Related papers: Variability regions for the $n$-th derivative of b…

We study the Heston model for pricing European options on stocks with stochastic volatility. This is a Black\--Scholes\--type equation whose spatial domain for the logarithmic stock price $x\in \RR$ and the variance $v\in (0,\infty)$ is the…

Fractional derivatives are nonlocal differential operators of real order that often appear in models of anomalous diffusion and a variety of nonlocal phenomena. Recently, a version of the Schr\"odinger Equation containing a fractional…

We study the $\varrho$-th order variation seminorm of a general Ornstein--Uhlenbeck semigroup $\left(\mathcal H_t\right)_{t>0}$ in $\mathbb R^n$, taken with respect to $t$. We prove that this seminorm defines an operator of weak type…

We consider the behaviour of holomorphic functions on a bounded open subset of the plane, satisfying a Lipschitz condition with exponent $\alpha$, with $0<\alpha<1$, in the vicinity of an exceptional boundary point where all such functions…

Analytic functions in the Hardy class $H^2$ over the upper half-plane $\mathbb{H}_+$ are uniquely determined by their values on any curve $\Gamma$ lying in the interior or on the boundary of $\mathbb{H}_+$. The goal of this paper is to…

We give a generalization of the classical Bombieri--Schneider--Lang criterion in transcendence theory. We give a local notion of $LG$--germ, which is similar to the notion of $E$-- function and Gevrey condition, and which generalize (and…

A recent SICOMP paper on classical and quantum algorithms for the shortest vector problem introduced a lattice-dependent parameter \(\gamma(L)\), bounded universally in the exponential sense by \(2^{0.402n+o(n)}\), and conjectured that this…

Let $p(\cdot):\ \mathbb R^n\to(0,\infty)$ be a variable exponent function satisfying the globally log-H\"older continuous condition. In this article, the authors first introduce the variable weak Hardy space on $\mathbb R^n$,…

Recently, the theory of dense graph limits has received attention from multiple disciplines including graph theory, computer science, statistical physics, probability, statistics, and group theory. In this paper we initiate the study of the…

In this paper we consider the nonlinear complex differential equation $$(f^{(k)})^{n_{k}}+A_{k-1}(z)(f^{(k-1)})^{n_{k-1}}+\cdot\cdot\cdot+A_{1}(z)(f')^{n_{1}}+A_{0}(z)f^{n_{0}}=0, $$where $ A_{j}(z)$, $ j=0, \cdots, k-1 $, are analytic in…

Let $\mathcal{H}$ be a complex Hilbert space, $\mathcal{B(H)}$ be the algebra of all bounded linear operators on $\mathcal{H}$ and $\mathcal{A} \subseteq \mathcal{B(H)}$ be a von Neumann algebra without central summands of type $I_1$. For…

In the first part of the paper a general notion of sampling expansions for locally compact groups is introduced, and its close relationship to the discretisation problem for generalised wavelet transforms is established. In the second part,…

This is one of a series of papers examining the interplay between differentiation theory for Lipschitz maps, X-->V, and bi-Lipschitz nonembeddability, where X is a metric measure space and V is a Banach space. Here, we consider the case…

We consider the classical momentum- or velocity-dependent two-dimensional Hamiltonian given by $$\mathcal H_N = p_1^2 + p_2^2 +\sum_{n=1}^N \gamma_n(q_1 p_1 + q_2 p_2)^n ,$$ where $q_i$ and $p_i$ are generic canonical variables, $\gamma_n$…

Let $A$ be an expansive dilation on $\mathbb{R}^n$, and $p(\cdot):\mathbb{R}^n\rightarrow(0,\,\infty)$ be a variable exponent function satisfying the globally log-H\"{o}lder continuous condition. Let $H^{p(\cdot)}_A({\mathbb {R}}^n)$ be the…

Let $(\pi, \mathcal H)$ be a continuous unitary representation of the (infinite dimensional) Lie group $G$ and $\gamma \: \mathbb R \to \mathrm{Aut}(G)$ define a continuous action of $\mathbb R$ on $G$. Suppose that $\pi^\#(g,t) = \pi(g)…

We prove a sharp Schwarz-type lemma for meromorphic functions with spherical derivative uniformly bounded away from zero. As a consequence we deduce an improved quantitative version of a recent normality criterion due to Grahl & Nevo and…

This article contains a Wiener Lemma for the convolution algebra $\ell^1(\mathbb H,\mathbb C)$ and group $C^\ast$-algebra $C^\ast(\mathbb H)$ of the discrete Heisenberg group $\mathbb H$. At first, a short review of Wiener's Lemma in its…

The Schrodinger variational approach (1926) to quantization of the natural Hamilton mechanics in $2n$-dimensional phase space is revised in the modern paradigm of quantum mechanics in application to the system the Hamilton function of which…

Let $f:\mathbb{D}\to\mathbb{C}$ be a bounded analytic function. A set $K\subset\mathbb{D}$ which contains the point $1$ in its boundary is called a convergence set for $f$ at $1$ if $f(z)$ converges to some value $\zeta$ as $z\to1$ with…