Related papers: Formal differential variables and an abstract chai…
Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…
We prove a non-integrability result concerning iterative derivations on projective line, where the iterative rule is given by a non-algebraic formal group.
Analysis often splits change into components. For example, how much of the observed variance is caused by genes or environment? In many cases, the split is ultimately made by the logic of the chain rule, which divides the difference of a…
A peculiar feature of It\^o's calculus is that it is an integral calculus that gives no explicit derivative with a systematic differentiation theory counterpart, as in elementary calculus. So, can we define a pathwise stochastic derivative…
In this PhD thesis we introduce a generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives, and study them using standard (indirect) and direct methods. In…
We consider a class of generalized binomials emerging in fractional calculus. After establishing some general properties, we focus on a particular yet relevant case, for which we provide several ready-for-use combinatorial identities,…
This article is the second one in a series on the use of scaling invariance in finance. In the first article (cond-mat/9906048), we introduced a new formalism for the pricing of derivative securities, which focusses on tradable objects…
In the paper, the law of the iterated logarithm for additive functionals of Markov chains is obtained under some weak conditions, which are weaker than the conditions of invariance principle of additive functionals of Markov chains in M.…
We develop the Benkhettou-Hassani-Torres fractional (noninteger order) calculus on time scales by proving two chain rules for the $\alpha$-fractional derivative and five inequalities for the $\alpha$-fractional integral. The results…
This work further develops the properties of fractional differential forms. In particular, finite dimensional subspaces of fractional form spaces are considered. An inner product, Hodge dual, and covariant derivative are defined. Coordinate…
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…
We present nested sequent systems for propositional G\"odel-Dummett logic and its first-order extensions with non-constant and constant domains, built atop nested calculi for intuitionistic logics. To obtain nested systems for these…
Markov chains are convenient means of generating realizations of networks with a given (joint or otherwise) degree distribution, since they simply require a procedure for rewiring edges. The major challenge is to find the right number of…
The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…
Fractional differential equations are powerful mathematical descriptors for intricate physical phenomena in a compact form. However, compared to integer ordinary or partial differential equations, solving fractional differential equations…
A canonical formalism for higher-derivative theories is presented on the basis of Dirac's method for constrained systems. It is shown that this formalism shares a path integral expression with Ostrogradski's canonical formalism.
Differential operators usually result in derivatives expressed as a ratio of differentials. For all but the simplest derivatives, these ratios are typically not algebraically manipulable, but must be held together as a unit in order to…
The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is…
In solving diffusion problems, it is common to consider the finite difference equation to be an approximation to the differential equation. Nevertheless, history shows that the finite difference equation is primitive and that the…
Many problems in Physics and Chemistry are formulated as the minimization of a functional. Therefore, methods for solving these problems typically require differentiating maps whose input and/or output are functions -- commonly referred to…