Results 21 to 30 of about 83,871 (280)
On certain integral functionals of squared Bessel processes [PDF]
, 2015 Let $X$ be a squared Bessel process. Following a Feynman-Kac approach, the Laplace transforms of joint laws of $(U, \int_0^{R_y}X_s^p\,ds)$ are studied where $R_y$ is the first hitting time of $y$ by $X$ and $U$ is a random variable measurable with ...
Çetin, Umut
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Conditional generalized analytic Feynman integrals and a generalized integral equation
International Journal of Mathematics and Mathematical Sciences, 2000 We use a generalized Brownian motion process to define a generalized Feynman integral and a conditional generalized Feynman integral. We then establish the existence of these integrals for various functionals.
Seung Jun Chang +2 more
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Journal of Inequalities and Applications, 2020 The role of fractional integral operators can be found as one of the best ways to generalize classical inequalities. In this paper, we use different fractional integral operators to produce some inequalities for the weighted and the extended Chebyshev ...
Barış Çelik +3 more
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Stability of port-Hamiltonian systems with mixed time delays subject to input saturation
Nonlinear Analysis, 2023 In this paper, we investigate the stability of port-Hamiltonian systems with mixed time-varying delays as well as input saturation. Three types of time delays, including state delay, input delay, and output delay, are all assumed to be bounded.
Yufei Chen, Qihuai Liu
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A Modified Analytic Function Space Feynman Integral and Its Applications
Journal of Function Spaces, 2014 We analyze the generalized analytic function space Feynman integral and then defined a modified generalized analytic function space Feynman integral to explain the physical circumstances.
Seung Jun Chang +2 more
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On Some Constrained Optimization Problems
Mathematics, 2022 By using appropriate methods of variational analysis, the necessary conditions of optimality are established for new classes of constrained optimization problems involving multiple and curvilinear integral functionals.
Savin Treanţă +3 more
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, 2013 Under a suitable notion of equivalence of integral densities we prove a $\Gamma$-closure theorem for integral functionals: The limit of a sequence of $\Gamma$-convergent families of such functionals is again a $\Gamma$-convergent family.
Jesenko, Martin, Schmidt, Bernd
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Functional It\^{o} calculus and stochastic integral representation of martingales [PDF]
, 2013 We develop a nonanticipative calculus for functionals of a continuous semimartingale, using an extension of the Ito formula to path-dependent functionals which possess certain directional derivatives.
Cont, Rama, Fournié, David-Antoine
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Lower semicontinuous functionals for Almgren's multiple valued functions [PDF]
, 2011 We consider general integral functionals on the Sobolev spaces of multiple valued functions, introduced by Almgren. We characterize the semicontinuous ones and recover earlier results of Mattila as a particular case. Moreover, we answer positively to one
De Lellis, Camillo +2 more
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Representations for Integral Functionals of Kernel Density Estimators
Austrian Journal of Statistics, 2016 We establish a representation as a sum of independent random variables, plus a remainder term, for estimators of integral functionals of the density function, which have a certain simple structure.
David M. Mason
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