相关论文: On integration with respect to the q-Brownian moti…

In this paper, we establish a $q$-integral formula by using the orthogonality relation, and also provide a new proof of the $q$-orthogonality relation for the continuous $q$-ultraspherical polynomials. A new $q$-beta integral with five…

The $q$ analog of Modified Bessel functions and Bessel-Macdonald functions, were defined in our previous work (q-alg/950913) as general solutions of a second order difference equations. Here we present a collection of their representations…

This paper is mostly a survey, with a few new results. The first part deals with functional equations for q-exponentials, q-binomials and q-logarithms in q-commuting variables and more generally under q-Heisenberg relations. The second part…

Under the framework of G-expectation and G-Brownian motion, we introduce It\^o's integral for stochastic processes without assuming quasi-continuity. Then we can obtain It\^o's integral on stopping time interval. This new formulation…

A Lagrangian method is introduced recently for deriving indefinite integrals of special functions that satisfy homogeneous (nonhomogeneous) second-order linear differential equations. This paper extends this method to include indefinite…

Following the approach and the terminology introduced in [A. Deya and R. Schott, On the rough paths approach to non-commutative stochastic calculus, J. Funct. Anal., 2013], we construct a product L{\'e}vy area above the $q$-Brownian motion…

We provide an explicit expression for the first order $q$-difference system for the Jackson integral of symmetric Selberg type. The $q$-difference system gives a generalization of $q$-analog of contiguous relations for the Gauss…

We briefly describe what tau-functions in integrable systems are. We then define a collection of tau-functions given as matrix elements for the action of $\widehat{GL_2}$ on two-component Fermionic Fock space. These tau-functions are…

We define $q$-poly-Bernoulli polynomials $B_{n,\rho,q}^{(k)}(z)$ with a parameter $\rho$, $q$-poly-Cauchy polynomials of the first kind $c_{n,\rho,q}^{(k)}(z)$ and of the second kind $\widehat c_{n,\rho,q}^{(k)}(z)$ with a parameter $\rho$…

In this paper, a link between $q$-difference equations, Jacobi operators and orthogonal polynomials is given. Replacing the variable $x$ by $ q^{-n}$ in a Sturm-Liouville $q$-difference equation we discovered the Jacobi operator. With…

We prove an integration by parts formula on the law of the reflecting Brownian motion $X:=|B|$ in the positive half line, where $B$ is a standard Brownian motion. In other terms, we consider a perturbation of $X$ of the form $X^\epsilon =…

We consider certain questions pertaining to noncommutative generalized Brownian motions with multiple processes. We establish a framework for generalized Brownian motion with multiple processes similar to that defined by Guta and prove…

The purpose of this paper is to define generalized twisted q-Bernoulli numbers by using p-adic q-integrals. Furthermore, we construct a q-analogue of the p-adic generalized twisted L-functions which interpolate generalized twisted…

We replace the usual integral in the shape function of the synchrotron spectrum by a Jackson (q-deformed) integral and write down the formulas required to calculate the Jackson first deformed form of the synchrotron shape function

We establish an integral representations of a right inverses of the Askey-Wilson finite difference operator in an $L^2$ space weighted by the weight function of the continuous $q$-Jacobi polynomials. We characterize the eigenvalues of this…

By applying an integral representation for $q^{k^{2}}$ we systematically derive a large number of new Fourier and Mellin transform pairs and establish new integral representations for a variety of $q$-functions and polynomials that…

In this paper, we shall study the basic absolute properties of $G$-Brownian motion, i.e., those properties which hold for q.s. $\omega$. These include the characterization of the zero set and the local maxima of the $G$-Brownian motion…

In this paper we study the forward integral of operator-valued processes with respect to a cylindrical Brownian motion. In particular, we provide conditions under which the approximating sequence of processes of the forward integral,…

The main purpose of this paper is to introduce and investigate a class of generalized Bernoulli polynomials and Euler polynomials based on the generating function. we unify all forms of q-exponential functions by one more parameter. we…

We investigate a periodic version of the Benjamin-Ono (BO) equation associated with a discrete Laplacian. We find some special solutions to this equation, and calculate the values of the first two integrals of motion $I_1$ and $I_2$…