- Research Article
- 10.2298/fil2421503d
Arbitrary-order Fréchet derivatives of the exponential and logarithmic functions in real and complex Banach algebras: Applications to stochastic functional differential equations
- Jan 01, 2024
- Filomat
- Dusan Djordjevic + 1 more +1
In this paper we derive the explicit, closed-form, recursion-free formulae for the arbitrary-order Fr?chet derivatives of the exponential and logarithmic functions in unital Banach algebras (complex or real). These computations are obtained via the Bochner integrals for the Banach algebra valued functions, with respect to the standard Lebesgue measure. As an application, we utilize our results in the approximation schemes of the solutions to stochastic functional differential equations.
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