Related papers: Generalised Clark-Ocone formulae for differential …
The Clark-Ocone formula in the theory of discrete-time chaotic calculus holds only for square integrable functionals of discrete-time normal noises. In this paper, we aim at extending this formula to generalized functionals of discrete-time…
Using the structure of the Boson-Fermion Fock space and an argument taken from [2], we give a new proof of the triviality of the $L^2$ cohomology groups on an abstract Wiener space, alternative to that given by Shigekawa [9]. We apply some…
We prove the triviality of the first L2 cohomology class of based path spaces of Riemannian manifolds furnished with Brownian motion measure, and the consequent vanishing of L2 harmonic one-forms. We give explicit formulae for closed and…
The algebra and calculus of generalized differential forms are reviewed and employed to construct a class of generalized connections and to investigate their properties. The class includes generalized connections which are flat when…
The classical representation of random variables as the Ito integral of nonanticipative integrands is extended to include Banach space valued random variables on an abstract Wiener space equipped with a filtration induced by a resolution of…
In the context of orientable circuits and subcomplexes of these as representing certain singular spaces, we consider characteristic class formulas generalizing those classical results as seen for the Riemann-Hurwitz formula for regulating…
In this paper we first prove a Clark--Ocone formula for any bounded measurable functional on Poisson space. Then using this formula, under some conditions on the intensity measure of Poisson random measure, we prove a variational…
In this paper we develop a representation formula of Clark-Ocone type for any integrable Poisson functionals, which extends the Poisson imbedding for point processes. This representation formula differs from the classical Clark-Ocone…
We prove an extension of the Ocone-Karatzas integral representation, valid for all $BV$ functions on the classical Wiener space. We establish also an elementary chain rule formula and combine the two results to compute explicit integral…
We study a relationship between regular flat structures and generalized Okubo systems. We show that the space of variables of isomonodromic deformations of a regular generalized Okubo system can be equipped with a flat structure. As its…
We prove sufficient conditions, ensuring that a sequence of multiple Wiener-It\^{o} integrals (with respect to a general Gaussian process) converges stably to a mixture of normal distributions. Our key tool is an asymptotic decomposition of…
We establish Ecalle's mould calculus in an abstract Lie-theoretic setting and use it to solve a normalization problem, which covers several formal normal form problems in the theory of dynamical systems. The mould formalism allows us to…
We prove a Kodaira-Hodge decomposition on differential 1-forms on the space of non-smooth paths over a Riemannian manifold, allowing us to define the corresponding first cohomology group. This uses the It\^o map of a Brownian system and…
We study several deformation functors associated to the normalization of a reduced curve singularity $(X,0) \subset (\c^n,0)$. The main new results are explicit formulas, in terms of classical invariants of (X,0), for the cotangent…
We solve the local equivalence problem for second order (smooth or analytic) ordinary differential equations. We do so by presenting a {\em complete convergent normal form} for this class of ODEs. The normal form is optimal in the sense…
Classical local Weyl modules for a simple Lie algebra are labeled by dominant weights. We generalize the definition to the case of arbitrary weights and study the properties of the generalized modules. We prove that the representation…
We compute the cohomology ring of a generalised type of configuration space of points in $\mathbb{R}^r$. This configuration space is indexed by a graph. In the case the graph is complete the result is known and it is due to Arnold and…
We study differential forms on an algebraic compactification of a moduli space of metric graphs. Canonical examples of such forms are obtained by pulling back invariant differentials along a tropical Torelli map. The invariant differential…
We generalize Macdonald's formula for the cohomology of Hilbert schemes of points on a curve from smooth curves to curves with planar singularities: we relate the cohomology of the Hilbert schemes to the cohomology of the compactified…
Generalized differential forms are used in discussions of metric geometries and Einstein's vacuum field equations. Cartan's structure equations are generalized and applied. In particular flat generalized connections are associated with any…