Second-order derivations of function spaces -- a characterization of second-order differential operators
W{\l}odzimierz Fechner, Eszter Gselmann

TL;DR
This paper characterizes all operators satisfying a specific third-order product rule, extending beyond derivatives to include other solutions, and explores their relation to differential operators.
Contribution
It provides a complete characterization of solutions to a third-order product rule operator equation, revealing new operators beyond derivatives.
Findings
Identifies operators satisfying the third-order product rule.
Classifies all solutions, including derivatives and others.
Analyzes special cases related to differential operators.
Abstract
Let be a nonempty and open set, then for all we have \begin{multline*} \diff{2}{x}(f\cdot g\cdot h) -f\diff{2}{x}(g\cdot h)-g\diff{2}{x}(f\cdot h)-h\diff{2}{x}(f\cdot g) + f\cdot g\diff{2}{x}h+f\cdot h\diff{2}{x}g+g\cdot h\diff{2}{x}f=0 \end{multline*} The aim of this paper is to consider the corresponding operator equation \[ D(f\cdot g \cdot h) - fD(g\cdot h) - gD(f\cdot h) - hD(f \cdot g) + f\cdot g D(h) + f\cdot h D(g) +g\cdot h D(f) =0 \] for operators , where is a given nonnegative integer and the above identity is supposed to hold for all . We show that besides the operators of first and second derivative, there are more solutions to this equation, and we characterize all solutions. Some special cases…
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Taxonomy
TopicsStochastic processes and financial applications
