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We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment…
In this paper we define a new type of quadratic variation for cylindrical continuous local martingales on an infinite dimensional spaces. It is shown that a large class of cylindrical continuous local martingales has such a quadratic…
We establish a new scale of $p$-variation estimates for martingale paraproducts, martingale transforms, and It\^o integrals, of relevance in rough paths theory, stochastic, and harmonic analysis. As an application, we introduce rough…
The purpose of this paper is to give a survey of a class of maximal inequalities for purely discontinuous martingales, as well as for stochastic integral and convolutions with respect to Poisson measures, in infinite dimensional spaces.…
The goals of the present work are to: (i) investigate the dynamics of oceanic frontogenesis by taking advantage of the geometric mechanics underlying the class of Vertical Slice Models (VSMs) of ocean dynamics; and (ii) illustrate the…
In this paper we introduce the concept of conic martingales}. This class refers to stochastic processes having the martingale property, but that evolve within given (possibly time-dependent) boundaries. We first review some results about…
We consider a new class of quaternionic mappings, associated with the spatial partial differential equations. We describe all mappings from this class using four analytic functions of the complex variable.
This current article aims to study a new subclass of meromorphic functions with positive coefficients by reconstructing a new operator in the punctured open disc. Also, some geometric properties are considered and investigated, such results…
The paper develops a calculus for a class of real-valued functions having a quadratic variation. The main result is a solution of the representation problem for a class of evolutions having a quadratic variation. The result is applied to…
In this short survey article, we showcase a number of non-trivial geometric problems that have recently been resolved by marrying methods from functional calculus and real-variable harmonic analysis. We give a brief description of these…
Complex-valued harmonic functions that are univalent and sense-preserving in the open unit disk are widely studied. A new methodology is employed to construct subclasses of univalent harmonic mappings from a given subfamily of univalent…
This paper gives a definition of g-harmonic functions and shows the relation between the g-harmonic functions and g-martingales. It's direct to construct such relation under smooth case, but for continuous case we need the theory of…
The aim of this paper is to study new classes of Riemannian manifolds endowed with a smooth potential function, including in a general framework classical canonical structures such as Einstein, harmonic curvature and Yamabe metrics, and,…
We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…
A new type of sectional curvature is introduced. The notion is purely algebraic and can be located in linear algebra as well as in differential geometry.
The study of stochastic variational principles involves the problem of constructing fixed-endpoint and adapted variations of semimartingales. We provide a detailed construction of variations of semimartingales that are not only fixed at…
The intended purpose of this work is to provide the reader with a comprehensive, state-of-the art presentation of the theory of complex Hadamard matrices, or at least report on the very recent advances. This manuscript consists of three…
The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the fractional method of infinite dimensional stochastic…
In this note we give an account of recent progress on the construction of holomorphic vertex algebras as cyclic orbifolds as well as related topics in lattices and modular categories. We present a novel computation of the Schur indicator of…
We show some of the mathematics that is being developed for the computation of deep inelastic structure functions to three loops. These include harmonic sums, harmonic polylogarithms and a class of difference equations that can be solved…