Related papers: An introduction to Malliavin calculus

Telegraphic notes on the historical bibliography of the Gamma function and Eulerian integrals. Correction to some classical references. Some topics of the interest of the author. We provide some extensive (but not exhaustive) bibliography.…

In one of his papers, the author introduces the class of Farkas-related vectors for which a version of Farkas' lemma over integers is derived. In this paper, two similar classes are introduced and studied.

In this article, we first establish derivative formulae for fractional Gruschin type process, which generalize the result of Wang (J Theor Probab 27:80--95, Theorem 1.1, 2012). Since we work on a non-Markovian context, some technical…

This brief note, written for non-specialists, aims at drawing an introductive overview of the multiverse issue.

Notes for a Course on Probability and Statistics: L1: Elements of Probability; L2: Bayesian Inference; L3: Monte Carlo Methods

Here we define a Caputo like discrete fractional difference and we compare it to the earlier defined Riemann-Liouville fractional discrete analog. Then we produce discrete fractional Taylor formulae for the first time, and we estimate their…

In this paper, we present methods to simplify reducible linear differential systems before solving. Classical integrals appear naturally as solutions of such systems. We will illustrate the methods developed in a previous paper on several…

Taylor series is a useful mathematical tool when describing and constructing a function. With the series representation, some properties of fractional calculus can be revealed clearly. This paper investigates two typical applications:…

In this work we establish a theory of Calculus based on the new concept of displacement. We develop all the concepts and results necessary to go from the definition to differential equations, starting with topology and measure and moving on…

These are yet another lecture notes on Seiberg-Witten invariants, where no claim of originality is made, they contain a discussion of some related results from the recent literature.

We prove that the solution of the backward stochastic differential equation with terminal singularity has a Malliavin derivative, which is the limit of the derivative of the approximating sequence. We also provide the asymptotic behavior of…

Alternative approaches to Lebesgue integration are considered.

We study Milner's lambda-calculus with partial substitutions. Particularly, we show confluence on terms and metaterms, preservation of \b{eta}-strong normalisation and characterisation of strongly normalisable terms via an intersection…

In this note we provide a direct approach to the most basic operator in this theory namely the exterior derivative. The crucial ingredient is a calculus lemma based on determinants. We maintain the view that in a first course at least this…

The study of distributed order calculus usually concerns about fractional derivatives of the form $\int_0^1 \partial^\alpha u \, m(d\alpha)$ for some measure $m$, eventually a probability measure. In this paper an approach based on L\'evy…

The purpose of this short note, is to rewrite Morozov's formula for correlation functions over the unitary group, in a much simpler form, involving the computation of a single determinant.

We obtain a decomposition of the call option price for a very general stochastic volatility diffusion model extending the decomposition obtained by E. Al\`os in [2] for the Heston model. We realize that a new term arises when the stock…

These lecture notes consist of an introduction to moduli spaces in algebraic geometry, with a strong emphasis placed on examples related to the theory of quiver representations. The goal is to provide the background necessary to understand…

The Riemann-Liouville formula for fractional derivatives and integrals (differintegration) is used to derive formulae for matrix order derivatives and integrals. That is, the parameter for integration and differentiation is allowed to…

The paper presents some dynamical aspects of Rabinovich type, with distributed delay and with fractional derivatives.