Related papers: A note on stochastic calculus in vector bundles

Let $K\subset S^3$ be a knot, $X:= S^3\setminus K$ its complement, and $\mathbb{T}$ the circle group identified with $\mathbb{R}/\mathbb{Z}$. To any oriented long knot diagram of $K$, we associate a quadratic polynomial in variables…

The trace formula for the evolution operator associated with nonlinear stochastic flows with weak additive noise is cast in the path integral formalism. We integrate over the neighborhood of a given saddlepoint exactly by means of a smooth…

We show that isomorphism classes $[\mathcal{A}]$ of flat $q\times q$ matrix bundles $\mathcal{A}$ (or projectively flat rank-$q$ complex vector bundles $\mathcal{E}$) on a pro-torus $\mathbb{T}$ are in bijective correspondence with the…

We give a new construction of the one-variable Alexander polynomial of an oriented knot or link, and show that it generalizes to a vector valued invariant of oriented tangles.

We study the logarithmic vector bundles associated to arrangements of smooth irreducible curves with small degree on the blow-up of the projective plane at one point. We then investigate whether they are Torelli arrangements, that is, they…

Motivated by a neuroscience application we study the problem of statistical estimation of a high-dimensional covariance matrix with a block structure. The block model embeds a structural assumption: the population of items (neurons) can be…

In this paper we discuss backward stochastic differential equations with Markov chain noise, having continuous drivers. We obtain the existence of a solution which is possibly not unique. Moreover, we show there is a minimal solution for…

Computing the cohomology of the tensor product of two vector bundles is central in the study of their moduli spaces and in applications to representation theory, combinatorics and physics. These computations play a fundamental role in the…

Starting with a Z-graded superconnection on a graded vector bundle over a smooth manifold M, we show how Chen's iterated integration of such a superconnection over smooth simplices in M gives an A-infinity functor if and only if the…

In a work of van Gaans (2005a) stochastic integrals are regarded as $L^2$-curves. In Filipovi\'{c} and Tappe (2008) we have shown the connection to the usual It\^o-integral for c\`adl\`ag-integrands. The goal of this note is to complete…

These course notes are about computing modular forms and some of their arithmetic properties. Their aim is to explain and prove the modular symbols algorithm in as elementary and as explicit terms as possible, and to enable the devoted…

We provide several results on the existence of metrics of non-negative sectional curvature on vector bundles over certain cohomogeneity one manifolds and homogeneous spaces up to suitable stabilization. Beside explicit constructions of the…

One can represent Schwartz distributions with values in a vector bundle $E$ by smooth sections of $E$ with distributional coefficients. Moreover, any linear continuous operator which maps $E$-valued distributions to smooth sections of…

In this paper we study the pricing of exchange options when underlying assets have stochastic volatility and stochastic correlation. An approximation using a closed-form approximation based on a Taylor expansion of the conditional price is…

We construct the categories of standard vector bundles over schemes and define direct sum and tensor product. These categories are equivalent to the usual categories of vector bundles with additional properties. The tensor product is…

A quantum principal bundle is constructed for every Coxeter group acting on a finite-dimensional Euclidean space $E$, and then a connection is also defined on this bundle. The covariant derivatives associated to this connection are the…

Let $X$ be a differentiable manifold endowed with a transitive action $\alpha:A\times X\longrightarrow X$ of a Lie group $A$. Let $K$ be a Lie group. Under suitable technical assumptions, we give explicit classification theorems, in terms…

This work continues the study of a homotopy-theoretic construction of the author inspired by the Bott-Taubes integrals. Bott and Taubes constructed knot invariants by integrating differential forms along the fiber of a bundle over the space…

Let $G$ be a connected reductive algebraic group. Let $\mathcal{E}\rightarrow \mathcal{B}$ be a principal $G\times G$-bundle and $X$ be a regular compactification of $G$. We describe the Grothendieck ring of the associated fibre bundle…

We introduce and investigate a functorial construction which associates coherent sheaves to finite dimensional (restricted) representations of a restricted Lie algebra $\mathfrak g$. These are sheaves on locally closed subvarieties of the…