Related papers: A Counterexample in Ito Integration Theory
In this paper, we first prove that the local time associated with symmetric $\alpha$-stable processes is of bounded $p$-variation for any $p>\frac{2}{\alpha-1}$ partly based on Barlow's estimation of the modulus of the local time of such…
Duality in the integrable systems arising in the context of Seiberg-Witten theory shows that their tau-functions indeed can be seen as generating functions for the mutually Poisson-commuting hamiltonians of the {\em dual} systems. We…
We introduce a Skorokhod type integral and prove an Ito formula for a wide class of Gaussian processes which may exhibit stochastic discontinuities. Our Ito formula unifies and extends the classical one for general (i.e., possibly…
We establish the following converse of the well-known inverse function theorem. Let $g:U\to V$ and $f:V\to U$ be inverse homeomorphisms between open subsets of Banach spaces. If $g$ is differentiable of class $C^p$ and $f$ if locally…
A practical method to compute the Riemann zeta function is presented. The method can compute $\zeta(1/2+it)$ at any $\lfloor T^{1/4} \rfloor$ points in $[T,T+T^{1/4}]$ using an average time of $T^{1/4+o(1)}$ per point. This is the same…
We extend some results about F\"ollmer's pathwise It\^o calculus that have only been derived for continuous paths to c\`adl\`ag paths with quadratic variation. We study some fundamental properties of pathwise It\^o integrals with respect to…
Cook's theorem is commonly expressed such as any polynomial time-verifiable problem can be reduced to the SAT problem. The proof of Cook's theorem consists in constructing a propositional formula A(w) to simulate a computation of TM, and…
A result in \cite{Ker-Weit} states that a real valued continuous function $f$ on the circle and its nonnegative integral powers can generate a dense translation invariant subspace in the space of all continuous functions on the circle if…
Following previous investigations by {\"U}st{\"u}nel [22] about the invertibility of some transformations on the Wiener space, we find some entropic conditions under which a random change of time is invertible on the Poisson space. As a…
We consider a Poisson process $\eta$ on an arbitrary measurable space with an arbitrary sigma-finite intensity measure. We establish an explicit Fock space representation of square integrable functions of $\eta$. As a consequence we…
We define a sequence of functions, namely tame cuts, in the Fourier algebra $A(G)$ of a locally compact group $G$, that satisfies certain convergence and growth conditions. This new consideration allows us to give a group admitting a…
In this small note we explicit the relation between Ito and Stratonovich integrals when conditional measure flow components are present in the integrands. The `correction' term involves Lions-type measure derivatives and clarifies which…
Kato's second representation theorem is generalized to solvable sesquilinear forms. These forms need not be non-negative nor symmetric. The representation considered holds for a subclass of solvable forms (called hyper-solvable), precisely…
The article is devoted to the construction of effective procedures of the mean-square approximation of iterated Ito stochastic integrals of multiplicities 1 to 5 from the Taylor-Ito expansion based on multiple Fourier-Legendre series. The…
Let $\left( W,\sigma \right) $ be a symplectic vector space and let $% T:W\rightarrow W$ be a linear map that satisfies a certain condition of non-degeneracy. We define the Schur multiplier $\omega _{\sigma ,T}$ on $W$. To this multiplier…
We introduce a simple model of the time evolution of a binary mixture of compressible fluids including the thermal effects. Despite its apparent simplicity, the model is thermodynamically consistent admitting an entropy balance equation. We…
In this note, we show that the values of integrals of the log-tangent function with respect to any square-integrable function on $\left[0 , \frac{\pi}{2} \right]$ may be determined by a finite or infinite sum involving the Riemann…
Summing the values of the real portion of the logarithmic integral of n^rho, where rho is one of a consecutive series of zeros of the Riemann zeta function, reveals an unexpected periodicity to the sum. This is the cycle problem.
Farkas' Lemma is a foundational result in linear programming, with implications in duality, optimality conditions, and stochastic and bilevel programming. Its generalizations are known as theorems of the alternative. There exist theorems of…
We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…