Results 11 to 20 of about 40,396 (260)
A New Simplified Weak Second-Order Scheme for Solving Stochastic Differential Equations with Jumps
Mathematics, 2021 In this paper, we propose a new weak second-order numerical scheme for solving stochastic differential equations with jumps. By using trapezoidal rule and the integration-by-parts formula of Malliavin calculus, we theoretically prove that the numerical ...
Yang Li +3 more
doaj +1 more source
Construction of integration by parts formulas [PDF]
Probability Theory and Related Fields, 2016 In this chapter we construct integration by parts formulas in an abstract framework based on a finite-dimensional random vector \( V = \left( {V_1 , \ldots ,V_J } \right); \) we follow [8]. Such formulas have been used in [8, 10] in order to study the regularity of solutions of jump-type stochastic equations, that is, including equations with ...
Vlad Bally, Lucia Caramellino
openaire +4 more sources
On the sub–diffusion fractional initial value problem with time variable order
Advances in Nonlinear Analysis, 2021 We consider a fractional derivative with order varying in time. Then, we derive for it a Leibniz' inequality and an integration by parts formula. We also study an initial value problem with our time variable order fractional derivative and present a ...
Cuesta Eduardo +3 more
doaj +1 more source
On Certain Integrals Related to Saran’s Hypergeometric Function FK
Fractal and Fractional, 2022 In the present paper, we establish two Erdélyi-type integrals for Saran’s hypergeometric function FK, which has applications in specific branches of applied physics and statistics (see below).
Minjie Luo +2 more
doaj +1 more source
Sensitivity Analysis Based on Markovian Integration by Parts Formula
Mathematical and Computational Applications, 2017 Sensitivity analysis is widely applied in financial risk management and engineering; it describes the variations brought by the changes of parameters. Since the integration by parts technique for Markov chains is well developed in recent years, in this ...
Yongsheng Hang +4 more
doaj +1 more source
Synchronization Analysis of Multiple Integral Inequalities Driven by Steklov Operator
Fractal and Fractional, 2021 We construct a subclass of Copson’s integral inequality in this article. In order to achieve this goal, we attempt to use the Steklov operator for generalizing different inequalities of the Copson type relevant to the situations ρ>1 as well as ...
Wedad Albalawi, Zareen A. Khan
doaj +1 more source
Journal of Inequalities and Applications, 2023 We prove new Ostrowski-type α-conformable dynamic inequalities and its companion inequalities on time scales by using the integration-by-parts formula on time scales associated with two parameters for functions with bounded second delta derivatives. When
Ahmed A. El-Deeb
doaj +1 more source
Integration by parts formula for McShane and Kurzweil-Henstock integrals via double Lusin condition [PDF]
Mathematica BohemicaWe prove an integration by parts formula for McShane and Kurzweil-Henstock integrals utilizing the double Lusin condition.
Abraham Perral Racca
doaj +1 more source
A Variety of Nabla Hardy’s Type Inequality on Time Scales
Mathematics, 2022 The primary goal of this research is to prove some new Hardy-type ∇-conformable dynamic inequalities by employing product rule, integration by parts, chain rule and (γ,a)-nabla Hölder inequality on time scales.
Ahmed A. El-Deeb +3 more
doaj +1 more source
Parts formulas involving conditional Feynman integrals [PDF]
Bulletin of the Australian Mathematical Society, 2002 In this paper we first obtain a basic formula for the conditional analytic Feynman integral of the first variation of a functional on Wiener space. We then apply this basic result to obtain several integration by parts formulas for conditional analytic Feynman integrals and conditional Fourier-Feynman transforms.
Chang, Seung Jun, Skoug, David
openaire +2 more sources