Related papers: Malliavin calculus of Bismut type without probabil…
We establish an integration by parts formula in an abstract framework in order to study the regularity of the law for processes solution of stochastic differential equations with jumps, including equations with discontinuous coefficients…
We build a longitudinally smooth differentiable groupoid associated to any manifold with corners. The pseudodifferential calculus on this groupoid coincides with the pseudodifferential calculus of Melrose (also called b-calculus). We also…
Via a special transform and by using the techniques of the Malliavin calculus, we analyze the density of the solution to a stochastic differential equation with unbounded drift.
We study the Iwasawa theory of the fine Selmer group associated to certain Galois representations. The vanishing of the $\mu$-invariant is shown to follow in some cases from a natural property satisfied by Galois deformation rings. We…
Initiated around the year 2007, the Malliavin-Stein approach to probabilistic approximations combines Stein's method with infinite-dimensional integration by parts formulae based on the use of Malliavin-type operators. In the last decade,…
Formulae are given for $dP_t \phi$, $d^*P_t\phi$ and $\Delta P_t\phi$ for $P_t$ the heat semigroup acting on a q-form $\phi$. The formulae are Brownian motion expectations of $\phi$ composed with random translations determined by…
A proof of Thompson's conjecture for real semi-simple Lie groups has been given by Kapovich, Millson, and Leeb. In this note, we give another proof of the conjecture by using a theorem of Alekseev, Meinrenken, and Woodward from symplectic…
We resolve Stillman's conjecture for families of polynomial rings that are graded by any semigroup under mild conditions. Conversely, we show that these conditions are necessary for the existence of a Stillman bound. This has applications…
We introduce a simple extension of the $\lambda$-calculus with pairs---called the distributive $\lambda$-calculus---obtained by adding a computational interpretation of the valid distributivity isomorphism $A \Rightarrow (B\wedge C)\ \…
We study linear random walks on the torus and show a quantitative equidistribution statement, under the assumption that the Zariski closure of the acting group is semisimple.
We give a new characterization for the convergence in distribution to a standard normal law of a sequence of multiple stochastic integrals of a fixed order with variance one, in terms of the Malliavin derivatives of the sequence. We extend…
This paper presents a novel generic asymptotic expansion formula of expectations of multidimensional Wiener functionals through a Malliavin calculus technique. The uniform estimate of the asymptotic expansion is shown under a weaker…
We initiate the study of a class of noncommutative domains of n-tuples of bounded linear operators on a Hilbert space, which is generated by certain positivity conditions on polynomials in n noncommutative indeterminates. We obtain Fatou…
A brief review of bicovariant differential calculi on finite groups is given, with some new developments on diffeomorphisms and integration. We illustrate the general theory with the example of the nonabelian finite group S_3.
Methods for Bayesian simulation in the presence of computationally intractable likelihood functions are of growing interest. Termed likelihood-free samplers, standard simulation algorithms such as Markov chain Monte Carlo have been adapted…
In this paper we derive tractable formulae for price sensitivities of two-dimensional spread options using Malliavin calculus. In particular, we consider spread options with asset dynamics driven by geometric Brownian motion and stochastic…
The aim of writing this paper is given in the title. The results on semigroups can be easily transferred to hyper-semigroups in the way indicated in the present paper.
We prove several new results of Ax-Lindemann type for semiabelian varieties over the algebraic closure K of C(t), making heavy use of the Galois theory of logarithmic differential equations. Using related techniques, we also give a…
On any denumerable product of probability spaces, we construct a Malliavin gradient and then a divergence and a number operator. This yields a Dirichlet structure which can be shown to approach the usual structures for Poisson and Brownian…
We study the properties of a non-abelian gauge theory subjected to a gauge invariant constraint given by the classical equations of motion. The constraint is not imposed by hand, but appears naturally when we study a particular type of…