Analysis Commons^™

An Anti-Symmetric Version Of Malliavin Calculus, Jirô Akahori, Tomo Matsusita, Yasufumi Nitta

Journal of Stochastic Analysis

No abstract provided.

Transfer Of Regularity For Markov Semigroups By Using An Interpolation Technique, Vlad Bally, Lucia Caramellino

Journal of Stochastic Analysis

No abstract provided.

Integration By Parts Formula On Solutions To Stochastic Differential Equations With Jumps On Riemannian Manifolds, Hirotaka Kai, Atsushi Takeuchi

Journal of Stochastic Analysis

No abstract provided.

On The Exponential Moments Of Additive Processes, Tsukasa Fujiwara

Journal of Stochastic Analysis

No abstract provided.

Ergodicity Of Burgers' System, Szymon Peszat, Krystyna Twardowska, Jerzy Zabczyk

Journal of Stochastic Analysis

No abstract provided.

Two Of Kunita's Papers On Stochastic Flows In Early 1980s, Setsuo Taniguchi

Journal of Stochastic Analysis

No abstract provided.

Error Estimates For Discrete Approximations Of Game Options With Multivariate Diffusion Asset Prices, Yuri Kifer

Journal of Stochastic Analysis

No abstract provided.

Hessian Formulas And Estimates For Parabolic Schrödinger Operators, Xue-Mei Li

Journal of Stochastic Analysis

No abstract provided.

Remembering Kunita-San, Ken-Iti Sato

Journal of Stochastic Analysis

No abstract provided.

The Life And Scientific Work Of Hiroshi Kunita, Yasushi Ishikawa

Journal of Stochastic Analysis

No abstract provided.

Memories Of Professor Hiroshi Kunita, Ichiro Shigkeawa

Journal of Stochastic Analysis

No abstract provided.

On The Works Of Hiroshi Kunita In The Sixties, Masatoshi Fukushima

Journal of Stochastic Analysis

No abstract provided.

Personal Memories Of Hiroshi Kunita, David Elworthy

Journal of Stochastic Analysis

No abstract provided.

Preface, Shigeki Aida, David Applebaum, Yasushi Ishikawa, Arturo Kohatsu-Higa, Nicolas Privault

Journal of Stochastic Analysis

No abstract provided.

Trilinear Smoothing Inequalities And A Variant Of The Triangular Hilbert Transform, Michael Christ, Polona Durcik, Joris Roos

Mathematics, Physics, and Computer Science Faculty Articles and Research

Lebesgue space inequalities are proved for a variant of the triangular Hilbert transform involving curvature. The analysis relies on a crucial trilinear smoothing inequality developed herein, and on bounds for an anisotropic variant of the twisted paraproduct.

The trilinear smoothing inequality also leads to Lebesgue space bounds for a corresponding maximal function and a quantitative nonlinear Roth-type theorem concerning patterns in the Euclidean plane.

Berry-Esseen Bounds For Approximate Maximum Likelihood Estimators In The Α-Brownian Bridge, Khalifa Es-Sebaiy, Jabrane Moustaaid, Idir Ouassou

Journal of Stochastic Analysis

No abstract provided.

On A Polyanalytic Approach To Noncommutative De Branges–Rovnyak Spaces And Schur Analysis, Daniel Alpay, Fabrizio Colombo, Kamal Diki, Irene Sabadini

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we begin the study of Schur analysis and of de Branges–Rovnyak spaces in the framework of Fueter hyperholomorphic functions. The difference with other approaches is that we consider the class of functions spanned by Appell-like polynomials. This approach is very efficient from various points of view, for example in operator theory, and allows us to make connections with the recently developed theory of slice polyanalytic functions. We tackle a number of problems: we describe a Hardy space, Schur multipliers and related results. We also discuss Blaschke functions, Herglotz multipliers and their associated kernels and Hilbert spaces. Finally, …

Numeric And Dynamic B-Stability, Exact-Monotone And Asymptotic Two-Point Behavior Of Theta Methods For Stochastic Differential Equations, Henri Schurz

Journal of Stochastic Analysis

No abstract provided.

On Distributions Of Self-Adjoint Extensions Of Symmetric Operators, Franco Fagnola, Zheng Li

Journal of Stochastic Analysis

No abstract provided.

