Convolution type Calderón-Zygmund singular integral operators with rough kernels p.v. Ω(x)/|x| are studied. A condition on Ω implying that the corresponding singular integrals and maximal singular integrals map L → L for 1 < p < ∞ is obtained. This condition is shown to be different from the condition Ω ∈ H1(Sn−1).

Convolution type Calderr on-Zygmund singular integral operators with rough kernels p.v. (x)=jxj n are studied. A condition on implying that the corresponding singular integrals and maximal singular integrals map L p ! L p for 1 < p < 1 is obtained. This condition is shown to be diierent from the condition 2 H 1 (S n?1).

In view of the extensive use of stochastic integrals and stochastic differential equations in modeling of systems in engineering, and economic systems especially in mathematical finance and other applied problems, it is necessary to find whether there are good approximants to the stochastic integrals and the stochastic differential equations which can be used for simulation purposes. Some work ...

We extend the new approach introduced in [24] and [25] for dealing with stochastic Volterra equations using ideas of Rough Path theory prove global existence uniqueness results. The main idea this is simple: Instead iterated integrals a path comprising data necessary to solve any equation driven by that path, now integral convolutions kernel comprise said data. This leads corresponding abstract...

Semilinear stochastic evolution equations with multiplicative L'evy noise are considered‎. ‎The drift term is assumed to be monotone nonlinear and with linear growth‎. ‎Unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎We establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎As corollaries of ...

We derive the chaotic expansion of the product of nthand ®rst-order multiple stochastic integrals with respect to certain normal martingales. This is done by application of the classical and quantum product formulae for multiple stochastic integrals. Our approach extends existing results on chaotic calculus for normal martingales and exhibits properties, relative to multiple stochastic integral...

Stochastic integration rules are derived for innnite integration intervals, generalizing rules developed by Siegel and O'Brien (1985) for nite intervals. Then random orthogonal transformations of rules for integrals over the surface of the unit m-sphere are used to produce stochastic rules for these integrals. The two types of rules are combined to produce stochastic rules for multidimensional ...