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Related papers: On integration with respect to filter

200 papers

In this paper we provide an exhaustive survey of the current state of the mathematics of filtration enlargement and an interpretation of the key results of the literature from the viewpoint of mathematical finance. The emphasis is on…

Mathematical Finance · Quantitative Finance 2023-03-08 Karen Grigorian , Robert A. Jarrow

A combinatorial characterization of measurable filters on a countable set is found. We apply it to the problem of measurability of the intersection of nonmeasurable filters.

Logic · Mathematics 2007-05-23 Tomek Bartoszynski

The integration by parts recurrence relations allow to reduce some Feynman integrals to more simple ones (with some lines missing). Nevertheless the possibility of such reduction for the given particular integral was unclear. The recently…

High Energy Physics - Phenomenology · Physics 2009-10-31 P. A. Baikov

We are going to widen the scope of the previously defined Hausdorff-integral in two ways. First, in the sense, that we develop the theory of the integral on some naturally generalized measure spaces. Second, we extend it to functions taking…

Classical Analysis and ODEs · Mathematics 2024-03-27 Attila Losonczi

In this article we propose a revisitation of the well-known argument principle that may lead to the solution of the Riemann hypothesis. We are looking for collaborators.

General Mathematics · Mathematics 2025-08-08 Guilherme Rocha de Rezende

Filter convergence of vector lattice-valued measures is considered, in order to deduce theorems of convergence for their decompositions. First the $\sigma$-additive case is studied, without particular assumptions on the filter; later the…

Functional Analysis · Mathematics 2015-08-12 Domenico Candeloro , Anna Rita Sambucini

We present a slight generalization of the notion of completely integrable systems to get them being integrable by quadratures. We use this generalization to integrate dynamical systems on double Lie groups.

Symplectic Geometry · Mathematics 2015-06-26 Dmitry Alekseevsky , Janusz Grabowksi , Giuseppe Marmo , Peter W. Michor

We extend the asymptotic Samuel function of an ideal to a filtration and show that many of the good properties of this function for an ideal are true for filtrations. There are, however, interesting differences, which we explore. We study…

Commutative Algebra · Mathematics 2022-11-24 Steven Dale Cutkosky , Smita Praharaj

As a generalization of Riemann-Liouville integral, we introduce integral transformations of convergent power series which can be applied to hypergeometric functions with several variables.

Classical Analysis and ODEs · Mathematics 2023-11-16 Toshio Oshima

We present a new proof to a general result due to Kestelman. Our proof differs completely from the other proofs we know and we hope that readers will find it clearer. We also include a quite exhaustive bibliographical analysis on related…

Classical Analysis and ODEs · Mathematics 2013-04-15 Rodrigo López Pouso

This contribution is devoted to the comparison of various resampling approaches that have been proposed in the literature on particle filtering. It is first shown using simple arguments that the so-called residual and stratified methods do…

Computational Engineering, Finance, and Science · Computer Science 2016-08-16 Randal Douc , Olivier Cappé , Eric Moulines

In this paper a new concept related to the frame theory is introduced; the notion of pair frame. By investigating some properties of such frames, it is shown that pair frames are a generalization of ordinary frames. Some classes of of them…

Functional Analysis · Mathematics 2015-03-19 Abolhassan Fereydooni , Ahmad Safapour

The characteristic feature of inverse problems is their instability with respect to data perturbations. In order to stabilize the inversion process, regularization methods have to be developed and applied. In this work we introduce and…

Numerical Analysis · Mathematics 2022-08-22 Andrea Ebner , Jürgen Frikel , Dirk Lorenz , Johannes Schwab , Markus Haltmeier

In this exploratory article, we draw attention to the common formal ground among various estimators such as the belief functions of evidence theory and their relatives, approximation quality of rough set theory, and contextual probability.…

Artificial Intelligence · Computer Science 2018-06-21 Ivo Düntsch , Günther Gediga , Hui Wang

By using the method in [5], the aim of the present note is to generalize the Riemann integral in probability introduced in [7], to Kurzweil-Henstock integral in probability. Properties of the new integral are proved.

Classical Analysis and ODEs · Mathematics 2014-08-07 Sorin G. Gal

Integration by parts is used to reduce scalar Feynman integrals to master integrals.

High Energy Physics - Phenomenology · Physics 2015-03-19 A. G. Grozin

We use some general properties, presented in previous work, to evaluate special cases of integrals relating Rogers-Ramanujan continued fraction, eta function and elliptic integrals.

General Mathematics · Mathematics 2013-06-25 Nikos Bagis

An integral representation of the partition function for general $n$-dimensional Ising models with nearest or non-nearest neighbours interactions is given. The representation is used to derive some properties of the partition function. An…

Condensed Matter · Physics 2008-02-03 Sergio Albeverio , Shao-Ming Fei

An algebraic formalism for the study of interacting particle systems is developed. Particle processes are described in terms of the category theory. The problem for the unique description of these processes is discussed. Categories relevant…

Quantum Algebra · Mathematics 2007-05-23 Wladyslaw Marcinek

In this work, we introduce a new generalized integral transform involving many potentially known or new transforms as special cases. Basic properties of the new integral transform, that investigated in this work, include the existence…

Classical Analysis and ODEs · Mathematics 2022-07-28 Mohamed Akel