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In this paper, by using a Taylor development type formula, we show how it is possible to associate differential operators with stochastic differential equations driven by a fractional Brownian motion. As an application, we deduce that…

Probability · Mathematics 2007-05-23 Fabrice Baudoin , Laure Coutin

The Mittag-Leffler function $E_{\alpha}$ being a natural generalization of the exponential function, an infinite-dimensional version of the fractional Poisson measure would have a characteristic functional \[ C_{\alpha}(\phi)…

Probability · Mathematics 2010-02-11 Maria Joao Oliveira , Habib Ouerdiane , Jose Luis da Silva , R. Vilela Mendes

We present a comprehensive method for the evaluation of a vast class of integrals representing 3-point functions of conformal field theories in momentum space. The method leads to analytic, closed-form expressions for all scalar and…

High Energy Physics - Theory · Physics 2018-06-18 Adam Bzowski , Paul McFadden , Kostas Skenderis

Problems of the numerical solution of the Cauchy problem for a first-order differential-operator equation are discussed. A fundamental feature of the problem under study is that the equation includes a fractional power of the self-adjoint…

Numerical Analysis · Mathematics 2020-12-08 Petr N. Vabishchevich

A scale of the Frechet spaces of exponential type entire functions of one complex variable is considered. Certain special properties of subsets of these spaces consisting of Laguerre entire functions, which are obtained as uniform limits on…

Complex Variables · Mathematics 2007-05-23 Yuri Kozitsky , Lech B. Wolowski

We give a unified interpretation of confluences, contiguity relations and Katz's middle convolutions for linear ordinary differential equations with polynomial coefficients and their generalization to partial differential equations. The…

Classical Analysis and ODEs · Mathematics 2011-06-07 Toshio Oshima

In this paper we survey and bring together several approaches to obtaining inner functions for Toeplitz operators. These approaches include the classical definition, the Wold decomposition, the operator-valued Poisson Integral, and Clark…

Complex Variables · Mathematics 2018-09-13 Raymond Cheng , Javad Mashreghi , William T. Ross

The problem of computing the class expansion of some symmetric functions evaluated in Jucys-Murphy elements appears in different contexts, for instance in the computation of matrix integrals. Recently, M. Lassalle gave a unified algebraic…

Combinatorics · Mathematics 2013-10-28 Valentin Feray

An important class of fractional differential and integral operators is given by the theory of fractional calculus with respect to functions, sometimes called $\Psi$-fractional calculus. The operational calculus approach has proved useful…

Classical Analysis and ODEs · Mathematics 2020-08-11 Hafiz Muhammad Fahad , Mujeeb ur Rehman , Arran Fernandez

In this paper, we introduce a pair of multiplication-like operations, $L_0$ and $L_1$, which derive $k$-regular functions from $(k+1)$-regular functions. The investigation of the inverse problem naturally leads to a deeper study of the…

Complex Variables · Mathematics 2026-04-22 Yong Li , Yuchen Zhang

We consider additive functionals as a time and space-dependent function of a diffusion corresponding to nonhomogeneous uniformly elliptic divergence form operator. We show that if the function belongs to natural domain of strong solutions…

Probability · Mathematics 2015-03-24 Tomasz Klimsiak

Let $D$ be a bounded domain in the complex plane with Lipschitz boundary. In the paper, we construct an integral solution operator $T[f]$ for any $\overline{\partial}$ closed $(0,1)$-form $f\in L^p_{(0,1)}(D^n)$ solving the Cauchy-Riemain…

Complex Variables · Mathematics 2024-09-04 Song-Ying Li , Sujuan Long , Jie Lao

We establish the existence and uniqueness, in bounded as well as unbounded Lipschitz type cylinders of the forms $U_X\times V_{Y,t}$ and $\Omega\times \mathbb R^{m}\times \mathbb R$, of weak solutions to Cauchy-Dirichlet problems for the…

Analysis of PDEs · Mathematics 2021-12-03 M. Litsgård , K. Nyström

We prove a functional version of the additive kinematic formula as an application of the Hadwiger theorem on convex functions together with a Kubota-type formula for mixed Monge-Amp\`ere measures. As an application, we give a new…

Metric Geometry · Mathematics 2026-03-04 Daniel Hug , Fabian Mussnig , Jacopo Ulivelli

The fundamental importance of functional differential equations has been recognized in many areas of mathematical physics, such as fluid dynamics (Hopf characteristic functional equation), quantum field theory (Schwinger-Dyson equations)…

Numerical Analysis · Mathematics 2019-10-02 Daniele Venturi

We study the uncoupled space-time fractional operators involving time-dependent coefficients and formulate the corresponding inverse problems. Our goal is to determine the variable coefficients from the exterior partial measurements of the…

Analysis of PDEs · Mathematics 2022-08-11 Li Li

Let $\mu$ be a nonnegative Borel measure on the unit disk of the complex plane. We characterize those measures $\mu$ such that the general family of spaces of analytic functions, $F(p,q,s)$, which contain many classical function spaces,…

Functional Analysis · Mathematics 2013-07-19 Jordi Pau , Ruhan Zhao

We show convexity of solutions to a class of convex variational problems in the Gauss and in the Wiener space. An important tool in the proof is a representation formula for integral functionals in this infinite dimensional setting, that…

Analysis of PDEs · Mathematics 2012-05-29 Antonin Chambolle , Michael Goldman , Matteo Novaga

We study large time behaviour of solutions of the Cauchy problem for equations of the form $\partial_tu-L u+\lambda u=f(x,u)+g(x,u)\cdot\mu$, where $L$ is the operator associated with a regular lower bounded semi-Dirichlet form…

Analysis of PDEs · Mathematics 2019-08-05 Tomasz Klimsiak , Andrzej Rozkosz

We consider two approaches to calculate imaginary parts of effective actions in expanding space-times. While the first approach uses Bogolyubov coefficients, the second one uses the functional integral or the Feynman propagator. In…

High Energy Physics - Theory · Physics 2025-12-22 E. T. Akhmedov , I. A. Belkovich , D. V. Diakonov , K. A. Kazarnovskii
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