Related papers: On some exponential integral functionals of BM($\m…
Extending earlier work by Rogers, Wiener-Hopf factorisation is studied for a class of functions closely related to Nevanlinna-Pick functions and complete Bernstein functions. The name 'Rogers functions' is proposed for this class. Under…
Highly oscillatory integrals, such as those involving Bessel functions, are best evaluated analytically as much as possible, as numerical errors can be difficult to control. We investigate indefinite integrals involving monomials in $x$…
A new method is presented for obtaining indefinite integrals of common special functions. The approach is based on a Lagrangian formulation of the general homogeneous linear ordinary differential equation of second order. A general integral…
Iterated Bessel processes R^\gamma(t), t>0, \gamma>0 and their counterparts on hyperbolic spaces, i.e. hyperbolic Brownian motions B^{hp}(t), t>0 are examined and their probability laws derived. The higher-order partial differential…
We discuss Meyers-Serrin's type results for smooth approximations of functions $b=b(t,x):\mathbb{R}\times\mathbb{R}^n\to\mathbb{R}^m$, with convergence of an energy of the form \[ \int_{\mathbb{R}}\int_{\mathbb{R}^n} w(t,x)…
Our aim in this article is to provide explicit computable estimates for the cumulative distribution function (c.d.f.) and the $p$-th order moment of the exponential functional of a fractional Brownian motion (fBM) with drift. Using…
The article discusses the fractional powers of the Bessel operator and their numerical implementation. An extensive literature is devoted to the study of fractional powers of the Laplace operator and their applications. Such degrees are…
The definite integrals $ \int_{-1}^1(1-x^2)^{(\nu-1)/2}[P_\nu(x)]^3\D x$, $ \int_{-1}^1(1-x^2)^{(\nu-1)/2}[P_\nu(x)]^2P_{\nu}(-x)\D x$, $\int_{-1}^1x(1-x^2)^{(\nu-1)/2}[P_{\nu+1}(x)]^3\D x $ and…
This paper gives a survey of known results concerning the Laplace transform $$ L_k(s) := \int_0^\infty |\zeta(1/2+ ix)|^{2k}{\rm e}^{-sx}{\rm d} x \qquad(k \in N, \R s > 0), $$ and the (modified) Mellin transform $$ {\cal Z}_k(s) :=…
The integrals of motion of the tricritical Ising model are obtained by Thermodynamic Bethe Ansatz (TBA) equations derived from the A_4 integrable lattice model. They are compared with those given by the conformal field theory leading to a…
In this paper, we aim to present new extensions of incomplete gamma, beta, Gauss hypergeometric, confluent hypergeometric function and Appell-Lauricella hypergeometric functions, by using the extended Bessel function due to Boudjelkha [4].…
We consider the Wess-Zumino-Witten theory to obtain the functional integral bosonization of the Thirring-Wess model with an arbitrary regularization parameter. Proceeding a systematic of decomposing the Bose field algebra into…
The generalization of fractional Brownian motion in infinite-dimensional white and grey noise spaces has been recently carried over, following the Mandelbrot-Van Ness representation, through Riemann-Liouville type fractional operators. Our…
Let $B_{H}(t), t\geq [0,T], T\in(0,\infty)$ be the standard Multifractional Brownian Motion(mBm), in this contribution we are concerned with the exact asymptotics of \begin{eqnarray*} \mathbb{P}\left\{\sup_{t\in[0,T]}B_{H}(t)>u\right\}…
We use a diagrammatic hopping expansion to calculate finite-temperature Green functions of the Bose-Hubbard model which describes bosons in an optical lattice. This technique allows for a summation of subsets of diagrams, so the divergence…
In this report we construct a family of holomorphic functions $\beta_{\lambda,\mu} (s)$ which behave asymptotically like iterated exponentials as $|s| \to \infty$ in the right half plane. Each $\beta_{\lambda,\mu}$ satisfies a convenient…
In this paper, we establish the following result: Let $(T,{\cal F},\mu)$ be a $\sigma$-finite measure space, let $Y$ be a reflexive real Banach space, and let $\varphi, \psi:Y\to {\bf R}$ be two sequentially weakly lower semicontinuous…
Let $\tau$ be the first hitting time of the point 1 by the geometric Brownian motion $X(t)= x \exp(B(t)-2\mu t)$ with drift $\mu \geq 0$ starting from $x>1$. Here $B(t)$ is the Brownian motion starting from 0 with $E^0 B^2(t) = 2t$. We…
We prove that certain quotients of entire functions are characteristic functions. Under some conditions, the probability measure corresponding to a characteristic function of that type has a density which can be expressed as a generalized…
Following the global method for relaxation we prove an integral representation result for a large class of variational functionals naturally defined on the space of functions with Bounded Deformation. Mild additional continuity assumptions…