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We are concerned with optimization in a broad sense through the lens of solving variational inequalities (VIs) -- a class of problems that are so general that they cover as particular cases minimization of functions, saddle-point (minimax)…
An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…
This paper is concerned with analyzing a class of fractional calculus of variations problems and their associated Euler-Lagrange (fractional differential) equations. Unlike the existing fractional calculus of variations which is based on…
The following work is an exploration into certain topics in the broad world of integrable models, both classical and quantum, and consists of two main parts of roughly equal length. The first part, consisting of chapters 1-3, concerns…
We illustrate a process that constructs martingales from raw material that arises naturally from the theory of sampling without replacement.The usefulness of the new martingales is illustrated by the development of maximal inequalities for…
The derived category of an algebraic variety might be a source of a myriad of new (categorical) symmetries. Some are predicted by homological mirror symmetry, to be obtained from the fundamental group of the space of complex structures of…
We present and discuss applications of the category of probabilistic morphisms, initially developed in \cite{Le2023}, as well as some geometric methods to several classes of problems in statistical, machine and manifold learning which shall…
The global weak martingale solution is built through a four-level approximation scheme to stochastic compressible active liquid crystal system driven by multiplicative noise in a smooth bounded domain in $\mathbb{R}^{3}$ with large initial…
This paper is a survey of uniqueness results for stochastic differential equations with jumps and regularity results for the corresponding harmonic functions.
Some classes of increment martingales, and the corresponding localized classes, are studied. An increment martingale is indexed by the real line and its increment processes are martingales. We focus primarily on the behavior as time goes to…
We investigate toric varieties defined by arrangements of hyperplanes and call them strongly symmetric. The smoothness of such a toric variety translates to the fact that the arrangement is crystallographic. As a result, we obtain a…
We analyze the valuation partial differential equation for European contingent claims in a general framework of stochastic volatility models where the diffusion coefficients may grow faster than linearly and degenerate on the boundaries of…
This text is about geometric structures imposed by robust dynamical behaviour. We explain recent results towards the classification of partially hyperbolic systems in dimension 3 using the theory of foliations and its interaction with…
We propose new concentration inequalities for self-normalized martingales. The main idea is to introduce a suitable weighted sum of the predictable quadratic variation and the total quadratic variation of the martingale. It offers much more…
In this manuscript, fractal and fuzzy calculus are summarized. Fuzzy calculus in terms of fractal limit, continuity, its derivative, and integral are formulated. The fractal fuzzy calculus is a new framework that includes fractal fuzzy…
In this paper we consider the question of smoothness of slowly varying functions satisfying the modern definition that, in the last two decades, gained prevalence in the applications concerning function spaces and interpolation. We show,…
We present a few techniques for proving $L^p$ estimates for martingales. Basic applications to It\^o integration and rough paths are included.
In this talk, I will discuss the use of harmonic functions to study the geometry and topology of complete manifolds. In my previous joint work with Luen-fai Tam, we discovered that the number of infinities of a complete manifold can be…
We develop a theory of Hilbert-space valued stochastic integration with respect to cylindrical martingale-valued measures. As part of our construction, we expand the concept of quadratic variation, introduced by Veraar and Yaroslavtsev…
In this paper, we extend the principles of Nambu mechanics by incorporating fractal calculus. This extension introduces Hamiltonian and Lagrangian mechanics that incorporate fractal derivatives. By doing so, we broaden the scope of our…