Related papers: A Counterexample in Ito Integration Theory
The structure of square integrable functionals measurable with respect to the $n-$point motion of the Arratia flow is studied. Relying on the change of measure technique, a new construction of multiple stochastic integrals along…
A semi-process is an analog of the semi-flow for non-autonomous differential equations or inclusions. We prove an abstract result on the existence of measurable semi-processes in the situations where there is no uniqueness. Also, we allow…
Hardy and Littlewood's approximate functional equation for quadratic Weyl sums (theta sums) provides, by iterative application, a powerful tool for the asymptotic analysis of such sums. The classical Jacobi theta function, on the other…
The objective of this paper is to prove a functional weak invariance principle for a local time of a process of the form $X_{n}=\varphi\circ T^{n}$ where $\left(X,\mathcal{B},T,m\right)$ is a measure preserving system with a transfer…
Ito stochastic differential equation governs one-dimensional diffusive Markov process. Geoelectrical signals measured in seismic areas can be considered as the result of competitive and collective interactions among system elements. The Ito…
The subject of this work is the multivariate generalization of the theory of multiple Wiener--It\^o integrals. In the scalar valued case this theory was described in paper\cite{11}. Our proofs apply the technique of this work, but in the…
Lov\'asz Local Lemma (LLL) is a probabilistic tool that allows us to prove the existence of combinatorial objects in the cases when standard probabilistic argument does not work (there are many partly independent conditions). LLL can be…
Motivated by questions arising in financial mathematics, Dupire introduced a notion of smoothness for functionals of paths (different from the usual Fr\'echet--Gat\'eaux derivatives) and arrived at a generalization of It\=o's formula…
We consider the problem of determining the Fourier integral in the Hilbert space of square integrable functions. Fourier integral is the scalar product of two functions belonging to the Hilbert space of square integrable functions and the…
In this paper, we consider a continuous-time Markov process and prove a local limit theorem for the integral of a time-inhomogeneous function of the process. One application is in the study of the fast-oscillating perturbations of linear…
The ostrowski inequality expresses bounds on the deviation of a function from its integral mean. The aim of this paper is to establish a new inequality using weight function which generalizes the inequalities of Dragomir, Wang and Cerone…
Let $f$ be a polynomial with integer coefficients such that $f(n)$ positive for any positive integer $n$. We consider diverging sequences $\{ y_n\}$ given by $y_0 = b$ and $y_{n+1} = f^{y_n}(a)$ with positive integers $a$ and $b$. We show…
We construct counterexamples to inverse problems for the wave operator on domains in $\mathbb{R}^{n+1}$, $n \ge 2$, and on Lorentzian manifolds. We show that non-isometric Lorentzian metrics can lead to same partial data measurements, which…
Glasser's Master Theorem arXiv:1308.6361v2 is essentially a restatement of Cauchy's integral Theorem reduced to a specialized form. Here we extend that theorem by introducing two new parameters, but still retain a simple form. Because of…
We consider a class of measures absolutely continuous with respect to the distribution of the stopped Wiener process $w(\cdot\wedge\tau)$. Multiple stochastic integrals, that lead to the analogue of the It\^o-Wiener expansions for such…
As in the case of soliton PDEs in 2+1 dimensions, the evolutionary form of integrable dispersionless multidimensional PDEs is non-local, and the proper choice of integration constants should be the one dictated by the associated Inverse…
Let $f\colon\mathbb{C}\to\mathbb{C}$ be a transcendental entire function. In 1989, Eremenko asked the following question concerning the set $I(f)$ of points that tend to infinity under iteration: can every point of $I(f)$ be joined to…
The quantum Ito formula has so far been proved for regular (bounded) quantum semimartingales We give three different extensions to classes of essentially self-adjoint (unbounded) quantum semimartingales. The first extension is to quantum…
An elementary construction of the Wiener process is discussed, based on a proper sequence of simple symmetric random walks that uniformly converge on bounded intervals, with probability 1. This method is a simplification of F.B. Knight's…
This paper is aimed to prove the strong duality theorem for continuous-time linear programming problems in which the coefficients are assumed to be piecewise continuous functions. The previous paper proved the strong duality theorem for the…