Differential and integral calculus on time scales allows to develop a theory of dynamic equations in order to unify and extend the usual differential equations and difference equations. For single variable differential and integral calculus on time scales, we refer the reader to the textbooks [4, 5] and the references given therein. Multivariable calculus on time scales was developed by the aut...

We show how two change-of-variables formulæ for Lebesgue–Stieltjes integrals generalize when all continuity hypotheses on the integrators are dropped. We find that a sort of “mass splitting phenomenon” arises. Let M : [a, b]→ R be increasing. Then the measure corresponding to M may be defined to be the unique Borel measure μ on [a, b] such that for each continuous function f : [a, b] → R, the i...

This paper proves joint convergence of the approximation error for several stochastic integrals with respect to local Brownian semimartingales, for non-equidistant and random grids. The conditions needed for convergence are that the Lebesgue integrals of the integrands tend uniformly to zero and that the squared variation and covariation processes converge. The paper also provides tools which s...

The Wick rotation in quantum field theory is considered in terms of analytical continuation in the signature matrix parameter w = η00 . Regularization of propagators by a complex metric parameter in most cases preserves (i) the convergence of Feynmann integrals (understood as Lebesgue integrals) if the corresponding integrals of Euclidean theory are convergent; (ii) the regularity of propagator...

The following is the classical Hermite-Hadamard inequality [4, 5]: f ( a+ b 2 ) ≤ 1 b− a (S) ∫ b a f(x)dμ ≤ f(a) + f(b) 2 . which provides estimates of the mean value of a convex function f on [a, b] where μ is the Lebesgue measure on R. This inequality in general, is not valid in the fuzzy context. In this paper, we find necessary and sufficient conditions of Hermite-Hadamard type inequality f...

We prove two-sided inequalities between the integral moduli of smoothness of a function on R d /T d and the weighted tail-type integrals of its Fourier transform/series. Sharpness of obtained results in particular is given by the equivalence results for functions satisfying certain regular conditions. Applications include a quantitative form of the Riemann–Lebesgue lemma as well as several othe...

We study the regularity of random series representing shoit noise series or Poisson integrals. We give conditions for the absolute continuity of their law with respect to Lebesgue measure and for their continuity for total variation norm. We deal also with the solution of drifted EDS driven by a Lévy process. We show the regularity of the law of the solution with respect to the drift term.