysis and ODEs · Mathematics 2017-05-03 Hiroyuki Chihara , Takashi Furuya , Takumi Koshikawa

The method of exhaustion is generalized to a simple formula that can be used to integrate functions under very general conditions, provided that the integral exists. Both a geometric proof (following the usual procedure for the method of…

Classical Analysis and ODEs · Mathematics 2007-05-23 Anthony A. Ruffa

The Fourier-based diffraction approach is an established method to extract order and symmetry propertiesfrom a given point set. We want to investigate a different method for planar sets which works in direct spaceand relies on reduction of…

Dynamical Systems · Mathematics 2023-07-19 Tobias Jakobi

In this paper, we present methods to simplify reducible linear differential systems before solving. Classical integrals appear naturally as solutions of such systems. We will illustrate the methods developed in a previous paper on several…

Classical Analysis and ODEs · Mathematics 2021-09-30 Thomas Dreyfus , Jacques-Arthur Weil

Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize…

Machine Learning · Statistics 2012-12-03 Sinead A. Williamson , Avinava Dubey , Eric P. Xing

For an observed response that is composed by a set - or vector - of positive values that sum up to 1, the Dirichlet distribution (Bol'shev, 2018) is a helpful mathematical construction for the quantification of the data-generating mechanics…

Methodology · Statistics 2018-08-21 Holger Sennhenn-Reulen

A differential algebra of nonlinear generalized functions is presented as a tool for a wide range of nonsmooth nonlinear problems. The power of the differential algebra is used to do mathematical calculations or proofs; then the final…

Mathematical Physics · Physics 2007-05-23 J. F. Colombeau
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