Related papers: Affine processes are regular

This paper studies the existence and global stability of generalized Ornstein-Uhlenbeck process for affine stochastic functional differential equations. Various very basic and important properties are established. In the applications, we…

Let $X$ be a stationary process with values in some $\sigma$-finite measured state space $(E,\mathcal{E},\pi)$, indexed by ${\mathbb Z}$. Call ${\mathcal F}^X$ its natural filtration. In \cite{ceillierstationary}, sufficient conditions were…

We consider systems of stochastic evolutionary equations of the type $$du=\mathrm{div}\,S(\nabla u)\,dt+\Phi(u)dW_t$$ where $S$ is a non-linear operator, for instance the $p$-Laplacian $$S(\xi)=(1+|\xi|)^{p-2}\xi,\quad \xi\in\mathbb…

We study the stability of quantum motion of classically regular systems in presence of small perturbations. Onthe base of a uniform semiclassical theory we derive the fidelity decay which displays a quite complexbehaviour, from Gaussian to…

Multidimensional affine diffusions have been studied in detail for the case of a canonical state space. We present results for general state spaces and provide a complete characterization of all possible affine diffusions with polyhedral…

In this paper we consider existence and multiplicity results concerning affine connections on $C^{k}$-manifolds $M$ whose coefficients are as regular as one needs, following the regularity theory introduced in arXiv:1908.04442. We show that…

In this paper, we study the asymptotic behavior of the normalized cadlag functions generated by the discrete Fourier transforms of a stationary centered square-integrable process, started at a point. We prove that the quenched invariance…

Let $\varphi_t : M \to M$ be a flow on a smooth closed connected manifold $M$ that preserves and expands a foliation $F$. We establish a theorem of propagation of regularity along the leaves of $F$ for sections of vector bundles satisfying…

Let $K$ be a complete non-trivially valued non-Archimedean field. Given an algebraic group over $K$ on which every regular function is constant, any rigid analytic function is shown to be constant too. It follows that an algebraic group…

We consider here a two-dimensional incompressible fluid in a periodic channel, whose density is advected by pure transport, and whose velocity is given by the Stokes equation with gravity source term. Dirichlet boundary conditions are taken…

For convex hypersurfaces in the affine space $\mathbb{A}^{n+1}$ ($n\geq2$), A.-M.\ Li introduced the notion of $\alpha$-normal field as a generalization of the affine normal field. By studying a Monge-Amp\`ere equation with gradient blowup…

We prove optimal regularity estimates in Sobolev spaces in time and space for solutions to stochastic porous medium equations. The noise term considered here is multiplicative, white in time and coloured in space. The coefficients are…

In this paper we show how to derive regularity for the solution of Kolmogorov PIDEs driven by a vector field which is a second order integro differential operator of affine type. These results are valuable in applications, in particular for…

We have discovered a class of dynamically stable coherent states for motion on the half-line. The regularization of the half-line boundary and the consequent quantum motion are expounded within the framework of covariant affine…

This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…

In this paper we prove that for an affine scheme essentially of finite type over a field $F$ and of dimension $d$, $K_{d+1}$-regularity implies regularity, assuming that the characteristic of $F$ is zero. This verifies a conjecture of…

We study the basic computational problem of detecting approximate stationary points for continuous piecewise affine (PA) functions. Our contributions span multiple aspects, including complexity, regularity, and algorithms. Specifically, we…

In this paper, we proved that for an affine variety V in A^n; O_V is a sheaf of regular functions and the ringed space pair (V;O_V ) is a locally ringed space.

We study the pathwise regularity of the map $$ \phi \mapsto I(\phi) = \int_0^T < \phi(X_t), dX_t>$$ where $\phi$ is a vector function on $\R^d$ belonging to some Banach space $V$, $X$ is a stochastic process and the integral is some version…