Related papers: Affine processes are regular

Let $X$ be a stationary process with finite state-space $A$. Bressaud et al. recently provided a sufficient condition for the natural filtration of $X$ to be standard when $A$ has size 2. Their condition involves the conditional laws…

We determine all affinely homogeneous models for surfaces $S^2 \subset \mathbb{R}^4$, including the simply transitive models. We employ an improved power series method of equivalence, which captures invariants at the origin, creates…

Under suitable conditions, with respect to some property on a random iterated function system(RIFS), it is shown how the system satisfies in this property almost surely.

In this paper we will study homogenization of for stable-like process with divergence-free drift in ergodic environments. In particular, neither the drift nor the stream function are required to be bounded.

We establish continuous maximal regularity results for parabolic differential operators acting on sections of tensor bundles on Riemannian manifolds. As an application, we show that solutions to the Yamabe flow instantaneously regularize…

For affine processes on finite-dimensional cones, we give criteria for geometric ergodicity - that is exponentially fast convergence to a unique stationary distribution. Ergodic results include both the existence of exponential moments of…

A real harmonizable multifractional stable process is defined, its H\"older continuity and localizability are proved. The existence of local time is shown and its regularity is established.

We consider discrete-time switching systems composed of a finite family of affine sub-dynamics. First, we recall existing results and present further analysis on the stability problem, the existence and characterization of compact…

By Lindstr\"{o}m's theorems, the expressive power of first order logic (and similarly continuous logic) is not strengthened without losing some interesting property. Weakening it, is however less harmless and has been payed attention by…

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

Complementing the analysis in [41], we investigate the well-posedness of SPDEs problems of doubly nonlinear type. These arise ubiquitously in the modelization of dissipative media and correspond to generalized balance laws between…

This paper studies the large fluctuations of solutions of finite--dimensional affine stochastic neutral functional differential equations with finite memory, as well as related nonlinear equations. We find conditions under which the exact…

We show that generic H\"older continuous functions are $\rho$-irregular. The property of $\rho$-irregularity has been first introduced by Catellier and Gubinelli (Stoc. Proc. Appl. 126, 2016) and plays a key role in the study of…

A stochastic affine evolution equation with bilinear noise term is studied where the driving process is a real-valued fractional Brownian motion. Stochastic integration is understood in the Skorokhod sense. Existence and uniqueness of weak…

The average shadowing property is considered for set-valued dynamical systems, generated by parameterized IFS, which are uniformly contracting, or conjugacy, or products of such ones. We also prove that if a continuous surjective IFS F on a…

We establish the main saturation conjecture in [BGS10] connected with executing a Brun sieve in the setting of an orbit of a group of affine linear transformations. This is carried out under the condition that the Zariski closure of the…

Let $Z\to X$ be a closed immersion of smooth affine schemes over an arbitrary field $k$, and $X^h_Z$ denote the henselization of $X$ along $Z$. For each presheaf $E\colon \mathbf{SH}(k)\to \mathrm{Ab}^\mathrm{op}$ on the stable motivic…

This is an expended and revised version of the preprint "Schematization of homotopy types". The purpose of this work is to introduce a notion of \emph{affine stacks}, which is a homotopy version of the notion of affine schemes, and to give…

We consider the dependence on parameters of the solutions of cohomology equations over Anosov diffeomorphisms. We show that the solutions depend on parameters as smoothly as the data. As a consequence we prove optimal regularity results for…

We prove refined space-time regularity for the classical stochastic Allen-Cahn equation with logarithmic potential. This allows to establish a random separation property, i.e. that the trajectories of the solution are strictly separated…