Stratonovich Calculus with Respect to Fractional Brownian Sheet

Abstract

We introduce two types of Stratonovich stochastic integrals for two-parameter process. The relationship of Stratonovich integrals to Skorohod integrals will be investigated. By using this relationship, we prove that a differentiation formula for fractional Brownian sheet in Stratonovich form can be expressed as the sum of Stratonovich integrals of two types introduced in this article.     

A two-parameter generalization of the complete elliptic integral of second kind

A two-parameter generalization of the complete elliptic integral of second kind is expressed in terms of the Appell function F ₄. This function is further reduced to a quite simple bilinear form in the complete elliptic integrals K and E. Some physical applications are briefly mentioned.     

Sub-manifold and traveling wave solutions of Ito's 5th-order mKdV equation

In this paper, we study Ito''s 5th-order mKdV equation with the aid of symbolic computation system and by qualitative analysis of planar dynamical systems. We show that the corresponding higher-order ordinary differential equation of Ito''s 5th-order mKdV equation, for some particular values of the parameter, possesses some sub-manifolds defined by planar dynamical systems. Some solitary wave solutions, kink and periodic wave solutions of the Ito''s 5th-order mKdV equation for these particular values of the parameter are obtained by studying the bifurcation and solutions of the corresponding planar dynamical systems.     

Differentiation formula in Stratonovich version for fractional Brownian sheet

We introduce two types of the Stratonovich stochastic integrals for two-parameter processes, and investigate the relationship of these Stratonovich integrals and various types of Skorohod integrals with respect to a fractional Brownian sheet. By using this relationship, we derive a differentiation formula in the Stratonovich sense for fractional Brownian sheet through Itô formula. Also the relationship between the two types of the Stratonovich integrals will be obtained and used to derive a differentiation formula in the Stratonovich sense. In this case, our proof is based on the repeated applications of differentiation formulas in the Stratonovich form for one-parameter Gaussian processes.     

A Systematic “Saddle Point Near a Pole” Asymptotic Method with Application to the Gauss Hypergeometric Function

In recent works [ 1 ] and [ 2 ], we have proposed more systematic versions of the Laplace’s and saddle point methods for asymptotic expansions of integrals. Those variants of the standard methods avoid the classical change of variables and give closed algebraic formulas for the coefficients of the expansions. In this work we apply the ideas introduced in [ 1 ] and [ 2 ] to the uniform method “saddle point near a pole.” We obtain a computationally more systematic version of that uniform asymptotic method for integrals having a saddle point near a pole that, in many interesting examples, gives a closed algebraic formula for the coefficients. The asymptotic sequence is given, in general, in terms of exponential integrals of fractional order (or incomplete gamma functions). In particular, when the order of the saddle point is two, the basic approximant is given in terms of the error function (as in the standard method). As an application, we obtain new asymptotic expansions of the Gauss Hypergeometric function ₂F₁(a, b, c; z) for large b and c with c > b + 1 .     

Hypergeometric τ-functions of the q-Painlevé system of type $E_{8}^{(1)}$

We present the τ-functions for the hypergeometric solutions to the q-Painlevé system of type E₈⁽¹⁾E_{8}^{(1)} in a determinant formula whose entries are given by Rahman’s q-hypergeometric integrals. By using the symmetry of the q-hypergeometric integral, we can construct 56 solutions and describe the action of W(E₇⁽¹⁾)W(E_{7}^{(1)}) on the solutions.     

Convergence and Stability of the Calder��n Reproducing Formula in H 1 and BMO

We prove that a general form of the Calderón reproducing formula converges in H ¹(R ^d ) (the real Hardy space of Fefferman and Stein) as a natural limit of approximating integrals. We show that this convergence is H ¹-stable with respect to small errors in dilation and translation. Using duality, we show that the Calderón reproducing formula converges, in a stable fashion, weak-∗ in BMO. We give quantitative estimates of the formula’s stability and rate of convergence. These theorems generalize results of the author on the convergence and stability of the Calderón reproducing formula in L ^p (w), where 1<p<∞ and w is a Muckenhoupt A _p weight.     

Integrals of open two-dimensional lattices

We present an explicit formula for integrals of the open two-dimensional Toda lattice of type A_n. This formula is applicable for various reductions of this lattice. As an illustration, we find integrals of the G₂ Toda lattice. We also reveal a connection between the open An Toda and Shabat-Yamilov lattices.     

The First Attempt on the Stochastic Calculus on Time Scale

The aim of this article is to study the Doob–Meyer decomposition theorem, ?-stochastic integration and Ito's formula for stochastic processes defined on time scale. The obtained results can be considered as a first attempt on the stochastic calculus on time scale.     

Symmetry Classification for Jackson Integrals Associated with Irreducible Reduced Root Systems

We state certain product formulae for Jackson integrals associated with irreducible reduced root systems. The Jackson integral is defined here as a sum over any full-rank sublattice of the coweight lattice for the root system. In particular, a Weyl group symmetry classification of the Jackson integrals is done when they have an expression of a product of the Jacobi elliptic theta functions. Most of the product formulae investigated by Aomoto, Macdonald and Gustafson appear in the list of classifications. A new product formula for an F ₄ root system is included in it.     

Geometric Generalization of the Exponential Law

For the multivariate ℓ₁-norm symmetric distributions, which are generalizations of the n-dimensional exponential distribution with independent marginals, a geometric representation formula is given, together with some of its basic properties. This formula can especially be applied to a new developed and statistically well motivated system of sets. From that the distribution of a t-statistic adapted for the two-parameter exponential distribution and its generalizations is determined. Asymptotic normality of this adapted t-statistic is shown under certain conditions.     

