In a companion paper, the authors obtained some Fubini type identities in law for quadratic functionals of Brownian motion, and, more generally, for certain functionals of symmetric stable processes, the function: x -* x2 then being replaced by: x e IxIa. In this paper, discrete analogues of such identities in law, which involve a sequence of independent standard symmetric stable r.v.'s of inde...

In this paper we study the lower semicontinuous envelope with respect to the L-topology of a class of isotropic functionals with linear growth defined on mappings from the n-dimensional ball into RN that are constrained to take values into a smooth submanifold Y of RN . Let B be the unit ball in R and Y a smooth Riemannian manifold of dimension M ≥ 1, isometrically embedded in R for some N ≥ 2....

We introduce equity forward variance term-structure models and derive the respective HJM-type arbitrage conditions. We then discuss finitedimensional Markovian representations of the infinite-dimensional fixed time-to-maturity forward variance swap curve and analyse examples of such variance curve functionals. The results are then applied to show that the speed of mean-reversion in standard sto...

In 1958 Gödel published his Dialectica interpretation, which reduces classical arithmetic to a quantifier-free theory T axiomatizing the primitive recursive functionals of finite type. Here we extend Gödel’s T to theories Pn of “predicative” functionals, which are defined using MartinLöf’s universes of transfinite types. We then extend Gödel’s interpretation to the theories of arithmetic induct...

Let (Ω,A, μ) be a σ-finite nonatomic measure space and let Λw,φ be the Orlicz-Lorentz space. We study the Gateaux differentiability of the functional Ψw,φ(f) = ∞ ∫ 0 φ(f∗)w. More precisely we give an exact characterization of those points in the Orlicz-Lorentz space Λw,φ where the Gateaux derivative exists. This paper extends known results already on Lorent spaces, Lw,q , 1 < q <∞. The case q =...

in this work, we dissect the performance of  two modern perdew-burke-ernzerhof (pbe)-based double-hybrid (dh) density functionals to predict the isotropic and anisotropic polarizabilities of water nanoclusters (h2o)n [n = 2-6]. the considered models include the cubic integrand (ci) and quadratic integrand (qi) functions as well as the spin-opposite-scaled (sos) scheme for perturbative correlati...

We consider stochastic sequences with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and fractionally patterns. solve the filtering problem for linear functionals constructed from unobserved values a sequence this type based on observations noise sequence. For known matrices spectral densities, we obtain for...