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In this paper we study a family of nonlinear (conditional) expectations that can be understood as a continuous semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a set-valued…
In this paper, we give a definition of harmonic curvature functions in terms of V_{n} and define a new kind of slant helix which is called V_{n}-slant helix in n-dimensional pseudo-Riemannian manifold. Also, we give important…
In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…
Following closely the construction of the Schrodinger bridge, we build a new class of Stochastic Volatility Models exactly calibrated to market instruments such as for example Vanillas, options on realized variance or VIX options. These…
In this study, a new form of quadratic spline is obtained, where the coefficients are determined explicitly by variational methods. Convergence is studied and parity conservation is demonstrated. Finally, the method is applied to solve…
In this work, we give a decomposition of a martingale into three martingales with applications to certain types of inequalities in the new theory of Stochastic Analysis in Vector Lattices
This study is on small oscillations of a heavy symmetric top. A different method than previous works is applied, and differently from previous works, the explicit formulas for the amplitudes for oscillations are given. This method can be…
We propose an algorithm for optimizations in which the gradients contain stochastic noise. This arises, for example, in structural optimizations when computations of forces and stresses rely on methods involving Monte Carlo sampling, such…
Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic…
A geometric setup for constrained variational calculus is presented. The analysis deals with the study of the extremals of an action functional defined on piecewise differentiable curves, subject to differentiable, non-holonomic…
A construction of integration, function calculus, and exterior calculus is made, allowing for integration of unital magma valued functions against (compactified) unital magma valued measures over arbitrary topological spaces. The Riemann…
Semiclassical (stochastic) wave equations are proposed for the coupled dynamics of atomic quantum states and semiclassical radiation field. All relevant predictions of standard unitary quantum dynamics are exactly reproducible in the…
Almost seventy years old Marshall-Olkin copulas, then wider Marshall copulas, and finally even wider shock model (SM) copulas constitute a substantial part of nowadays copula theory due to numerous applications. Recently, Christian Genest…
We combine two recent ideas: cartesian differential categories, and restriction categories. The result is a new structure which axiomatizes the category of smooth maps defined on open subsets of $\R^n$ in a way that is completely algebraic.…
The aim of the present text is twofold: to provide a compendium of Lagrangian and Hamiltonian geometries and to introduce and investigate new analytical Mechanics: Finslerian, Lagrangian and Hamiltonian. The fundamental equations (or…
In this paper, one new classes of convex functions which is called MT-convex functions are given. We also establish some Hadamard-type inequalities.
We make a systematic study of the focal surface of a congruence of lines in the projective space. Using differential techniques together with techniques from intersection theory, we reobtain in particular all the invariants of the focal…
In papers by Yor, a remarkable class $(\Sigma)$ of submartingales is introduced, which, up to technicalities, are submartingales $(X_{t})_{t\geq0}$ whose increasing process is carried by the times $t$ such that $X_{t}=0$. These…
Stochastic methods for minimizing a convex integral functional, as initiated by Robbins and Monro in the early 1950s, rely on the evaluation of a gradient (or subgradient if the function is not smooth) and moving in the corresponding…
This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…