Related papers: A Counterexample in Ito Integration Theory
In this paper, we prove the universality theorem for the iterated integrals of the logarithm of the Riemann zeta-function on some line parallel to the real axis.
We prove the following higher-order Szego theorems: if a measure on the unit circle has absolutely continuous part $w(\theta)$ and Verblunsky coefficients $\alpha$ with square-summable variation, then for any positive integer $m$, $\int…
We characterize the asymptotic independence between blocks consisting of multiple Wiener-It\^{o} integrals. As a consequence of this characterization, we derive the celebrated fourth moment theorem of Nualart and Peccati, its…
The functional Ito formula, firstly introduced by Bruno Dupire for continuous semimartingales, might be extended in two directions: different dynamics for the underlying process and/or weaker assumptions on the regularity of the functional.…
This work proves pointwise convergence of the truncated Fourier double integral of non-Lebesgue integrable bounded variation functions. This leads to the Dirichlet-Jordan theorem proof for non-Lebesgue integrable functions, which has not…
Let WO$(\omega^\omega)$ be the statement that the ordinal number $\omega^\omega$ is well ordered. WO$(\omega^\omega)$ has occurred several times in the reverse-mathematical literature. The purpose of this expository note is to discuss the…
Let T be Takagi's continuous but nowhere-differentiable function. Using a representation in terms of Rademacher series due to N. Kono, we give a complete characterization of those points where T has a left-sided, right-sided, or two-sided…
We present a practical framework to prove, in a simple way, two-terms asymptotic expansions for Fourier integrals $$ {\mathcal I}(t) = \int_{\mathbb R}({\rm e}^{it\phi(x)}-1) {\rm d} \mu(x) $$ where $\mu$ is a probability measure on…
We study the continuity property of multiple Q-adapted quantum stochastic integrals with respect to noncommuting integrands given by the non-adapted multiple integral kernels in Fock scale. The noncommutative algebra of relatively…
For a series of univariate or multivariate complex multiple Wiener-It\^o integrals, we appreciably improve the previously known contractions condition of complex Fourth Moment Theorem (FMT) and present a fourth moment type Berry-Ess\'een…
In this note we consider the global convergence properties of the differential equation $\dot{\Theta}=(\Theta^{T}-\Theta)\Theta$ with $\Theta\in{SO(n)}$, which is a gradient flow of the function…
We prove sufficient conditions, ensuring that a sequence of multiple Wiener-It\^{o} integrals (with respect to a general Gaussian process) converges stably to a mixture of normal distributions. Our key tool is an asymptotic decomposition of…
We propose the another, in principe nonperturbative, method of the evaluation of the Wiener functional integral for $\phi^4$ term in the action. All infinite summations in the results are proven to be convergent. We finf the "generalized"…
Motivated by recent development of mean-field systems with common noise, this paper establishes Ito's formula for flows of conditional probability measures under a common filtration associated with general semimartingales. This generalizes…
This work deals with first hitting time densities of Ito processes whose local drift can be modeled in terms of a solution to Burgers equation. In particular, we derive the densities of the first time that these processes reach a moving…
We compute the Witten index of one-dimensional gauged linear sigma models with at least ${\mathcal N}=2$ supersymmetry. In the phase where the gauge group is broken to a finite group, the index is expressed as a certain residue integral. It…
Periods are numbers represented as integrals of rational functions over algebraic domains. A survey of their elementary properties is provided. Examples of periods includes Feynman Integrals from Quantum Physics and Multiple Zeta Values…
Given a state space, Assignment of Observables involves Taking Function spaces Thereover. At the classical level, the state space in question is phase space or configuration space. This assignment picks up nontrivialities when whichever…
We study the values of the zeta-function of the root system of type $G_2$ at positive integer points. In our previous work we considered the case when all integers are even, but in the present paper we prove several theorems which include…
One of the variants to proof the generalized Ito-Wentzell's formula is introduced and examined in this paper. The relationship between different representations of the generalized Ito-Wentzell's formula/ is considered.