Related papers: A Counterexample in Ito Integration Theory
Strong solutions of p-dimensional stochastic differential equations that can be represented locally in explicit simulation form are considered. The following three-way equivalence is established: 1) There exists such a representation from…
A recurrent formula is presented, for the enumeration of the compositions of positive integers as sums over multisets of positive integers, that closely resembles Euler's recurrence based on the pentagonal numbers, but where the…
Using the Euler--Maruyama technique, we show that a class of Wiener processes exist that are obtained by computing an arbitrary positive power of them. This can be accomplished with a proper set of definitions that makes meaningful the…
We provide a simple and efficient numerical criterion to verify the Iwasawa main conjecture and the indivisibility of derived Kato's Euler systems for modular forms of weight two at any good prime under mild assumptions. In the ordinary…
We consider nonlinear, or "event-dependent", sampling, i.e. such that the sampling instances {tk} depend on the function being sampled. The use of such sampling in the construction of Lebesgue's integral sums is noted and discussed as…
The integration-by-parts formula discovered by Malliavin for the Ito map on Wiener space is proved using the two-parameter stochastic calculus. It is also shown that the solution of a one-parameter stochastic differential equation driven by…
We revisit Ito's (\cite{I1989}) natural extension of the Farey tent map, which generates all regular continued fraction convergents and mediants of a given irrational. With a slight shift in perspective on the order in which these…
Several second moment and other integral evaluations for the Riemann zeta function $\zeta(s)$, Hurwitz zeta function $\zeta(s,a)$, and Lerch zeta function $\Phi(z,s,a)$ are presented. Additional corollaries that are obtained include…
Given a sequence $\mathscr{A}=\{a_0<a_1<a_2\ldots\}\subseteq \mathbb{N}$, let $r_{\mathscr{A},h}(n)$ denote the number of ways $n$ can be written as the sum of $h$ elements of $\mathscr{A}$. Fixing $h\geq 2$, we show that if $f$ is a…
It is be shown that the sequence of Bernstein polynomials for a function of several variables converges to this function uniformly along with every partial derivative of any order, provided that the latter derivative is well defined and…
We introduce a local non-determinism condition for Volterra It\^{o} processes that captures smoothing properties of possibly degenerate noise. By combining the stochastic sewing lemma with one-step Euler approximations, we first prove the…
The Fourier transform is naturally defined for integrable functrions. Otherwise, it should be stipulated in which sense the Fourier transform is understood. We consider some class of radial and, generally saying, nonintegrable functions.…
We present a mathematical approach that simplifies the theoretical treatment of electromagnetic localization in random media and leads to closed form analytical solutions. Starting with the assumption that the dielectric permittivity of the…
A new integral identity for functions with continuous second partial derivatives is derived. It is shown that the value of any function f(r,t) at position r and time t is completely determined by its previous values at all other locations…
In this paper, we generalize the partial fraction decomposition which is fundamental in the theory of multiple zeta values, and prove a relation between Tornheim's double zeta functions of three complex variables. As applications, we give…
Let $(W,H,\mu)$ be the classical Wiener space, assume that $U=I_W+u$ is an adapted perturbation of identity where the perturbation $u$ is an equivalence class w.r.to the Wiener measure. We study several necessary and sufficient conditions…
The aim of this paper is to try to establish a generic model for the problem that several multivariable number-theoretic functions represent simultaneously primes for infinitely many integral points. More concretely, we introduced briefly…
We study the deep connection between integrable models and Poisson-Lie T-duality working on a finite dimensional example constructed on SL(2,C) and its Iwasawa factors SU(2) and B. We shown the way in which Adler-Kostant-Symes theory and…
Counterexamples are presented to weighted forms of the Weiss conjecture in discrete and continuous time. In particular, for certain ranges of $\alpha$, operators are constructed that satisfy a given resolvent estimate, but fail to be…
We determine the space-dependent source term for a two-parameter fractional diffusion problem subject to nonlocal non-self-adjoint boundary conditions and two local time-distinct datum. A bi-orthogonal pair of bases is used to construct a…