Related papers: Smooth paths of conditional expectations

We derive It\^o-type change of variable formulas for smooth functionals of irregular paths with non-zero $p-$th variation along a sequence of partitions where $p \geq 1$ is arbitrary, in terms of fractional derivative operators, extending…

Given a singular projective variety in some projective space, we characterize the smooth curves contracted by the Gauss map in terms of normal bundles. As a consequence, we show that if the variety is normal, then a contracted line always…

The paper deals with first order self-adjoint elliptic differential operators on a smooth compact oriented surface with non-empty boundary. We consider such operators with self-adjoint local boundary conditions. The paper is focused on…

We prove a general criterion for a von Neumann algebra $M$ in order to be in standard form. It is formulated in terms of an everywhere defined, invertible, antilinear, a priori not necessarily bounded operator, intertwining $M$ with its…

There are two open problem on the analysis of continuous paths on a Riemannian manifold, the Markov uniqueness and the independence of the closure of the differential operator $d$ on its initial domain. The operator $d$ acts naturally on…

Here I give a direct proof that smooth curves with distinct marked points are asymptotically Hilbert stable with respect to a wide range of parameter spaces and linearizations. This result can be used to construct the coarse moduli space of…

In this paper, we are interested in path-dependent stochastic differential equations (SDEs) which are controlled by Brownian motion and its delays. Within this non-Markovian context, we give a H \"ormander-type criterion for the regularity…

We prove an algebraic version of the Gauge-Invariant Uniqueness Theorem, a result which gives information about the injectivity of certain homomorphisms between ${\mathbb Z}$-graded algebras. As our main application of this theorem, we…

This paper is devoted to derivations on the algebra $S_0(M, \tau)$ of all $\tau$-compact operators affiliated with a von Neumann algebra $M$ and a faithful normal semi-finite trace $\tau.$ The main result asserts that every…

An integral geometric curvature is defined as the index expectation K(x) = E[i(x)] if a probability measure m is given on vector fields on a Riemannian manifold or on a finite simple graph. Such curvatures are local, satisfy Gauss-Bonnet…

A differential operator $T$ satisfies the $L^2$-unique continuation property if every $L^2$-solution of $T$ that vanishes on an open subset vanishes identically. We study the $L^2$-unique continuation property of an operator $T$ acting on a…

We prove that, under the H\"ormander criterion on an It\^{o} process, all its martingale observables are smooth. As a consequence, we also obtain a generalized Feynman-Kac formula providing smooth solutions to certain PDE boundary-value…

It is proved that every linear biseparating map between spaces of vector-valued differentiable functions is a weighted composition map. As a consequence, such a map is always continuous.

We leverage path differentiability and a recent result on nonsmooth implicit differentiation calculus to give sufficient conditions ensuring that the solution to a monotone inclusion problem will be path differentiable, with formulas for…

Let $G$ be a locally compact totally disconnected topological group. Under a necessary mild assumption, we show that the irreducible unitary representations of $G$ are uniformly admissible if and only if the irreducible smooth…

Let $T$ be a self-adjoint operator in a Hilbert space $H$ with domain $\mathcal D(T)$. Assume that the spectrum of $T$ is confined in the union of disjoint intervals $\Delta_k =[\alpha_{2k-1},\alpha_{2k}]$, $k\in \mathbb{Z}$, and $$…

In the first part we present a generalized implicit function theorem for abstract equations of the type $F(\lambda,u)=0$. We suppose that $u_0$ is a solution for $\lambda=0$ and that $F(\lambda,\cdot)$ is smooth for all $\lambda$, but,…

We study the geometric and combinatorial effect of smoothing an intersection point in a collection of arcs or curves on a surface. We prove that all taut arcs with fixed endpoints and all taut 1-manifolds with at least two non-disjoint…

Let $A$ and $B$ be unital semisimple commutative Banach algebras and $T$ a map from the invertible group $A^{-1}$ onto $B^{-1}$. Linearity and multiplicativity of the map are not assumed. We consider the hypotheses on $T$: (1) $\sigma…

We consider the ordinary differential equation (ODE) $dx_{t} =b(t,x_{t} ) dt+ dw_{t}$ where $w$ is a continuous driving function and $b$ is a time-dependent vector field which possibly is only a distribution in the space variable. We…