Related papers: Discrete It\^o Formulas and Their Applications to …
In this paper we introduce a stochastic integral with respect to the solution X of the fractional heat equation on [0,1], interpreted as a divergence operator. This allows to use the techniques of the Malliavin calculus in order to…
A differential calculus on an associative algebra A is an algebraic analogue of the calculus of differential forms on a smooth manifold. It supplies A with a structure on which dynamics and field theory can be formulated to some extent in…
We give an introduction to discrete functional analysis techniques for stationary and transient diffusion equations. We show how these techniques are used to establish the convergence of various numerical schemes without assuming…
In this article, we give a new proof of the It\^o formula for some integral processes related to the space-time L\'evy white noise introduced in Balan (2015) as an alternative for the Gaussian white noise perturbing an SPDE. We discuss two…
The problem of discretization of Darboux integrable equations is considered. Given a Darboux integrable continuous equation, one can obtain a Darboux integrable differential-discrete equation, using the integrals of the continuous equation.…
This papers studies the expressive and computational power of discrete Ordinary Differential Equations (ODEs). It presents a new framework using discrete ODEs as a central tool for computation and provides several implicit characterizations…
We discuss the interrelations between symmetry of an Ito stochastic differential equations (or systems thereof) and its integrability, extending in party results by R. Kozlov [J. Phys. A ${\bf 43}$ (2010) \& ${\bf 44}$ (2011)]. Together…
This paper is concerned with the exact controllability of discrete-time stochastic system which is one of the basic problems of modern control theory. Though the exact controllability of continuous-time system governed by Ito stochastic…
This paper is part of a program to combine a staggered time and staggered spatial discretization of continuum wave equations so that important properties of the continuum that are proved using vector calculus can be proven in an analogous…
Discrete-value time series are sequences of measurements where each measurement is a discrete (categorical or integer) value. These time series are widely used in various fields, and their classification and clustering are essential for…
The It\^o formula, originated by K. It\^o, is focus on the stochastic calculus, where many stochastic processes can be placed under the framework of rough paths. In rough path theory, It\^o formulas have been proved for rough paths with…
This work proposes a discretization of the acoustic wave equation with possibly oscillatory coefficients based on a superposition of discrete solutions to spatially localized subproblems computed with an implicit time discretization. Based…
The aim is to formulate a discrete analog of L'Hospital's rule and describe some of its applications. While the usual L'Hospital's rule is very well known, its discrete analog apparently was not in the literature. Since the L'Hospital's…
Discrete analogs of the Darboux-Egoroff metrics are considered. It is shown that the corresponding lattices in the Euclidean space are described by discrete analogs of the Lame equations. It is proved that up to a gauge transformation these…
We discuss stochastic derivations, stochastic Hamiltonians and the flows that they generate, algebraic fluctuaion-dissipation theorems, etc., in a language common to both classical and quantum algebras. It is convenient to define distinct…
We introduce a revised de Broglie relation in discrete space-time, and analyze some possible inferences of the relation.
We derive properties and a characterization of discrete composition matrices which are useful in the field of numerical computation of shape correspondences.
The paper reviews various arithmetic analogues of Hamiltonian systems and presents some new facts suggesting ways to relate/unify these examples.
The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…
We derive It\^o-type change of variable formulas for smooth functionals of irregular paths with non-zero $p-$th variation along a sequence of partitions where $p \geq 1$ is arbitrary, in terms of fractional derivative operators, extending…