Results 1 to 10 of about 203,888 (281)
Stein meets Malliavin in normal approximation [PDF]
, 2015 Stein's method is a method of probability approximation which hinges on the solution of a functional equation. For normal approximation the functional equation is a first order differential equation.
Chen, Louis H. Y.
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On power series expansions of the S-resolvent operator and the Taylor formula
, 2015 The $S$-functional calculus is based on the theory of slice hyperholomorphic functions and it defines functions of $n$-tuples of not necessarily commuting operators or of quaternionic operators.
Colombo, Fabrizio, Gantner, Jonathan
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Non-commutative functional calculus: Unbounded operators [PDF]
Journal of Geometry and Physics, 2009 In a recent work, \cite{cgss}, we developed a functional calculus for bounded operators defined on quaternionic Banach spaces. In this paper we show how the results from \cite{cgss} can be extended to the unbounded case, and we highlight the crucial differences between the two cases.
Sabadini, Irene +11 more
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Vector–valued functional calculus for a convolution algebra of distributions on cone [PDF]
Математичні Студії, 2011 For {the} Fourier image $widehat{D}'_Gamma$ of {the} algebra $D'_Gamma$ of the distributions with supports on {a}cone $Gamma$ the functional calculus for generators of$n$--parametric $(C_o)$--semigroups of operators is determined.
O. V. Lopushansky +2 more
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Classical Solutions of Path-dependent PDEs and Functional Forward-Backward Stochastic Systems [PDF]
, 2012 In this paper we study the relationship between functional forward-backward stochastic systems and path-dependent PDEs. In the framework of functional It\^o calculus, we introduce a path-dependent PDE and prove that its solution is uniquely determined by
Ji, Shaolin, Yang, Shuzhen
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Particular case of operator calculus for generalized functions with supports in cone
Karpatsʹkì Matematičnì Publìkacìï, 2012 In this work the construction of functional calculus for strongly continuous semigroups of operators in Schwartz distribution algebra on some cone is generalized.
A. V. Solomko
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Electronic Proceedings in Theoretical Computer Science, 2013 We introduce a functional calculus with simple syntax and operational semantics in which the calculi introduced so far in the Curry-Howard correspondence for Classical Logic can be faithfully encoded.
Alberto Carraro +2 more
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Functional Ito Calculus, Path-dependence and the Computation of Greeks
, 2017 Dupire's functional It\^o calculus provides an alternative approach to the classical Malliavin calculus for the computation of sensitivities, also called Greeks, of path-dependent derivatives prices.
Jazaerli, Samy, Saporito, Yuri F.
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A herbrandized functional interpretation of classical first-order logic [PDF]
, 2017 We introduce a new typed combinatory calculus with a type constructor that, to each type σ, associates the star type σ^∗ of the nonempty finite subsets of elements of type σ.
Ferreira, Fernando, Ferreira, Gilda
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Non-occurrence of the Lavrentiev phenomenon for a class of convex nonautonomous Lagrangians
Open Mathematics, 2020 We consider the classical functional of the Calculus of Variations of the ...
Mariconda Carlo, Treu Giulia
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