Anticipating Linear Stochastic Differential Equations With Adapted Coefficients, Hui-Hsiung Kuo, Pujan Shrestha, Sudip Sinha

Journal of Stochastic Analysis

No abstract provided.

The Edwards Model For Fractional Brownian Loops And Starbursts, Wolfgang Bock, Torben Fattler, Ludwig Streit

Journal of Stochastic Analysis

No abstract provided.

Alòs Type Decomposition Formula For Barndorff-Nielsen And Shephard Model, Takuji Arai

Journal of Stochastic Analysis

No abstract provided.

Mixed Generalized Fractional Brownian Motion, Shaykhah Alajmi, Ezzedine Mliki

Journal of Stochastic Analysis

No abstract provided.

Krein Reproducing Kernel Modules In Clifford Analysis, Daniel Alpay, Paula Cerejeiras, Uwe Kähler

Mathematics, Physics, and Computer Science Faculty Articles and Research

Classic hypercomplex analysis is intimately linked with elliptic operators, such as the Laplacian or the Dirac operator, and positive quadratic forms. But there are many applications like the crystallographic X-ray transform or the ultrahyperbolic Dirac operator which are closely connected with indefinite quadratic forms. Although appearing in many papers in such cases Hilbert modules are not the right choice as function spaces since they do not reflect the induced geometry. In this paper we are going to show that Clifford-Krein modules are naturally appearing in this context. Even taking into account the difficulties, e.g., the existence of different inner products …

Interfacial Dynamics And Ionic Transport Of Radiologic Contrast Media In Carbohydrate Matrix: Utility And Limits Of X-Ray Imaging, Lin Mousa, Hayley Sanchez, Subhendra Sarkar, Zoya Vinokur

Publications and Research

Hello, our names are Lin Mousa and Hayley Sanchez, this semester we participated in a research project dedicated to analyzing the interactions of contrast media with the molecular components of fruits to compare how they would react with the human brain. This project involved the injection of fruits with varying contrasts and the imaging of the diffusion and interactions of the contrast within the fruits with X-rays. With setup technical parameters on the x-ray equipment images were taken with identical setups at an hourly rate for several days. The final results of this experiment indicated that contrasts such as Gadolinium …

Exact Solutions To Optimal Control Problems For Wiener Processes With Exponential Jumps, Mario Lefebvre

Journal of Stochastic Analysis

No abstract provided.

Constructions & Optimization In Classical Real Analysis Theorems, Abderrahim Elallam

Electronic Theses and Dissertations

This thesis takes a closer look at three fundamental Classical Theorems in Real Analysis. First, for the Bolzano Weierstrass Theorem, we will be interested in constructing a convergent subsequence from a non-convergent bounded sequence. Such a subsequence is guaranteed to exist, but it is often not obvious what it is, e.g., if an = sin n. Next, the H¨older Inequality gives an upper bound, in terms of p ∈ [1,∞], for the the integral of the product of two functions. We will find the value of p that gives the best (smallest) upper-bound, focusing on the Beta and Gamma integrals. …

Zeta Function Regularization And Its Relationship To Number Theory, Stephen Wang

Electronic Theses and Dissertations

While the "path integral" formulation of quantum mechanics is both highly intuitive and far reaching, the path integrals themselves often fail to converge in the usual sense. Richard Feynman developed regularization as a solution, such that regularized path integrals could be calculated and analyzed within a strictly physics context. Over the past 50 years, mathematicians and physicists have retroactively introduced schemes for achieving mathematical rigor in the study and application of regularized path integrals. One such scheme was introduced in 2007 by the mathematicians Klaus Kirsten and Paul Loya. In this thesis, we reproduce the Kirsten and Loya approach to …

Superoscillations And Analytic Extension In Schur Analysis, Daniel Alpay, Fabrizio Colombo, Irene Sabadini

Mathematics, Physics, and Computer Science Faculty Articles and Research

We give applications of the theory of superoscillations to various questions, namely extension of positive definite functions, interpolation of polynomials and also of Rfunctions; we also discuss possible applications to signal theory and prediction theory of stationary stochastic processes. In all cases, we give a constructive procedure, by way of a limiting process, to get the required results.

New Representations For A Semi-Markov Chain And Related Filters, Robert J. Elliott, W. P. Malcolm

Journal of Stochastic Analysis

No abstract provided.