A note on integral representations of the Skorokhod map

2016 ◽  
Vol 53 (1) ◽  
pp. 293-298 ◽  
Author(s):  
Patrick Buckingham ◽  
Brian Fralix ◽  
Offer Kella
Keyword(s):  
Continuous Function ◽  
Integral Representation ◽  
Bounded Variation ◽  
Integral Representations ◽  
The One ◽  
Skorokhod Reflection

Abstract We present a very short derivation of the integral representation of the two-sided Skorokhod reflection Z of a continuous function X of bounded variation, which is a generalization of the integral representation of the one-sided map featured in Anantharam and Konstantopoulos (2011) and Konstantopoulos et al. (1996). We also show that Z satisfies a simpler integral representation when additional conditions are imposed on X.

On the regularity of one-sided fractional maximal functions

2018 ◽  
Vol 68 (5) ◽  
pp. 1097-1112 ◽  
Author(s):  
Feng Liu
Keyword(s):  
Bounded Variation ◽  
Maximal Functions ◽  
Continuous Case ◽  
Discrete Case ◽  
Maximal Operators ◽  
Functions Of Bounded Variation ◽  
Sharp Bounds ◽  
Regularity Properties ◽  
Natural Extensions ◽  
The One

Abstract In this paper we investigate the regularity properties of one-sided fractional maximal functions, both in continuous case and in discrete case. We prove that the one-sided fractional maximal operators $ \mathcal{M}_{\beta}^{+} $ and $ \mathcal{M}_{\beta}^{-} $ map $ W^{1,p}(\mathbb{R}) $ into $ W^{1,q}(\mathbb{R}) $ with 1 <p <∞, 0≤β<1/p and q=p/(1-pβ), boundedly and continuously. In addition, we also obtain the sharp bounds and continuity for the discrete one-sided fractional maximal operators $ M_{\beta}^{+} $ and $ M_{\beta}^{-} $ from $ \ell^{1}(\mathbb{Z}) $ to $ {\rm BV}(\mathbb{Z}) $. Here $ {\rm BV}(\mathbb{Z}) $ denotes the set of all functions of bounded variation defined on ℤ. The results we obtained represent significant and natural extensions of what was known previously.

scholarly journals On an optimal extraction problem with regime switching

2018 ◽  
Vol 50 (3) ◽  
pp. 671-705 ◽  
Author(s):  
Giorgio Ferrari ◽  
Shuzhen Yang
Keyword(s):  
Optimal Control ◽  
Regime Switching ◽  
Spot Price ◽  
Discounted Cash Flow ◽  
State Process ◽  
Running Cost ◽  
The One ◽  
A Company ◽  
Skorokhod Reflection ◽  
The Value Function

AbstractIn this paper we study a finite-fuel two-dimensional degenerate singular stochastic control problem under regime switching motivated by the optimal irreversible extraction problem of an exhaustible commodity. A company extracts a natural resource from a reserve with finite capacity and sells it in the market at a spot price that evolves according to a Brownian motion with volatility modulated by a two-state Markov chain. In this setting, the company aims at finding the extraction rule that maximizes its expected discounted cash flow, net of the costs of extraction and maintenance of the reserve. We provide expressions for both the value function and the optimal control. On the one hand, if the running cost for the maintenance of the reserve is a convex function of the reserve level, the optimal extraction rule prescribes a Skorokhod reflection of the (optimally) controlled state process at a certain state and price-dependent threshold. On the other hand, in the presence of a concave running cost function, it is optimal to instantaneously deplete the reserve at the time at which the commodity's price exceeds an endogenously determined critical level. In both cases, the threshold triggering the optimal control is given in terms of the optimal stopping boundary of an auxiliary family of perpetual optimal selling problems with regime switching.

