Related papers: Martingales on manifolds with time-dependent conne…
We prove necessary optimality conditions of Euler-Lagrange type for generalized problems of the calculus of variations on time scales with a Lagrangian depending not only on the independent variable, an unknown function and its delta…
We prove the existence of measurable invariant manifolds for small perturbations of linear Random Dynamical Systems evolving on a Banach space and admitting a general type of dichotomy, both for continuous and discrete time. Moreover, the…
We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment…
Two aspects of noncolliding diffusion processes have been extensively studied. One of them is the fact that they are realized as harmonic Doob transforms of absorbing particle systems in the Weyl chambers. Another aspect is integrability in…
We discuss some special classes of canonical transformations of the extended phase space, which relate integrable systems with a common Lagrangian submanifold. Various parametric forms of trajectories are associated with different integrals…
We discuss some special classes of canonical transformations of the extended phase space, which relate integrable systems with a common Lagrangian submanifold. Various parametric forms of trajectories are associated with different integrals…
A stochastic Lie system on a manifold $M$ is a stochastic differential equation whose dynamics is described by a linear combination with functions depending on $\mathbb{R}^\ell$-valued semi-martigales of vector fields on $M$ spanning a…
We introduce a new framework to analyze shape descriptors that capture the geometric features of an ensemble of point clouds. At the core of our approach is the point of view that the data arises as sampled recordings from a metric…
The dependencies of the lagged (Pearson) correlation function on the coefficients of multivariate autoregressive models are interpreted in the framework of time series graphs. Time series graphs are related to the concept of Granger…
In this paper we study the path-regularity and martingale properties of the set-valued stochastic integrals defined in our previous work Ararat et al. (2023). Such integrals have some fundamental differences from the well-known…
This work explores the implications of assuming time symmetry and applying bridge-type, time-symmetric temporal boundary conditions to deterministic laws of nature with random components. The analysis, drawing on the works of Kolmogorov and…
We consider the problem of finding a real valued martingale fitting specified marginal distributions. For this to be possible, the marginals must be increasing in the convex order and have constant mean. We show that, under the extra…
A simple variational Lagrangian is proposed for the time development of an arbitrary density matrix, employing the "factorization" of the density. Only the "kinetic energy" appears in the Lagrangian. The formalism applies to pure and mixed…
The study of temporal networks is motivated by the simple and important observation that just as network structure can affect dynamics, so can structure in time. Just as network topology can teach us about the system in question, so can its…
A definition of space-time metric deformations on an $n$-dimensional manifold is given. We show that such deformations can be regarded as extended conformal transformations. In particular, their features can be related to the perturbation…
We introduce the notion of a minimal Lagrangian connection on the tangent bundle of a manifold and classify all such connections in the case where the manifold is a compact oriented surface of non-vanishing Euler characteristic. Combining…
We present a systematic method for dealing with time dependent quantum dynamics, based on the quantum brachistochrone and matrix mechanics. We derive the explicit time dependence of the Hamiltonian operator for a number of constrained…
In this paper we propose a process of Lagrangian reduction and reconstruction for symmetric discrete-time mechanical systems acted on by external forces, where the symmetry group action on the configuration manifold turns it into a…
In this study, a new extension of the Markov Renewal theory is introduced by allowing time to evolve in multiple dimensions. The resulting chains are referred to as multi-time Markov Renewal chains and since this extension is new, the state…
Dirichlet processes and their extensions have reached a great popularity in Bayesian nonparametric statistics. They have also been introduced for spatial and spatio-temporal data, as a tool to analyze and predict surfaces. A popular…