Related papers: Discrete stopping times in the lattice of continuo…
We construct a new topology on the space of stopped paths and introduce a calculus for causal functionals on generic domains of this space. We propose a generic approach to pathwise integration without any assumption on the variation index…
We show that a substantial portion of stochastic calculus can be developed along similar lines to ordinary calculus, with derivative-based concepts driving the development. We define a notion of stopping derivative, which is a form of right…
Using the spectral measure $\mu_\mathbb{S}$ of the stopping time $\mathbb{S},$ we define the stopping element $X_\mathbb{S}$ as a Daniell integral $\int X_t\,d\mu_\mathbb{S}$ for an adapted stochastic process $(X_t)_{t\in J}$ that is a…
It is solved a problem of construction of separately continuous functions on the product of compacts with a given discontinuity points set. We obtaine the following results. 1. For arbitrary \v{C}ech complete spaces $X$, $Y$ and a separable…
This document introduces a generalization of calculus that treats both continuous and discrete variables on an equal footing. This generalization of calculus was developed independently of the "Calculus on Time Scales" literature but may be…
This paper focuses on the equivalent expression of fractional integrals/derivatives with an infinite series. A universal framework for fractional Taylor series is developed by expanding an analytic function at the initial instant or the…
The aim of this work is to define a continuous functional calculus in quaternionic Hilbert spaces, starting from basic issues regarding the notion of spherical spectrum of a normal operator. As properties of the spherical spectrum suggest,…
The article is devoted to one infinite parametric class of continuous functions with complicated local structure. In the article differential, integral, self-affine and other properties of functions, that their argument is represented by…
We will show the central limit theorem for the general one-dimensional lattice where the space of symbols is a compact metric space. We consider the CLT for Lipschitz-Gibbs probabilities and in the proof we use several properties of the…
For a unimodular totally disconnected locally compact group $G$ we introduce and study an analogue of the Hattori-Stallings rank $\tilde{\rho}(P)\in\mathbf{h}_G$ for a finitely generated projective rational discrete left $\mathbb…
In this paper we model discontinuous extended real functions in pointfree topology following a lattice-theoretic approach, in such a way that, if $L$ is a subfit frame, arbitrary extended real functions on $L$ are the elements of the…
We introduce a new point of view towards Glaeser's theorem on composite $C^\infty$ functions [Ann. of Math. 1963], with respect to which we can formulate a ``$C^k$ composite function property" that is satisfied by all semiproper real…
We introduce a new class of entire functions $\mathcal{E}$ which consists of all $F_0\in\mathcal{O}(\mathbb{C})$ for which there exists a sequence $(F_n)\in \mathcal{O}(\mathbb{C})$ and a sequence $(\lambda_n)\in\mathbb{C}$ satisfying…
The continuous functional calculus is perhaps the most fundamental construction in the theory of operator algebras, especially $C^{*}$-algebras. Here we document our formalization of the continuous functional calculus in Lean, which…
The L-fractional derivative is defined as a certain normalization of the well-known Caputo derivative, so alternative properties hold: smoothness and finite slope at the origin for the solution, velocity units for the vector field, and a…
If $K$ is a compact Hausdorff space so that the Banach lattice $C(K)$ is isometrically lattice isomorphic to a dual of some Banach lattice, then $C(K)$ can be decomposed as the $\ell^\infty$-direct sum of the carriers of a maximal singular…
The paper presents probabilistic extensions of interval temporal logic (ITL) and duration calculus (DC) with infinite intervals and complete Hilbert-style proof systems for them. The completeness results are a strong completeness theorem…
This paper develops an analogue (or counterpart) to discontinuous Galerkin (DG) methods for approximating a general class of calculus of variations problems. The proposed method, called the discontinuous Ritz (DR) method, constructs a…
Starting solely with a set of possible prices for a traded asset $S$ (in infinite discrete time) expressed in units of a numeraire, we explain how to construct a Daniell type of integral representing prices of integrable functions depending…
A discrete formulation of the real-time path integral as the expectation value of a functional of paths with respect to a complex probability on a sample space of discrete valued paths is explored. The formulation in terms of complex…