Related papers: Riemann-Skorohod and Stratonovich integrals for Ga…
This paper provides convergence analysis for the approximation of a class of path-dependent functionals underlying a continuous stochastic process. In the first part, given a sequence of weak convergent processes, we provide a sufficient…
In algebraic geometry, Gromov--Witten invariants are enumerative invariants that count the number of complex curves in a smooth projective variety satisfying some incidence conditions. In 2001, A. Givental and Y.P. Lee defined new…
The article is devoted to the construction of expansions of iterated Stratonovich stochastic integrals of fifth, sixth, seventh and eighth multiplicities based on the method of generalized multiple Fourier series converging in the sense of…
We prove a splitting formula that reconstructs the logarithmic Gromov- Witten invariants of simple normal crossing varieties from the punctured Gromov- Witten invariants of their irreducible components, under the assumption of the gluing…
We prove It{\^o}'s formula for the flow of measures associated with an It{\^o} process having a bounded drift and a uniformly elliptic and bounded diffusion matrix, and for functions in an appropriate Sobolev-type space. This formula is the…
The convolution of a function with an isotropic Gaussian appears in many contexts such as differential equations, computer vision, signal processing, and numerical optimization. Although this convolution does not always have a closed form…
The ostrowski inequality expresses bounds on the deviation of a function from its integral mean. The aim of this paper is to establish a new inequality using weight function which generalizes the inequalities of Dragomir, Wang and Cerone…
Gromov-Witten invariants of a symplectic manifold are a count of holomorphic curves. We describe a formula expressing the GW invariants of a symplectic sum $X# Y$ in terms of the relative GW invariants of $X$ and $Y$. This formula has…
We consider the fractional Cox-Ingersoll-Ross process satisfying the stochastic differential equation (SDE) $dX_t = aX_t\,dt + \sigma \sqrt{X_t}\,dB^H_t$ driven by a fractional Brownian motion (fBm) with Hurst parameter exceeding…
This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…
We consider the normal approximation of Kabanov-Skorohod integrals on a general Poisson space. Our bounds are for the Wasserstein and the Kolmogorov distance and involve only difference operators of the integrand of the Kabanov-Skorohod…
In this paper, we study the stochastic partial differential equation with multiplicative noise $\frac{\partial u}{\partial t} =\mathcal L u+u\dot W$, where $\mathcal L$ is the generator of a symmetric L\'evy process $X$ and $\dot W$ is a…
The first-order Euler-Maclaurin formula relates the sum of the values of a smooth function on an interval of integers with its integral on the same interval on $\mathbb R$. We formulate here the analogue for functions that are just of…
We develop a general framework for pathwise stochastic integration that extends F\"ollmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of It\^o, Stratonovich,…
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
The article is devoted to the expansion of iterated Stratonovich stochastic integrals of arbitrary multiplicity $k$ $(k\in\mathbb{N})$ based on the generalized iterated Fourier series converging pointwise. The case of Fourier-Legendre…
We give a short summary of Varopoulos' generalised Hardy-Littlewood-Sobolev inequality for self-adjoint $C_{0}$ semigroups and give a new probabilistic representation of the classical fractional integral operators on $\R^n$ as projections…
We give a Pieri-type formula for the sum of $K$-$k$-Schur functions $\sum_{\mu\le\lambda} g^{(k)}_{\mu}$ over a principal order ideal of the poset of $k$-bounded partitions under the strong Bruhat order, which sum we denote by…
The Gaussian integral, denoted as \( \int_{-\infty}^{\infty} e^{-x^2} dx \), plays a significant role in mathematical literature. In this paper, we explore a family of integrals related to Gaussian functions. Specifically, we introduce…
A conjectural formula for the $k$-point generating function of Gromov--Witten invariants of the Riemann sphere for all genera and all degrees was proposed in \cite{DY2}. In this paper, we give a proof of this formula together with an…