Related papers: Malliavin calculus of Bismut type without probabil…
In this article we compute Galois groupoid of discret Painlev{\'e} equations. Our main tool is a semi-continuity theorem for the Galois groupoid in a confluence situation of a diffrence equation to a differential equation.
We provide an explicit computation of the cohomology groups (with untwisted coefficients) of semidirect products of the form $\mathbb{Z}^n\rtimes \mathbb{Z}/m$ with $m$ free of squares, by means of formulas that only depend on $n$, $m$ and…
Let $M$ be a complete connected Riemannian manifold with boundary $\partial M$, and let $P_t$ be the Neumann semigroup generated by $\frac{ 1}{ 2} L$ where $L=\Delta+Z$ for a $C^1$-vector field $Z$ on $M$. We establish Bismut type formulae…
A noncommutative gauge theory is associated to every Abelian gauge theory on a Poisson manifold. The semi-classical and full quantum version of the map from the ordinary gauge theory to the noncommutative gauge theory (Seiberg-Witten map)…
We give a new local proof of the Breuil-M\'ezard conjecture in the case of a reducible representation of the absolute Galois group of $\mathbb{Q}_p$, $p>2$, that has scalar semi-simplification, via a formalism of Pa\v{s}k\=unas.
In this paper we show the H\"ormander hypoelliptic theorem for nonlocal operators by a purely probabilistic method: the Malliavin calculus. Roughly speaking, under general H\"ormander's Lie bracket conditions, we show the regularization…
When prior information is lacking, the go-to strategy for probabilistic inference is to combine a "default prior" and the likelihood via Bayes's theorem. Objective Bayes, (generalized) fiducial inference, etc. fall under this umbrella. This…
We generalise the so-called Bismut-Elworthy-Li formula to a class of stochastic differential equations whose coefficients might depend on the law of the solution. We give some examples of where this formula can be applied to in the context…
Stein's method has been widely used for probability approximations. However, in the multi-dimensional setting, most of the results are for multivariate normal approximation or for test functions with bounded second- or higher-order…
The starting point of the current paper is a sequence of uncorrelated random variables. The distribution functions of these variables are assumed to be given but no assumptions on the types or the structure of these distributions are made.…
Pairwise non isomorphic semigroups obtained from the semigroup PT_n of all partial transformations by the deformed multiplication proposed by Ljapin are classified.
It is quite natural to wonder whether there is a difference-differential equations, the Galois group of which is a quantum group that is neither commutative nor co-commutative. Believing that there was no such linear equations, we explored…
We discuss three different formulations of the equivariant Iwasawa main conjecture attached to an extension K/k of totally real fields with Galois group G, where k is a number field and G is a p-adic Lie group of dimension 1 for an odd…
In this paper, we will give a new perspective to the Cameron-Martin-Maruyama-Girsanov formula by giving a totally algebraic proof to it. It is based on the exponentiation of the Malliavin-type differentiation and its adjointness.
Given a $\Gamma$-semigroup $S$, we construct a semigroup $\Sigma$ in such a way that one sided ideals and quasi-ideals of $S$ can be regarded as one sided ideals and quasi-ideals respectively of $\Sigma$. This correspondence and other…
In this paper a Malliavin calculus for L\'evy processes based on a family of true derivative operators is developed. The starting point is an extension to L\'evy processes of the pioneering paper by Carlen and Pardoux [8] for the Poisson…
In this article, we give a brief informal introduction to Malliavin Calculus for newcomers. We apply these ideas to the simulation of Greeks in Finance. First to European-type options where formulas can be computed explicitly and therefore…
We present a novel approach to Gaussian Berezin correlation functions. A formula well known in the literature expresses these quantities in terms of submatrices of the inverse matrix appearing in the Gaussian action. By using a recently…
We give a simple non-analytic proof of Biggins' theorem on martingale convergence for branching random walks.
Using a variant of Schreier's Theorem, and the theory of Green's relations, we show how to reduce the computation of an arbitrary subsemigroup of a finite regular semigroup to that of certain associated subgroups. Examples of semigroups to…