相关论文: Integration by Parts Formulae for the Laws of Bess…

In this article, we extend the integration by parts formulae for the laws of Bessel bridges obtained in previous work with Zambotti, by showing that these formulae hold for very general test functionals on $L^{2}(0,1)$. A key step consists…

In this article, we prove integration by parts formulae (IbPFs) for the laws of Bessel bridges from 0 to 0 over the interval [0,1] of dimension smaller than 3. As an application, we construct a weak version of an SPDE having the law of a…

We extend the technique of using the Trapezoidal Rule for efficient evaluation of the Special Functions of Mathematical Physics given by integral representations. This technique was recently used for Bessel functions, and here we treat…

In the first part of the paper, we prove a fractional fundamental (du Bois-Reymond) lemma and a fractional variant of the integration by parts formula. The proof of the second result is based on an integral representation of functions…

We consider a class of stochastic processes containing the classical and well-studied class of Squared Bessel processes. Our model, however, allows the dimension be a function of the time. We first give some classical results in a larger…

Multidimensional integration by parts formulas apply under the standard assumption that one of the functions is continuous and the other has bounded Hardy-Krause variation. Motivated by recently developed results in the probabilistic…

We give a brief review of the main results of the theory of elliptic hypergeometric functions -- a new class of special functions of mathematical physics. We prove the most general univariate exact integration formula generalizing Euler's…

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 =…

In this paper we consider Iterated Function Systems (IFS) on the real line consisting of continuous piecewise linear functions. We assume some bounds on the contraction ratios of the functions, but we do not assume any separation condition.…

Generalized integral formulas involving the generalized Bessel-Maitland function are considered and it expressed in terms of generalized Wright hypergeometric functions. By assuming appropriate values of the parameters in the main results,…

It is shown in this paper that there is a connection between the Riemann zeta-function $\zf$ and the Bessel's functions. In this direction, a new class of the nonlinear integral equations is introduced.

We investigate integration by parts (IBP) formulae for stochastic Volterra equations and we establish the smoothing effect of the expectation. Due to the inherent path-dependent dynamics of this class of processes, standard…

An integration by parts formula is the foundation for stochastic analysis on path spaces over a (finite dimensional) Riemannian manifold or over $R^n$, from which we may deduce the operator $d$ is closable and define the Laplacian operator…

We show connections between a special type of addition formulas and a theorem of Stieltjes and Rogers. We use different techniques to derive the desirable addition formulas. We apply our approach to derive special addition theorems for…

A number of new definite integrals involving Bessel functions are presented. These have been derived by finding new integral representations for the product of two Bessel functions of different order and argument in terms of the generalized…

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].…

Finite-part integration is a recently introduced method of evaluating convergent integrals by means of the finite part of divergent integrals [E.A. Galapon, {\it Proc. R. Soc. A 473, 20160567} (2017)]. Current application of the method…

We establish an integration by parts formula in an abstract framework in order to study the regularity of the law for processes solution of stochastic differential equations with jumps, including equations with discontinuous coefficients…

Integration by parts formulae are given for a class of measures on the space of paths of a smooth manifold $M$ determined by the laws of degenerate diffusions. The mother of such formulae, on the path space of diffeomorphism group of $M$ is…

Series involving hypergeometric functions are used to derive, extend and evaluate integrals involving the product of two Bessel functions of the first kind $J_{u}(a z)$ $J_{v}(b z)$ with order $u,v$, studied by Landau et al. The method used…