Results 1 to 10 of about 2,266 (56)
A tree approach to $p$-variation and to integration [PDF]
, 2008 We consider a real-valued path; it is possible to associate a tree to this path, and we explore the relations between the tree, the properties of $p$-variation of the path, and integration with respect to the path. In particular, the fractal dimension of
Picard, Jean
core +8 more sources
Minimal Conditions for Implications of Gronwall-Bellman Type [PDF]
, 2016 Gronwall-Bellman type inequalities entail the following implication: if a sufficiently integrable function satisfies a certain homogeneous linear integral inequality, then it is nonpositive.
Herdegen, Martin, Herrmann, Sebastian
core +2 more sources
An elementary way to introduce a Perron-like integral [PDF]
, 2010 We give an alternative definition of integral at the generality of the Perron integral and propose an exposition of the foundations of integral theory starting from this new definition.
Bendová, Hana, Malý, Jan
core +1 more source
On the approximation of L\'evy driven Volterra processes and their integrals [PDF]
, 2018 Volterra processes appear in several applications ranging from turbulence to energy finance where they are used in the modelling of e.g. temperatures and wind and the related financial derivatives.
di Nunno, Giulia +2 more
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Quantum stochastic integrals as operators [PDF]
, 2010 We construct quantum stochastic integrals for the integrator being a martingale in a von Neumann algebra, and the integrand -- a suitable process with values in the same algebra, as densely defined operators affiliated with the algebra.
Andrzej Łuczak +10 more
core +1 more source
The Perturbed Median Principle for Integral Inequalities with Applications [PDF]
, 2009 In this paper a perturbed version of the Median Principle introduced by the author in 'The median principle for inequalities and applications' is developed.
Dragomir, Sever S
core +1 more source
Convolutions with the continuous primitive integral [PDF]
, 2009 If $F$ is a continuous function on the real line and $f=F'$ is its distributional derivative then the continuous primitive integral of distribution $f$ is $\int_a^bf=F(b)-F(a)$.
Talvila, Erik
core +3 more sources
Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion [PDF]
, 2012 In this note we prove an existence and uniqueness result for the solution of multidimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter $H>1/2$.
Besalú, Mireia, Rovira, Carles
core +3 more sources
Inequalities and majorisations for the Riemann-Stieltjes integral on time scales
, 2010 We prove dynamic inequalities of majorisation type for functions on time scales. The results are obtained using the notion of Riemann-Stieltjes delta integral and give a generalization of [App. Math. Let. 22 (2009), no.
Mozyrska, Dorota +2 more
core +1 more source
Quantum field theory, gravity and cosmology in a fractal universe [PDF]
, 2010 We propose a model for a power-counting renormalizable field theory living in a fractal spacetime. The action is Lorentz covariant and equipped with a Stieltjes measure.
Calcagni, Gianluca
core +2 more sources