Two-parameter family of infinite-dimensional diffusions on the Kingman simplex

We construct a two-parameter family of diffusion processes X _α,θ on the Kingman simplex, which consists of all nonincreasing infinite sequences of nonnegative numbers with sum less than or equal to one. The processes on this simplex arise as limits of finite Markov chains on partitions of positive integers. For α = 0, our process coincides with the infinitely-many-neutral-alleles diffusion model constructed by Ethier and Kurtz (1981) in population genetics. The general two-parameter case apparently lacks population-genetic interpretation. In the present paper, we extend Ethier and Kurtz’s main results to the two-parameter case. Namely, we show that the (two-parameter) Poisson-Dirichlet distribution PD(α,θ) is the unique stationary distribution for the process X _α,θ and that the process is ergodic and reversible with respect to PD(α, θ). We also compute the spectrum of the generator of X _α,θ . The Wright-Fisher diffusions on finite-dimensional simplices turn out to be special cases of X _α,θ for certain degenerate parameter values.     

Hodge integrals with one λ-class

Hodge integrals over moduli space of stable curves play an important roles in understanding the topological properties of moduli space.ELSV formula connects the Hodge integrals with Hurwitz numbers,and the generating function of Hurwitz numbers satisfies the cut-and-join equation.Therefore,it is natural to consider how to use the cut-and-join equation for Hurwitz numbers to compute Hodge integrals which appear in ELSV formula.In this paper,at first,we will review the method introduced in Goulden et al.’s paper to get the λ g conjecture for Hodge integral.Through some variables transformation,the generating function of Hurwitz number becomes a symmetric polynomial which satisfies a symmetrized cut-and-join equation.By comparing the coefficients of the lowest degree term of both sides in this equation,we can get the λ g conjecture.Then,in a similar way,we obtain our main result in this paper:a recursive formula for Hodge integral of type contains only one λ g 1-class.We also point out that our results are closely related to the degree 0 Virasoro conjecture for a curve.     

Extended balance of linear momentum from higher gradient stress field theory

We present the equation of linear momentum considering higher gradients for stress and body force. Both are approximated via Taylor series expansion within a finite Cauchy cube of dimensions L_c. Whereas linear terms of the series expansion result to the classical balance of linear momentum, terms up to third order yield an extended balance equation. The extension includes an internal length scale L²_c caused by surface integrals on the cube. The approach makes use of Cauchy's theorem and standard Newtonian mechanics but constitutive assumptions are not applied. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Stochastic anticipative calculus for functionals of a gaussian generalized random field

We give a construction of Skorohod integrals with respect to a Gaussian D'-valued random field W The method is based on the multiple Wiener integral expansion for L ₂-functionals of W We also give a representation of the Malliavin derivative operator of L ²-functionals of W     

Cyclic Tableaux and Symmetric Functions

We introduce the notion of cyclic tableaux and develop involutions for Waring's formulas expressing the power sum symmetric function p_n in terms of the elementary symmetric function e_n and the homogeneous symmetric function h_n. The coefficients appearing in Waring's formulas are shown to be a cyclic analog of the multinomial coefficients, a fact that seems to have been neglected before. Our involutions also spell out the duality between these two forms of Waring's formulas, which turns out to be exactly the “duality between sets and multisets.” We also present an involution for permutations in cycle notation, leading to probably the simplest combinatorial interpretation of the Möbius function of the partition lattice and a purely combinatorial treatment of the fundamental theorem on symmetric functions. This paper is motivated by Chebyshev polynomials in connection with Waring's formula in two variables.     

A Generalization of a Two-Parameter Quantization for the Group GL 2(k)

We generalize a well-known two-parameter quantization for the group GL ₂(k) (over an arbitrary field k). Specifically, a certain class of Hopf algebras is constructed containing that quantization. The algebras are constructed given an arbitrary coalgebra and an arbitrary pair of its commuting anti-isomorphisms, and are defined by quadratic relations. They are densely linked to the compact quantum groups introduced by Woronowicz. We give examples of Hopf algebras that can be rowed up to the two-parameter quantization for GL ₂(k).     

How Fast and in what Sense(s) Does the Calderón Reproducing Formula Converge?

We prove that a very general form of the Calderón reproducing formula converges in L ^p (w), for all 1<p<∞, whenever w belongs to the Muckenhoupt class A _p . We show that the formula converges whether we interpret its defining integral, in very natural senses, as a limit of L ^p (w)-valued Riemann or Lebesgue integrals. We give quantitative estimates on their rates of convergence (or, equivalently, on the speed at which the errors go to 0) in L ^p (w).     

A simplification of Laplace’s method: Applications to the Gamma function and Gauss hypergeometric function

The main difficulties in the Laplace’s method of asymptotic expansions of integrals are originated by a change of variables. We propose a variant of the method which avoids that change of variables and simplifies the computations. On the one hand, the calculation of the coefficients of the asymptotic expansion is remarkably simpler. On the other hand, the asymptotic sequence is as simple as in the standard Laplace’s method: inverse powers of the asymptotic variable. New asymptotic expansions of the Gamma function Γ(z) for large z and the Gauss hypergeometric function ₂F₁(a,b,c;z) for large b and c are given as illustrations. An explicit formula for the coefficients of the classical Stirling expansion of Γ(z) is also given.     

Large Deviations for Stochastic Volterra Equations in the Plane

We prove a Large Deviation Principle for the family of solutions of Volterra equations in the plane obtained by perturbation of the driving white noise. One of the motivations for the study of such class of equations is provided by non-linear hyperbolic stochastic partial differential equations appearing in the construction of some path-valued processes on manifolds. The proof uses the method developped by Azencott for diffusion processes. The main ingredients are exponential inequalities for different classes of two-parameter stochastic integrals; these integrals are related to the representation of the stochastic term in the differential equation as a representable semimatringale.