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In this paper we explain that the natural filtration of a continuous Hunt process is continuous, and show that martingales over such a filtration are continuous. We further establish a martingale representation theorem for a class of…

Probability · Mathematics 2009-10-27 Zhongmin Qian , ; Jiangang Ying

We study three types of generalized partial fractional operators. An extension of Green's theorem, by considering partial fractional derivatives with more general kernels, is proved. New results are obtained, even in the particular case…

Classical Analysis and ODEs · Mathematics 2012-12-18 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

We provide a description for the Bellman function related to the Carleson Imbedding theorem, first mentioned in [4], with the use of the Hardy operator.

Functional Analysis · Mathematics 2019-05-20 Eleftherios N. Nikolidakis

The Riccati equation method is used to obtain a generalization of the Gronvall-Bellman lemma the obtained result is used to generalize a result of Lyapunov.

Classical Analysis and ODEs · Mathematics 2023-07-04 G. A. Grigorian

The goal of this paper is to extend the classical and multiplicative fractional derivatives. For this purpose, it is introduced the new extended modified Bessel function and also given an important relation between this new function…

Classical Analysis and ODEs · Mathematics 2017-03-14 Ali Ozyapici , Yusuf Gurefe , Emine Missirli

The direct calculation of the Generalized operator entropy proves difficult by the appearance of rational exponents of matrices. The main motivation of this work is to overcome these difficulties and to present a practical and efficient…

Numerical Analysis · Mathematics 2022-10-17 Sarra Ahallal , Said Mennou , Ali Kacha

The paper proposes a new recursive filter for non-linear systems that inherently computes a valid bound on the mean square estimation error. The proposed filter, bound based extended Kalman, (BEKF) is in the form of an extended Kalman…

Optimization and Control · Mathematics 2014-10-02 Gyorgy Hexner , Haim Weiss

We are interested in generalizing part of the theory of ultrafilters on omega to larger cardinals. Here we set the scene for further investigations introducing properties of ultrafilters in strong sense dual to being normal.

Logic · Mathematics 2007-05-23 Saharon Shelah

We describe the Bellman function technique for proving sharp inequalities in harmonic analysis. To provide an example along with historical context, we present how it was originally used by Donald Burkholder to prove $L^p$ boundedness of…

Classical Analysis and ODEs · Mathematics 2018-05-29 Henry Riely

In this paper, we derive new model formulations for computing generalized singular values of a Grassman matrix pair. These new formulations make use of truncated filter matrices to locate the $i$-th generalized singular value of a Grassman…

Numerical Analysis · Mathematics 2020-04-07 Wei-Wei Xu , Michael K. Ng , Zheng-Jian Bai

We study real interpolation, but instead of interpolating between Banach spaces, we interpolate between general functions taking values in $[0,\infty].$ We show the equivalence of the mean method and the $K$-method and apply the general…

Functional Analysis · Mathematics 2022-06-28 Ralph Chill , Praveen Sharma , Sachi Srivastava

Generalized integral formulas involving the generalized Bessel-Maitland function are considered and it expressed in terms of generalized Wright hypergeometric functions. By assuming appropriate values of the parameters in the main results,…

Classical Analysis and ODEs · Mathematics 2016-05-31 M. S. Abouzaid , A. H. Abusufian , K. S. Nisar

Nerman's martingale plays a central role in the law of large numbers for both, single- and multi-type, supercritical general branching processes. There are further, complex-valued Nerman-type martingales in the single-type process that…

Probability · Mathematics 2025-07-30 Konrad Kolesko , Matthias Meiners , Ivana Tomic

Martingale methods are used to study the almost everywhere convergence of general function series. Applications are given to ergodic series, which improves recent results of Fan \cite{FanETDS}, and to dilated series, including Davenport…

Probability · Mathematics 2015-11-30 Cuny Christophe , Ai Hua Fan

Provided a special function of one variable and some of its derivatives can be accurately computed over a finite range, a method is presented to build a series of polynomial approximations of the function with a defined relative error over…

Computational Physics · Physics 2007-05-23 C. Semay

We establish a version of the Beurling-Pollard theorem for operator synthesis and apply it to derive some results on linear operator equations and to prove a Beurling-Pollard type theorem for Varopoulos tensor algebras. Additionally we…

Functional Analysis · Mathematics 2007-05-23 Victor Shulman , Lyudmila Turowska

General fractional calculus offers an elegant and self-consistent path toward the generalization of fractional calculus to an enhanced class of kernels. Prabhakar's theory can be thought of, to some extent, as an explicit realization of…

Mathematical Physics · Physics 2019-11-25 Andrea Giusti

Local fractional derivative and integrals are revealed as one of useful tools to deal with everywhere continuous but nowhere differentiable functions in fractal areas ranging from fundamental science to engineering. In this paper, a…

Mathematical Physics · Physics 2012-06-25 Yang Xiao-Jun

This paper serves to define an extension, which we call dimensional Veblen, of Oswald Veblen's system of ordinal functions below the large Veblen ordinal. This is facilitated by iterating derivatives of ordinal functions along…

Logic · Mathematics 2023-12-27 Jayde Sylvie Massmann , Adrian Wang Kwon

We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…

Probability · Mathematics 2021-08-27 David Criens , Peter Pfaffelhuber , Thorsten Schmidt