This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several related topics are also mentioned.

Extending Gödel’s Dialectica interpretation, we provide a functional interpretation of classical theories of positive arithmetic inductive definitions, reducing them to theories of finite-type functionals defined using transfinite recursion on well-founded trees.

We discuss the relation of a certain type of generalized Lyapunov equations to Gramians of stochastic and bilinear systems together with the corresponding energy functionals. While Gramians and energy functionals of stochastic linear systems show a strong correspondence to the analogous objects for deterministic linear systems, the relation of Gramians and energy functionals for bilinear system...

Many stability results in the theory of stochastic hereditary systems and their applications were obtained by construction of appropriate Lyapunov functionals. One general method of Lyapunov functionals construction was proposed and developed by the authors during last decade for stability investigation of deterministic and stochastic functional-differential and difference equations. In this pa...

The paper derives a functional central limit theorem for the empirical distributions of a system of strongly correlated continuous martingales at the level of the full trajectory space. We provide a general class of functionals for which the weak convergence to a centered Gaussian random field takes place. An explicit formula for the covariance is established and a characterization of the limit...

In this paper, some new fixed point theorems for semi-closed 1-setcontractive operators of functional type are obtained, which generalize the famous Petryshyn’s theorem and Altman’s theorem by replacing the norm with some classes of functionals.

We provide bounds for the Hausdorff dimension of the singular set of minima of functionals of the type ∫ Ω F (x, v, Dv), where F is only Hölder continuous with respect to the variables (x, v).

In this paper, we answer the question under which conditions the porousmedium equation with convection and with periodic boundary conditions possesses gradient-type Lyapunov functionals (first-order entropies). It is shown that the weighted sum of first-order and zeroth-order entropies are Lyapunov functionals if the weight for the zeroth-order entropy is sufficiently large, depending on the st...

In a recent paper certain approximations to continuous nonlinear functionals de-ned on an L p space (1 < p < 1) are shown to exist. These approximations may be realized by sigmoidal neural networks employing a linear input layer that implements nite sums of integrals of a certain type. In another recent paper similar approximation results are obtained using elements of a general class of contin...