Related papers: Functional Expansions
Using Dupire's notion of vertical derivative, we provide a functional (path-dependent) extension of the It\^o's formula of Gozzi and Russo (2006) that applies to C^{0,1}-functions of continuous weak Dirichlet processes. It is motivated and…
In this paper we will give a scheme-theoretic discussion on the unramified extensions of an arithmetic function field in several variables. The notion of unramified discussed here is parallel to that in algebraic number theory and for the…
In this work we consider infinite dimensional extensions of some finite dimensional Gaussian geometric functionals called the Gaussian Minkowski functionals. These functionals appear as coefficients in the probability content of a tube…
We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…
We present a non-probabilistic, pathwise approach to continuous-time finance based on causal functional calculus. We introduce a definition of self-financing, free from any integration concept and show that the value of a self-financing…
The solutions of parabolic and hyperbolic stochastic partial differential equations (SPDEs) driven by an infinite dimensional Brownian motion, which is a martingale, are in general not semi-martingales any more and therefore do not satisfy…
Concentration inequalities are obtained on Poisson space, for random functionals with finite or infinite variance. In particular, dimension free tail estimates and exponential integrability results are given for the Euclidean norm of…
A general framework for integration over certain infinite dimensional spaces is first developed using projective limits of a projective family of compact Hausdorff spaces. The procedure is then applied to gauge theories to carry out…
For any arbitrary algebraic curve, we define an infinite sequence of invariants. We study their properties, in particular their variation under a variation of the curve, and their modular properties. We also study their limits when the…
The Theory of Functional Connections (TFC) is a general methodology for functional interpolation that can embed a set of user-specified linear constraints. The functionals derived from this method, called \emph{constrained expressions},…
Diffusion is a dissipative transport phenomenon ubiquitously present in nature. Its details can now be analysed with modern effective field theory (EFT) techniques that use the closed-time-path (or Schwinger-Keldysh) formalism. We discuss…
We obtain Taylor approximations for functionals $V\mapsto Tr(f(H_0+V))$ defined on the bounded self-adjoint operators, where $H_0$ is a self-adjoint operator with compact resolvent and $f$ is a sufficiently nice scalar function, relaxing…
Taylor expansions of analytic functions are considered with respect to several points, allowing confluence of any of them. Cauchy-type formulas are given for coefficients and remainders in the expansions, and the regions of convergence are…
In this report, we consider extended real-valued functions on some real vector space. Gerstewitz functionals are used to construct all translative functions. We derive formulas for translative functions which are lower semicontinuous,…
We present a new methodology, suitable for implementation on computer, to perform the $\epsilon$-expansion of hypergeometric functions with linear $\epsilon$ dependent Pochhammer parameters in any number of variables. Our approach allows…
This paper consider the functional mechanics as one of modern approaches to a problem of the correspondence between classical mechanics and the statistical physics. Deviations from classical trajectories are calculated and evolution of the…
Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…
Using functional equations, we define functors that generalize standard examples from calculus of one variable. Examples of such functors are discussed and their Taylor towers are computed. We also show that these functors factor through…
It is our aim to establish a general analytic theory of asymptotic expansions of type f(x)=a_1 phi_1(x)+dots+ a_n phi_n(x)+o(phi_n(x)), x tends to x_0 (*), where the given ordered n-tuple of real-valued functions phi_1 dots,phi_n forms an…
Poincar\'e maps play a fundamental role in nonlinear dynamics and chaos theory, offering a means to reduce the dimensionality of continuous dynamical systems by tracking the intersections of trajectories with lower-dimensional section…