Stochastic Integration by Parts and Functional Itô Calculus

2016 ◽  
Author(s):  
Vlad Bally ◽  
Lucia Caramellino ◽  
Rama Cont
Keyword(s):  
Stochastic Integration ◽  
Integration By Parts ◽  
Itô Calculus

scholarly journals Shrinkage estimators, Skorokhod's problem and stochastic integration by parts

1996 ◽  
Vol 24 (2) ◽  
pp. 809-815 ◽  
Author(s):  
Steven N. Evans ◽  
Philip B. Stark
Keyword(s):  
Shrinkage Estimators ◽  
Stochastic Integration ◽  
Integration By Parts

INTEGRATION BY PARTS FOR THE PERRON INTEGRAL

1990 ◽  
Vol 16 (2) ◽  
pp. 546
Author(s):  
Cross
Keyword(s):  
Integration By Parts ◽  
Perron Integral

Integration by Parts in the SCP Integral

1990 ◽  
Vol 16 (1) ◽  
pp. 34
Author(s):  
Henstock
Keyword(s):  
Integration By Parts

scholarly journals On the sub–diffusion fractional initial value problem with time variable order

2021 ◽  
Vol 10 (1) ◽  
pp. 1301-1315
Author(s):  
Eduardo Cuesta ◽  
Mokhtar Kirane ◽  
Ahmed Alsaedi ◽  
Bashir Ahmad
Keyword(s):  
Asymptotic Behavior ◽  
Fractional Derivative ◽  
Initial Value Problem ◽  
Regularity Result ◽  
Time Variable ◽  
Variable Order ◽  
Initial Value ◽  
Integration By Parts ◽  
Integration By Parts Formula ◽  
Variable Order Fractional Derivative

Abstract 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 regularity result for it, and a study on the asymptotic behavior.

scholarly journals Two-loop leading colour QCD corrections to $$ q\overline{q} $$ → γγg and qg → γγq

2021 ◽  
Vol 2021 (4) ◽  
Author(s):  
Bakul Agarwal ◽  
Federico Buccioni ◽  
Andreas von Manteuffel ◽  
Lorenzo Tancredi
Keyword(s):  
Numerical Code ◽  
Tree Level ◽  
Partial Fraction ◽  
Integration By Parts ◽  
Analytic Expressions ◽  
Partial Fraction Decomposition ◽  
Loop Amplitudes

Abstract We present the leading colour and light fermionic planar two-loop corrections for the production of two photons and a jet in the quark-antiquark and quark-gluon channels. In particular, we compute the interference of the two-loop amplitudes with the corresponding tree level ones, summed over colours and polarisations. Our calculation uses the latest advancements in the algorithms for integration-by-parts reduction and multivariate partial fraction decomposition to produce compact and easy-to-use results. We have implemented our results in an efficient C++ numerical code. We also provide their analytic expressions in Mathematica format.

Stochastic integration for set-indexed processes

2000 ◽  
Vol 118 (1) ◽  
pp. 157-181 ◽  
Author(s):  
Ely Merzbach ◽  
Diane Saada
Keyword(s):  
Stochastic Integration
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