相关论文: Multiple G-It\^{o} integral in the G-expectation s…
A Hermite type formula is introduced and used to study the zeta function over the real and complex n-projective space. This approach allows to compute the residua at the poles and the value at the origin as well as the value of the…
The article is devoted to the expansions of iterated Stratonovich stochastic integrals on the basis of the method of generalized multiple Fourier series that converge in the sense of norm in Hilbert space $L_2([t, T]^k),$ $k\in\mathbb{N}.$…
This paper develops a systematic parametric method for analyzing stochastic systems under volatility uncertainty within the $G$-expectation framework. Leveraging the dual representation of the $G$-expectation as a supremum over a family of…
We study a q-generalization of the classical Laguerre/Hermite orthogonal polynomials. Explicit results include: the recursive coefficients, matrix elements of generators for the Heisenberg algebra, and the Hankel determinants. The power of…
We present a derivation of classical Hermite, Laguerre, and Jacobi orthogonal polynomials directly through the Gram-Schmidt orthogonization process. The derivation uses certain generalized Vandermonde determinants with entries defined by…
Chen, Fitzsimmons, Kuwae and Zhang (Ann. Probab. 36 (2008) 931-970) have established an Ito formula consisting in the development of F(u(X)) for a symmetric Markov process X, a function u in the Dirichlet space of X and any…
We present an algebraic construction of the orthogonal eigenfunctions of the supersymmetric extension of the rational Calogero-Moser-Sutherland model with harmonic confinement. These eigenfunctions are the superspace extension of the…
The effective formulas reducing the two-dimensional Hermite polynomials to the classical (one-dimensional) orthogonal polynomials are given. New one-parameter generating functions for these polynomials are derived. Asymptotical formulas for…
A classical result from 1861 due to Hermite says that every separable equation of degree 5 can be transformed into an equation of the form x^5 + b x^3 + c x + d = 0. Later this was generalized to equations of degree 6 by Joubert. We show…
We start with a (q,t)-generalization of a binomial coefficient. It can be viewed as a polynomial in t that depends upon an integer q, with combinatorial interpretations when q is a positive integer, and algebraic interpretations when q is…
The use of algebraic tools of operational and umbral nature is exploited to develop a new point of view and to extend the theory of Hermite polynomials, with more than one variable also of complex nature. The techniques we adopt includes…
We study generalized Hermite polynomials with rectangular matrix arguments arising in multivariate statistical analysis and the theory of zonal polynomials. We show that these are well-suited for expressing the Wiener-Ito chaos expansion of…
Mixture models have found uses in many areas. To list a few: unsupervised learning, empirical Bayes, latent class and trait models. The current applications of mixture models to empirical data is limited to computing a mixture model from…
The Simpson's formula is obtained by approximating the integral of a function on some interval by the integral of the quadratic polynomial determined by the function. However, a multidimensional analogue of the formula has not been given as…
We provide explicit formulas for the orthogonal eigenfunctions of the supersymmetric extension of the rational Calogero-Moser-Sutherland model with harmonic confinement, i.e., the generalized Hermite (or Hi-Jack) polynomials in superspace.…
The article is devoted to comparative analysis of the efficiency of application of Legendre polynomials and trigonometric functions to the numerical integration of Ito stochastic differential equations in the framework of the method of…
We provides some useful estimates for solving martingale representation problem under G-expectations. We also study the corresponding conditions for the existence and uniqueness.
Using the Riesz-Feller fractional derivative, we apply the factorization algorithm to the fractional quantum harmonic oscillator along the lines previously proposed by Olivar-Romero and Rosas-Ortiz, extending their results. We solve the…
The q-Hermite I-Sobolev type polynomials of higher order are consider for their study. Their hypergeometric representation is provided together with further useful properties such as several structure relations which give rise to a…
We discuss $G$-convergence of linear integro-differential-algebaric equations in Hilbert spaces. We show under which assumptions it is generic for the limit equation to exhibit memory effects. Moreover, we investigate which classes of…