Related papers: Smooth paths of conditional expectations

In this article we study the existence of pathwise Stieltjes integrals of the form $\int f(X_t)\, dY_t$ for nonrandom, possibly discontinuous, evaluation functions $f$ and H\"older continuous random processes $X$ and $Y$. We discuss a…

It is proved that smooth closed curves of given length minimizing the principal eigenvalue of the Schr\"odinger operator $-\frac{d^2}{ds^2}+\kappa^2$ exist. Here $s$ denotes the arclength and $\kappa$ the curvature. These minimizers are…

Let $d\geq 3$ be a constant and let $F$ be a $d$-regular graph on $[n]$ with not too many symmetries. By the union bound, the probability threshold for the existence of a spanning subgraph in $G(n,p)$ isomorphic to $F$ is at least…

For continuous \gamma, g:[0,1]\to(0,\infty), consider the degenerate stochastic differential equation dX_t=[1-|X_t|^2]^{1/2}\gamma(|X_t|) dB_t-g(|X_t|)X_t dt in the closed unit ball of R^n. We introduce a new idea to show pathwise…

Let $A$ be an abelian surface and let $G$ be a finite group of automorphisms of $A$ fixing the origin. Assume that the analytic representation of $G$ is irreducible. We give a classification of the pairs $(A,G)$ such that the quotient $A/G$…

We present a condition for a stochastic differential equation dX_{t}={\mu}(t,X_{t})dt+{\sigma}(t,X_{t})dB_{t} to have a unique functional solution of the form Z(t,B_{t}). The condition expresses a relation between {\mu} and {\sigma}. A…

Let $X_t$ solve the multidimensional It\^o's stochastic differential equations on $\R^d$ $$dX_t=b(t,X_t)dt+\sigma(t,X_t)dB_t$$ where $b:[0,\infty)\times\R^d\to\R^d$ is smooth in its two arguments,…

The symmetries of paths in a manifold $M$ are classified with respect to a given pointwise proper action of a Lie group $G$ on $M$. Here, paths are embeddings of a compact interval into $M$. There are at least two types of symmetries:…

Internal stabilization adds a trivial handle to an embedded surface in a coordinate chart. It is known that any pair of smoothly knotted surfaces in a simply-connected $4$-manifold become smoothly isotopic after sufficiently many internal…

Some scales of spaces of ultra-differentiable functions are introduced, having good stability properties with respect to infinitely many derivatives and compositions. They are well-suited for solving non-linear functional equations by means…

A commutative residuated lattice A is said to be subidempotent if the lower bounds of its neutral element e are idempotent (in which case they naturally constitute a Brouwerian algebra A*). It is proved here that epimorphisms are surjective…

Consider a smooth one-parameter family t -> f_t of dynamical systems f_t, with |t|<epsilon. Assume that for all t (or for many t close to t=0) the map f_t admits a unique SRB invariant probability measure m_t. We say that linear response}…

A \emph{Hessenberg Schubert variety} is an irreducible component of the intersection of a Schubert variety and a Hessenberg variety, defined as the closure of a Schubert cell intersected with the Hessenberg variety. We consider the…

We provide criteria for self-adjointness and {\tau}-Fredhomness of first and second order differential operators acting on sections of infinite dimensional bundles, whose fibers are modules of finite type over a von Neumann algebra A…

We introduce and discuss Fr\'echet differentiability for maps between Fr\'echet spaces. For delay differential equations $x'(t)=f(x_t)$ we construct a continuous semiflow of continuously differentiable solution operators $x_0\mapsto x_t$,…

We consider a plane polynomial vector field $P(x,y)dx+Q(x,y)dy$ of degree $m>1$. To each algebraic invariant curve of such a field we associate a compact Riemann surface with the meromorphic differential $\omega=dx/P=dy/Q$. The asymptotic…

The inherently homogeneous stationary-state and time-dependent Schroedinger equations are often recast into inhomogeneous form in order to resolve their solution nonuniqueness. The inhomogeneous term can impose an initial condition or, for…

For any arbitrary algebraic curve, we define an infinite sequence of invariants. We study their properties, in particular their variation under a variation of the curve, and their modular properties. We also study their limits when the…

Tate's algorithm tells us that for an elliptic curve $E$ over a local field $K$ of residue characteristic $\geq 5$, $E/K$ has potentially good reduction if and only if $\text{ord}(j_E)\geq 0$. It also tells us that when $E/K$ is semistable…

Weyl-von Neumann Theorem asserts that two bounded self-adjoint operators $A,B$ on a Hilbert space $H$ are unitarily equivalent modulo compacts, i.e., $uAu^*+K=B$ for some unitary $u\in \mathcal{U}(H)$ and compact self-adjoint operator $K$,…