In [3] we introduced a “monotone-type” (that is, Choquet-type) integral for realvalued functions, with respect to finitely additive positive set functions, with values in a Dedekind complete Riesz space. A “Lebesgue-type” integral for such kind of functions was investigated in [7]. In [4] we gave some comparison results for these types of integrals. In [10], a Choquet-type integral for real-val...

For a one-parameter process of the form X, = X0 + & (b, d W, + & & ds, where W is a Wiener process and I+ d W is a stochastic integral, a twice continuously differentiable function f(X,) is again expressible as the sum of a stochastic integral and an ordinary integral via the Ito differentiation formula. In this paper we present a generalization for the stochastic integrals associated with a tw...

Considering the space of all non–negative measurable functions F(X,A) linked to a fixed measurable space (X,A), the Lebesgue integral can be seen as an additive, continuous from below functional L on F(X,A), related to a measure m : A → [0,∞] given by m(A) = L(1A). We introduce several other integrals which can be seen as special functionals on F(X,A). For example, the Choquet integral [7] is a...

Before I begin with the real mathematics, I’d like to set my story in a little bit of context. I am primarily a quantum field theorist. One of the basic tenets of quantum field theory is that: Numbers of physical interest tend to arise as integrals and in fact as expectation values for probability measures. The problem is that these integrals are rarely analytically defined: over spaces that do...

We show how ideas originating in the theory of dynamical systems inspire a new approach to numerical integration of functions. Any Lebesgue integral can be approximated by a sequence of integrals with respect to equidistributions, i.e. evenly weighted discrete probability measures concentrated on an equidistributed set. We prove that, in the case where the integrand is real analytic, suitable l...

In this paper we define an addition operation on the class of quasiconcave functions. While the new operation is similar to the well-known supconvolution, it has the property that it polarizes the Lebesgue integral. This allows us to define mixed integrals, which are the functional analogs of the classic mixed volumes. We extend various classic inequalities, such as the Brunn-Minkowski and the ...

∥ ≤ 1 2 |Γ− γ| holds, then we have the inequality (1.3) |〈x, y〉 − 〈x, e〉 〈e, y〉| ≤ 1 4 |Φ− φ| |Γ− γ| . The constant 1 4 is best possible in the sense that it cannot be replaced by a smaller constant. The following particular instances for integrals and means are useful in applications. Corollary 1. Let f, g : [a, b] → K (K = C,R) be Lebesgue measurable and such that there exists the constants φ...

Recent results reveal that the family of barycentric rational interpolants introduced by Floater and Hormann is very well-suited for the approximation of functions as well as their derivatives, integrals and primitives. Especially in the case of equidistant interpolation nodes, these infinitely smooth interpolants offer a much better choice than their polynomial analogue. A natural and importan...

hold with some constant C independent of f? (Unless otherwise specified, all integrals are taken with respect to the standard Lebesgue measure on R.) Denoting w := u−1, we can reformulate the above question as follows: When is the operator T := M√vT0M√w bounded in L ? (Here Mφ stands for the operator of multiplication by φ.) Such weighted norm inequalities arise naturally in many areas of analy...

This paper is devoted to the study of four integral operators that are basic generalizations and modifications of fractional integrals of Hadamard, in the space X c of Lebesgue measurable functions f on R+ = (0,∞) such that ∞ ∫ 0 ∣∣ucf (u)∣∣p du u <∞ (1 p <∞), ess sup u>0 [ u ∣∣f (u)∣∣]<∞ (p =∞), for c ∈ R = (−∞,∞), in particular in the space Lp(0,∞) (1 p ∞). Formulas for the Mellin transforms ...