Langevin field equations: Properties and renormalization

2021 ◽  
pp. 857-874
Author(s):  
Jean Zinn-Justin
Keyword(s):  
Integral Representation ◽  
Langevin Equation ◽  
Gauge Theories ◽  
Homogeneous Spaces ◽  
Brst Symmetry ◽  
Integral Representations ◽  
Constraint Equations ◽  
Dynamic Action ◽  
Geometric Origin ◽  
Field Integral

Langevin equations for fields have been proposed to describe the dynamics of critical phenomena, or as an alternative method of quantization, which could be useful in cases where ordinary methods lead to difficulties, like in gauge theories. Some of their general properties will be described here. For a number of problems, in particular related to perturbation theory, it is more convenient to work with an action and a field integral than with the equation directly, because standard methods of quantum field theory (QFT) then become available. For this purpose, one can associate a field integral representation, involving a dynamic action to the Langevin equation. The dynamic action can be interpreted as generated by the Langevin equation, considered as a constraint equation. Quite generally, the integral representation of constraint equations, including stochastic equations, leads to an action that has a Slavnov–Taylor (ST) symmetry and, in a different form, has an anticommuting type Becchi–Rouet–Stora–Tyutin (BRST) symmetry, a symmetry that involves anticommuting parameters. This symmetry has no geometric origin, but is merely a consequence of associating a specific form of integral representations to the constraint equations. This symmetry is used in a number of different examples to prove the renormalizability of non-Abelian gauge theories, or to prove the geometric stability of models defined on homogeneous spaces under renormalization. In this chapter, it is used to prove Ward-Takahashi (WT) identities, and to determine how the Langevin equation renormalizes.

Positive Forms on Nuclear *-Algebras and Their Integral Representations

1990 ◽  
Vol 42 (3) ◽  
pp. 410-469 ◽  
Author(s):  
Alain Bélanger ◽  
Erik G. F. Thomas
Keyword(s):  
Integral Representation ◽  
Positive Cone ◽  
Approximate Identity ◽  
Integral Representations ◽  
Regularity Conditions ◽  
Direct Integral ◽  
Positive Form ◽  
Representations Of Algebras ◽  
Almost All ◽  
Order Intervals

Abstract.The main result of this paper establishes the existence and uniqueness of integral representations of KMS functionals on nuclear *- algebras. Our first result is about representations of *-algebras by means of operators having a common dense domain in a Hilbert space. We show, under certain regularity conditions, that (Powers) self-adjoint representations of a nuclear *-algebra, which admit a direct integral decomposition, disintegrate into representations which are almost all self-adjoint. We then define and study the class of self-derivative algebras. All algebras with an identity are in this class and many other examples are given. We show that if is a self-derivative algebra with an equicontinuous approximate identity, the cone of all positive forms on is isomorphic to the cone of all positive invariant kernels on These in turn correspond bijectively to the invariant Hilbert subspaces of the dual space This shows that if is a nuclear -space, the positive cone of has bounded order intervals, which implies that each positive form on has an integral representation in terms of the extreme generators of the cone. Given a continuous exponentially bounded one-parameter group of *-automorphisms of we can define the subcone of all invariant positive forms satisfying the KMS condition. Central functionals can be viewed as KMS functionals with respect to a trivial group action. Assuming that is a self-derivative algebra with an equicontinuous approximate identity, we show that the face generated by a self-adjoint KMS functional is a lattice. If is moreover a nuclear *-algebra the previous results together imply that each self-adjoint KMS functional has a unique integral representation by means of extreme KMS functionals almost all of which are self-adjoint.

scholarly journals Note on the Hurwitz–Lerch Zeta Function of Two Variables

Symmetry ◽  
2020 ◽  
Vol 12 (9) ◽  
pp. 1431
Author(s):  
Junesang Choi ◽  
Recep Şahin ◽  
Oğuz Yağcı ◽  
Dojin Kim
Keyword(s):  
Zeta Function ◽  
Generating Functions ◽  
Recurrence Relations ◽  
Zeta Functions ◽  
Integral Representations ◽  
Lerch Zeta Function ◽  
Derivative Formulas ◽  
The One ◽  
Function Of Two Variables

