Related papers: A Counterexample in Ito Integration Theory
The following theorem on the circle group $\mathbb{T}$ is due to Norbert Wiener: If $f\in L^{1}\left( \mathbb{T}\right) $ has non-negative Fourier coefficients and is square integrable on a neighbourhood of the identity, then $f\in…
Numerous tasks at the core of statistics, learning and vision areas are specific cases of ill-posed inverse problems. Recently, learning-based (e.g., deep) iterative methods have been empirically shown to be useful for these problems.…
The separation between two theorems in reverse mathematics is usually done by constructing a Turing ideal satisfying a theorem P and avoiding the solutions to a fixed instance of a theorem Q. Lerman, Solomon and Towsner introduced a forcing…
Motivated by applications to SPDEs we extend the It\^o formula for the square of the norm of a semimartingale $y(t)$ from Gy\"ongy and Krylov (Stochastics 6(3):153-173, 1982) to the case \begin{equation*} \sum_{i=1}^m \int_{(0,t]}…
An incomplete Riemann zeta function can be expressed as a lower-bounded, improper Riemann-Liouville fractional integral, which, when evaluated at $0$, is equivalent to the complete Riemann zeta function. Solutions to Landau's problem with…
The Ohno relation for multiple zeta values can be formulated as saying that a certain operator, defined for indices, is invariant under taking duals. In this paper, we generalize the Ohno relation to regularized multiple zeta values by…
Consider a closed analytic curve $\gamma$ in the complex plane and denote by > $D_+$ and $D_-$ the interior and exterior domains with respect to the curve. The point $z=0$ is assumed to be in $D_+$. Then according to Riemann theorem there…
We derive an Ito-type change-of-variables formula for Volterra Gaussian processes (including fractional Brownian motion with any Hurst parameter), based on the operator factorization framework. The Ito correction is expressed as a Stieltjes…
We survey methods and results of fractional differential equations in which an unknown function is under the operation of integration and/or differentiation of fractional order. As an illustrative example, we review results on fractional…
The concept of the $p^{\text{th}}$ variation of a continuous function $f$ along a refining sequence of partitions is the key to a pathwise It\^o integration theory with integrator $f$. Here, we analyze the $p^{\text{th}}$ variation of a…
We introduce the notion of \tau-like partial order, where \tau is one of the linear order types \omega, \omega*, \omega+\omega*, and \zeta. For example, being \omega-like means that every element has finitely many predecessors, while being…
Several versions of It\^{o}'s formula have been obtained in the context of the functional stochastic calculus. Here, we revisit this topic in two ways. First, by defining a notion of derivative along a functional, we extend the setting of…
An overview of results and problems concerning the asymptotic formula for $\int_0^T|\zeta(1/2+it)|^4dt$ is given, together with a discussion of modern methods from spectral theory used in recent work on this subject.
``Orderly divergence'' deals with limit theorems for weighted stochastic Gamma integrals of otherwise nonintegrable functions. Although for monotonic functions this category usually coincides with the classical notion of weighted limit…
We give a complete description and clarification of the structure of the Levy area correction to Ito/Stratonovich stochastic integrals arising as limits of time-reversible deterministic dynamical systems. In particular, we show that…
The values of the Riemann zeta function at odd positive integers, $\zeta(2n+1)$, are shown to admit a representation proportional to the finite-part of the divergent integral $\int_0^{\infty} t^{-2n-1} \operatorname{csch}t\,\mathrm{d}t$.…
In this paper we study the structure of square integrable functionals measurable with respect to coalescing stochastic flows. The case of $L^2$ space generated by the process $\eta(\cdot)=w(\min(\tau,\cdot)),$ where $w$ is a Brownian motion…
Chen's iterated integrals may be generalized by interpolation of functions of the positive integer number of times which particular forms are iterated in integrals along specific paths, to certain complex values. These generalized iterated…
We prove the Ito-Tanaka formula and the existence of pathwise stochastic integrals for a wide class of Gaussian processes. Motivated by financial applications, we define the stochastic integrals as forward-type pathwise integrals introduced…
An extension of the theory of the Iterated Logarithmic Algebra gives the logarithmic analog of a Sheffer or Appell sequence of polynomials. This leads to several examples including Stirling's formula and a logarithmic version of the…