Related papers: On an Inversion Theorem for Stratonovich's Signatu…
Diffusion models have shown remarkable empirical success in sampling from rich multi-modal distributions. Their inference relies on numerically solving a certain differential equation. This differential equation cannot be solved in closed…
Being the most cutting-edge generative methods, diffusion methods have shown great advances in wide generation tasks. Among them, graph generation attracts significant research attention for its broad application in real life. In our…
In this paper, the well-posedness for one-dimensional path dependent McKean-Vlasov SDEs with $\alpha$($\alpha\geq \frac{1}{2}$)-H\"{o}lder continuous diffusion is investigated. Moreover, the associated quantitative propagation of chaos in…
We develop a framework for non-asymptotic analysis of deterministic samplers used for diffusion generative modeling. Several recent works have analyzed stochastic samplers using tools like Girsanov's theorem and a chain rule variant of the…
Discrete signatures are invariants computed from time series corresponding to the discretised version of the signature of paths. We study the algebraic varieties arising from their images, the discrete signature varieties. We introduce them…
A self-consistent kinetic theory of Thomson scattering of an electromagnetic field by a non-uniform plasma is derived. We draw the readers' attention to the inconsistency in recent results on the Thomson scattering in inhomogeneous plasma,…
We study the local regularity and multifractal nature of the sample paths of jump diffusion processes, which are solutions to a class of stochastic differential equations with jumps. This article extends the recent work of Barral {\it et…
In this paper we study the global approximate multiplicative controllability for nonlinear degenerate parabolic Cauchy problems. In particular, we consider a one-dimensional semilinear degenerate reaction-diffusion equation in divergence…
In the course of Darwinian evolution of a population, punctualism is an important phenomenon whereby long periods of genetic stasis alternate with short periods of rapid evolutionary change. This paper provides a mathematical interpretation…
For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…
We show that the transition probability of the Markoc chain $(G(j,1),...,G(j,n))_{j\ge 1}$, where the $G(i,j)'s$ are certain directed last-passage times, is given by a determinant of a special form. An analogous formula has recently been…
Diffusion of a particle passing over the saddle point of a two-dimensional quadratic potential is studied via a set of coupled Langevin equations and the expression for the passing probability is obtained exactly. The passing probability is…
Decidability and synthesis of inductive invariants ranging in a given domain play an important role in many software and hardware verification systems. We consider here inductive invariants belonging to an abstract domain $A$ as defined in…
We consider random walks in a random environment that is given by i.i.d. Dirichlet distributions at each vertex of Z^d or, equivalently, oriented edge reinforced random walks on Z^d. The parameters of the distribution are a 2d-uplet of…
In this paper we give excursion theoretical proofs of Lehoczky's formula (in an extended form allowing a lower bound for the underlying diffusion) for the joint distribution of the first drawdown time and the maximum before this time, and…
The author has previously constructed a class of admissible vector fields on the path space of an elliptic diffusion process $x$ taking values in a closed compact manifold. In this Note the existence of flows for this class of vector fields…
The signature of a path is a sequence of tensors which allows to uniquely reconstruct the path. By employing the geometric theory of nonlinear systems of ordinary differential equations, we find necessary and sufficient algebraic conditions…
We introduce a signature inversion scheme for $C^1$-axial linear curves which are widely used in various areas. We show that in the presence of a linear coordinate function, the derivatives of the underlying curve at any point $x$ can be…
This paper presents sufficient graph-theoretic conditions for injectivity of collections of differentiable functions on rectangular subsets of R^n. The results have implications for the possibility of multiple fixed points of maps and…
Suppose that $X_1, \ldots , X_n$ are continuous semimartingales that are reversible and have nondegenerate crossings. Then the corresponding rank processes can be represented by generalized Stratonovich integrals, and this representation…