Related papers: A Counterexample in Ito Integration Theory

We consider It\^o uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in $W^{1}_{d,loc}$, and the drift in $L_{d}$. We prove the unique strong solvability for any starting point and prove that as…

In this paper, we give a short elementary proof of the well known Euler's recurrence formula for the Riemann zeta function at positive even integers and integral representations of the Riemann zeta function at positive integers and at…

Let $f$ be a $r\times m$-matrix of holomorphic functions that is generically surjective. We provide explicit integral representation of holomorphic $\psi$ such that $\phi=f\psi$, provided that $\phi$ is holomorphic and annihilates a certain…

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…

It is shown that evolution of wave functions in nonintegrable quantum systems is unpredictable for a long time T because of rapid growth of number of elementary computational operations $\mathcal O(T)\sim T^\alpha$. On the other hand, the…

We consider decompositions of processes of the form $Y=f(t,X_t)$ where $X$ is a semimartingale. The function $f$ is not required to be differentiable, so It\^{o}'s lemma does not apply. In the case where $f(t,x)$ is independent of $t$, it…

For a uniform process $\{ X_t: t\in E\}$ (by which $X_t $ is uniformly distributed on $(0,1)$ for $t\in E$) and a function $w(x)>0$ on $(0,1)$, we give a sufficient condition for the weak convergence of the empirical process based on $\{…

This paper presents a reformulation of the Leibniz product rule as a finite sum that expresses the fractional derivative of the product of two differentiable functions. This paper then proves the cases for when the product consists of an…

The article is devoted to the formulation and proof of the theorem on convergence with probability 1 of expansion of iterated Ito stochastic integrals of arbitrary multiplicity based on generalized multiple Fourier series converging in the…

Fatou's lemma is a classic fact in real analysis that states that the limit inferior of integrals of functions is greater than or equal to the integral of the inferior limit. This paper introduces a stronger inequality that holds uniformly…

In 1975 Voronin proved the universality theorem for the Riemann zeta-function $\zeta(s)$ which roughly says that any admissible function $f(s)$ is approximated by $\zeta(s)$. A few years later Reich proved a discrete analogue of this…

An easy generalization of Beukers' integrals allows us to conjecture a double integral formula involving the zeta and the gamma functions. A special case of this formula is Sondow's double integral formula for Euler's constant gamma.

Fourier-Wiener transform of the formal expression for multiple self-intersection local time is described in terms of the integral, which is divergent on the diagonals. The method of regularization we use in this work related to…

Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…

The lefthanded Lov\'asz local lemma (LLLL) is a generalization of the Lov\'asz local lemma (LLL), a powerful technique from the probabilistic method. We prove a computable version of the LLLL and use it to effectivize a collection of…

The leading asymptotic behaviour as $t\to \infty$ of the celebrated Riemann zeta function $\zeta(s), \ s = \sigma + it, \quad 0<\sigma<1, \quad t>0 , \ t\to\infty,$ can be expressed in terms of a transcendental sum. The sharp estimation of…

Let ${\mathscr L}^H(x,t)=2H\int_0^t\delta(B^H_s-x)s^{2H-1}ds$ be the weighted local time of fractional Brownian motion $B^H$ with Hurst index $1/2<H<1$. In this paper, we use Young integration to study the integral of determinate functions…

The Riemann-Lebesgue Lemma says that the Fourier transform of an absolutely integrable function on the real line tends to zero as the transform parameter tends to infinity. When the integral is allowed to converge conditionally, the…

We prove two-sided inequalities between the integral moduli of smoothness of a function on $\mathbb{R}^d/\mathbb{T}^d$ and the weighted tail-type integrals of its Fourier transform/series. Sharpness of obtained results in particular is…

In many applications that involve the inference of an unknown smooth function, the inference of its derivatives will often be just as important as that of the function itself. To make joint inferences of the function and its derivatives, a…