Abstract: This article aims to be an introduction to the theory of rough paths, in which integrals of differential forms against irregular paths and differential equations controlled by irregular paths are defined. This theory makes use of an extension of the notion of iterated integrals of the paths, whose algebraic properties appear to be fundamental. This theory is well-suited for stochastic...

In R2, we consider an analytic family of fractional integrals , whose convolution kernel is obtained by taking some transverse derivatives of arclength measure on the parabola (t, t2) multiplied by |t|γ , and doing so in a homogeneous way. We determine the exact range of p, q for which the analytic family maps Lp to Lq . We also resolve a similar issue on the Heisenberg group.

In the context of a subtraction method for jet cross sections at NNLO accuracy in the strong coupling, we perform the integration over the two-particle factorised phase space of the collinear-type contributions to the doubly unresolved counterterms. We present the final result as a convolution in colour space of the Born cross section and of an insertion operator, which is written in terms of m...

We introduce a technique called "precomputation of integrals" that makes it possible to compute conditional expectations in dynamic stochastic models in the initial stage of the solution procedure. This technique can be applied to any set of equations that contains conditional expectations, in particular, to the Bellman and Euler equations. After the integrals are precomputed, we can solve stoc...

The generalized Fresnel sine integral Sk(x) and its associated functions Sk+(x) Sk?(x) are defined as locally summable on the real line. integrals have huge applications in physics, specially optics electromaghetics. In many diffraction problems plays an important role. this paper calculated commutative neutrix convolutions of with xr, r = 0,1,2,...

We study the Taylor expansion for the solution of a differential equation driven by a multi-dimensional Hölder path with exponent β > 1/2. We derive a convergence criterion that enables us to write the solution as an infinite sum of iterated integrals on a nonempty interval. We apply our deterministic results to stochastic differential equations driven by fractional Brownian motions with Hurst ...