Related papers: Malliavin calculus of Bismut type without probabil…

We prove a quantitative equidistribution result for linear random walks on the torus, similar to a theorem of Bourgain, Furman, Lindenstrauss and Mozes, but without any proximality assumption.

The group classification of a class of semilinear reaction-diffusion equations with exponential nonlinearity is carried out using the technique of mapping between classes, which was recently proposed in [O.O. Vaneeva, R.O. Popovych and C.…

We extend the Bismut-Elworthy-Li formula to non-degenerate jump diffusions and "payoff" functions depending on the process at multiple future times. In the spirit of Fournie et al [13] and Davis and Johansson [9] this can improve Monte…

We develop the theory of generalized bi-Hamiltonian reduction. Applying this theory to a suitable loop algebra we recover a generalized Drinfeld-Sokolov reduction. This gives a way to construct new examples of algebraic Frobenius manifolds.

We fix a path model for the space of filters of the inverse semigroup $\mathcal{S}_\Lambda$ associated to a left cancellative small category $\Lambda$. Then, we compute its tight groupoid, thus giving a representation of its $C^*$-algebra…

Convolution semigroups of states on a quantum group form the natural noncommutative analogue of convolution semigroups of probability measures on a locally compact group. Here we initiate a theory of weakly continuous convolution semigroups…

This paper is devoted to pricing American options using Monte Carlo and the Malliavin calculus. Unlike the majority of articles related to this topic, in this work we will not use localization fonctions to reduce the variance. Our method is…

We show that elementary abelian direct factors can be disregarded in the study of the modular isomorphism problem. Moreover, we obtain four new series of abelian invariants of the group base in the modular group algebra of a finite…

We give a simple proof of the Fourier Inversion Theorem, using the methods of nonstandard analysis.

In this paper, we propose a new class of bivariate distributions, called the bivariate discrete inverse Weibull (BDsIW) distribution, whose marginals are discrete inverse Weibull (DsIW) distributions. Some statistical and mathematical…

We introduce the notion of Hopf algebroids, in which neither the total algebras nor the base algebras are required to be commutative. We give a class of Hopf algebroids associated to module algebras of the Drinfeld doubles of Hopf algebras…

In this paper we provide an abstract characterization of the inverse hulls of semigroups associated with Markov shifts. As an application of the characterization we give an example of Markov shifts that are not conjugate, but have…

We explore a differential calculus on the algebra of smooth functions on a manifold. The former is `noncommutative' in the sense that functions and differentials do not commute, in general. Relations with bicovariant differential calculus…

A recent variant of Colombeau algebras does not employ asymptotic estimates for its definition. We discuss how the concept of association with distributions transfers to this setting and why it still needs to be based on asymptotics.

$\alpha$-stable distributions are utilised as models for heavy-tailed noise in many areas of statistics, finance and signal processing engineering. However, in general, neither univariate nor multivariate $\alpha$-stable models admit closed…

We study sufficient conditions for a local asymptotic mixed normality property of statistical models. We develop a scheme with the $L^2$ regularity condition proposed by Jeganathan [\textit{Sankhya Ser. A} \textbf{44} (1982) 173--212] so…

In this article we formulate a version of the analytic Novikov conjecture for semigroups rather than groups, and show that the descent argument from coarse geometry generalises effectively to this new situation.

Probability distributions which can be obtained from superpositions of Gaussian distributions of different variances v = \sigma ^2 play a favored role in quantum theory and financial markets. Such superpositions need not necessarily obey…

Assume that $S$ is a semigroup generated by $\{x_1,...,x_n\}$, and let $\Uscr$ be the multiplicative free commutative semigroup generated by $\{u_1,...,u_n\}$. We say that $S$ is of \emph{$I$-typ}e if there is a bijection $v:\Uscr\r S$ such…

The theorem is proved that generalizes the Gelfand generalization of the Paley-Wiener tauberian theorem to general abelian topological semigroups with invariant measure. Several corollaries of this theorem are given.