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Path differentiation: further unification

Udayan Darji, Michael Evans (1995)

Fundamenta Mathematicae

A. M. Bruckner, R. J. O'Malley, and B. S. Thomson introduced path differentiation as a vehicle for unifying the theory of numerous types of generalized differentiation of real valued functions of a real variable. Part of their classification scheme was based on intersection properties of the underlying path systems. Here, additional light is shed on the relationships between these various types of path differentiation and it is shown how composite differentiation and first return differentiation...

Path-wise solutions of stochastic differential equations driven by Lévy processes.

David R. E. Williams (2001)

Revista Matemática Iberoamericana

In this paper we show that a path-wise solution to the following integral equationYt = ∫0t  f(Yt) dXt,     Y0 = a ∈ Rd,exists under the assumption that Xt is a Lévy process of finite p-variation for some p ≥ 1 and that f is an α-Lipschitz function for some α > p. We examine two types of solution, determined by the solution's behaviour at jump times of the process X, one we call geometric, the other forward. The geometric solution is obtained by adding fictitious time and solving an associated...

Peano type theorem for random fuzzy initial value problem

Marek T. Malinowski (2011)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

In this paper we consider the random fuzzy differential equations and show their application by an example. Under suitable conditions the Peano type theorem on existence of solutions is proved. For our purposes, a notion of ε-solution is exploited.

Periodicity, almost periodicity for time scales and related functions

Chao Wang, Ravi P. Agarwal, Donal O’Regan (2016)

Nonautonomous Dynamical Systems

In this paper, we study almost periodic and changing-periodic time scales considered byWang and Agarwal in 2015. Some improvements of almost periodic time scales are made. Furthermore, we introduce a new concept of periodic time scales in which the invariance for a time scale is dependent on an translation direction. Also some new results on periodic and changing-periodic time scales are presented.

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