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Let W(u) be a Wiener process. Then where V_t=f(W(t),tau) for 0<=tau=T-t<=T, and f in C^(2,1)((0,infty)×[0,T]). Note that while Ito's lemma was proved by Kiyoshi Ito (also ...

The dimension d of any irreducible representation of a group G must be a divisor of the index of each maximal normal Abelian subgroup of G. Note that while Itô's theorem was ...

Every finite-dimensional Lie algebra of characteristic p!=0 has a faithful finite-dimensional representation.

Irreducible orientable compact 3-manifolds have a canonical (up to isotopy) minimal collection of disjointly embedded incompressible tori such that each component of the ...

e^(izcostheta)=sum_(n=-infty)^inftyi^nJ_n(z)e^(intheta), where J_n(z) is a Bessel function of the first kind. The identity can also be written ...

Q_n^((alpha,beta))(x)=2^(-n-1)(x-1)^(-alpha)(x+1)^(-beta) ×int_(-1)^1(1-t)^(n+alpha)(1+t)^(n+beta)(x-t)^(-n-1)dt. In the exceptional case n=0, alpha+beta+1=0, a nonconstant ...

The Jacobian of a linear net of curves of order n is a curve of order 3(n-1). It passes through all points common to all curves of the net. It is the locus of points where ...

The Jacobian group of a one-dimensional linear series is given by intersections of the base curve with the Jacobian curve of itself and two curves cutting the series.

Let A = [B D; E C] (1) A^(-1) = [W X; Y Z], (2) where B and W are k×k matrices. Then det(Z)det(A)=det(B). (3) The proof follows from equating determinants on the two sides of ...

Let M_r be an r-rowed minor of the nth order determinant |A| associated with an n×n matrix A=a_(ij) in which the rows i_1, i_2, ..., i_r are represented with columns k_1, ...