A number of generalized Hurwitz–Lerch zeta functions have been presented and investigated. In this study, by choosing a known extended Hurwitz–Lerch zeta function of two variables, which has been very recently presented, in a systematic way, we propose to establish certain formulas and representations for this extended Hurwitz–Lerch zeta function such as integral representations, generating functions, derivative formulas and recurrence relations. We also point out that the results presented here can be reduced to yield corresponding results for several less generalized Hurwitz–Lerch zeta functions than the extended Hurwitz–Lerch zeta function considered here. For further investigation, among possibly various more generalized Hurwitz–Lerch zeta functions than the one considered here, two more generalized settings are provided.

A relaxation result in the framework of structured deformations in a bounded variation setting

2012 ◽  
Vol 142 (2) ◽  
pp. 239-271 ◽  
Author(s):  
Margarida Baía ◽  
José Matias ◽  
Pedro Miguel Santos
Keyword(s):  
Integral Representation ◽  
Bounded Variation ◽  
Functions Of Bounded Variation ◽  
Crystalline Structures ◽  
Structured Deformations ◽  
Asymptotic Models

We obtain an integral representation of an energy for structured deformations of continua in the space of functions of bounded variation, as a first step to the study of asymptotic models for thin defective crystalline structures, where phenomena as slips, vacancies and dislocations prevent the effectiveness of classical theories.

scholarly journals Integral representations of generalized Lauricella hypergeometric functions

1992 ◽  
Vol 15 (4) ◽  
pp. 653-657 ◽  
Author(s):  
Vu Kim Tuan ◽  
R. G. Buschman
Keyword(s):  
Integral Representation ◽  
Hypergeometric Function ◽  
Hypergeometric Functions ◽  
Integral Representations ◽  
Generalized Hypergeometric Function ◽  
Appell Function

The generalized hypergeometric function was introduced by Srivastava and Daoust. In the present paper a new integral representation is derived. Similarly new integral representations of Lauricella and Appell function are obtained.

Alternative Boundary-Integral Representations of Ship Waves

2002 ◽  
Author(s):  
Francis Noblesse ◽  
Chi Yang ◽  
Dane Hendrix ◽  
Rainald Lo¨hner
Keyword(s):  
Integral Representation ◽  
Fundamental Problem ◽  
Boundary Integral ◽  
Ship Hull ◽  
Integral Representations ◽  
Singular Boundary ◽  
Ship Waves ◽  
Classical Boundary ◽  
The Green Function ◽  
Boundary Integral Representation

The fundamental problem of determining the free-surface potential flow that corresponds to a given flow at a ship hull surface is reconsidered. Stokes’ theorem is used to transform the dipole distribution over the ship hull surface in the classical boundary-integral representation of the velocity potential. This Stokes’ transformation yields a weakly-singular boundary-integral representation that defines the potential in terms of the Green function G and related functions that are no more singular than G. Accordingly, the velocity representation only involves functions that are no more singular than ∇G.

scholarly journals Regularized Integral Representations of the Reciprocal Gamma Function

2019 ◽  
Vol 3 (1) ◽  
pp. 1 ◽  
Author(s):  
Dimiter Prodanov
Keyword(s):  
Integral Representation ◽  
Computer Algebra ◽  
Gamma Function ◽  
Real Line ◽  
Computer Algebra System ◽  
Integral Representations ◽  
Complex Representation ◽  
Hypersingular Integral ◽  
The Real ◽  
Two Parameter

This paper establishes a real integral representation of the reciprocal Gamma function in terms of a regularized hypersingular integral along the real line. A regularized complex representation along the Hankel path is derived. The equivalence with the Heine’s complex representation is demonstrated. For both real and complex integrals, the regularized representation can be expressed in terms of the two-parameter Mittag-Leffler function. Reference numerical implementations in the Computer Algebra System Maxima are provided.

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