相关论文: Multiple G-It\^{o} integral in the G-expectation s…

Using the theory of stochastic integration developed recently by the authors, in this paper we prove an It\^{o} formula for Hilbert space-valued It\^{o} processes defined with respect to a cylindrical-martingale valued measure. As part of…

In this paper, we study the integral representation of g-expectations with two kinds of terminal constraints, and obtain the corresponding necessary and sufficient conditions.

We present a new formula for the Hermite multivariate interpolation problem in the framework of the Chung--Yao approach. By using the respective univariate interpolation formula, we obtain a direct and explicit solution to the classical…

In this note, we introduce and investigate the Hermite-based Tangent numbers and polynomials, Hermite-based modifieed degenerate- Tangent polynomials, poly-Tangent polynomials. We give some identities and relations for these polynomials.

We develop a combinatorial model of the associated Hermite polynomials and their moments, and prove their orthogonality with a sign-reversing involution. We find combinatorial interpretations of the moments as complete matchings, connected…

The main goal of the paper is to find an effective estimation for the minimal number of generic points in $\mathbb K^2$ for which the basis for Hermite interpolation consists of the first $\ell$ terms (with respect to total degree…

Let $\mathcal{R}:=\mathbb{F}[{\bf x};\sigma,\delta]$ be a multivariate skew polynomial ring over a division ring $\mathbb{F}$. In this paper, we introduce the notion of right and left $(\sigma,\delta)$-partial derivatives of polynomials in…

Employing two models, we show that various counting functions of a random variable defined by restriction or contraction of a ranked set with multiplicity (e.g., classical and arithmetic matroids) have expectations given by the…

We investigate generalized Laurent multiple orthogonal polynomials on the unit circle satisfying simultaneous orthogonality conditions with respect to $r$ probability measures or linear functionals on the unit circle. We show that these…

We show that the formalism of hybrid polynomials, interpolating between Hermite and Laguerre polynomials, is very useful in the study of Motzkin numbers and central trinomial coefficients. These sequences are identified as special values of…

We show that the use of generalized multivariable forms of Hermite polynomials provide an useful tool for the evaluation of families of elliptic type integrals often encountered in electrostatic and electrodynamics

In this note we define and study a Hilbert space-valued stochastic integral of operator-valued functions with respect to Hilbert space-valued measures. We show that this integral generalizes the classical Ito stochastic integral of adapted…

In this paper, we have derived certain classical inequalities, namely, Young's, H\"older's, Minkowski's and Hermite-Hadamard inequalities for pseudo-integral (also known as $g$-integral). For Young's, H\"older's, Minkowski's inequalities,…

We compute the K-functional related to some couple of spaces as small or classical Lebesgue space or Lorentz-Marcinkiewicz spaces completing the results of the previous works of the authors. This computation allows to determine the…

Polynomials known as Multiple Orthogonal Polynomials in a single variable are polynomials that satisfy orthogonality conditions concerning multiple measures and play a significant role in several applications such as Hermite-Pad\'e…

This study presents the derivation of a recursive formula for integrals of products of $N$ Hermite polynomials, establishing a numerically stable scheme for their accurate evaluation in computer codes. The derivation is notably simple and…

We found that the integral of four Hermite polynomials integrated with squared weight over the real line generates symmetric polynomials with a beautiful recursive property. We pose a question whether that integral admit an explicit formula…

Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…

In this paper we present a generalization of the classical Hermite polynomials to the framework of Clifford-Dunkl operators. Several basic properties, such as orthogonality relations, recurrence formulae and associated differential…

The overarching goal of this paper is to establish a set-valued It\^{o}'s formula. As an application, we obtain the existence and uniqueness of solutions for the general set-valued backward stochastic differential equation which gives an…