Related papers: Martingales on manifolds with time-dependent conne…
The extension of bivariate measures of dependence to non-Euclidean spaces is a challenging problem. The non-linear nature of these spaces makes the generalisation of classical measures of linear dependence (such as the covariance) not…
In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states. We present here a martingale approach that diffuses a risk…
We introduce a new class of processes for the evaluation of multivariate equity derivatives. The proposed setting is well suited for the application of the standard copula function theory to processes, rather than variables, and easily…
This paper provides a new version of the condition of Di Nunno et al. (2003), Ankirchner and Imkeller (2005) and Biagini and \{O}ksendal (2005) ensuring the semimartingale property for a large class of continuous stochastic processes.…
We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…
Measure-free discrete time stochastic processes in Riesz spaces were formulated and studied by Kuo, Labuschagne and Watson. Aspects relating martingales, stopping times, convergence of these processes as well as various decomposition were…
We describe how geometrical methods can be applied to a system with explicitly time-dependent second-class constraints so as to cast it in Hamiltonian form on its physical phase space. Examples of particular interest are systems which…
The interplay between off-shell and on-shell unfolded systems is analysed. The formulation of invariant constraints that put an off-shell system on shell is developed by adding new variables and derivation in the target space, that extends…
Invariance properties of semimartingales on Lie groups under a family of random transformations are defined and investigated, generalizing the random rotations of the Brownian motion. A necessary and sufficient explicit condition…
We establish the existence and uniqueness of solutions to stochastic 2D Navier-Stokes equations in a time-dependent domain driven by Brownian motion. A martingale solution is constructed through domain transformation and appropriate…
A possibility to represent the standard model of fundamental particles covariant derivatives by means of approximate generalized fractional Riemann-Liouville derivatives of multifractal time and space model is shown.
Systems of ordinary differential equations (or dynamical forms in Lagrangian mechanics), induced by embeddings of smooth fibered manifolds over one-dimensional basis, are considered in the class of variational equations. For a given…
The author exposes the metrical multi-time Lagrange geometry of physical fields which naturally generalizes the classical Lagrangian developped by Miron and Anastasiei. In other words, one constructs a natural theory of physical fields on…
Lagrangian contact supersymmetries (depending on derivatives of arbitrary order) are treated in very general setting. The cohomology of the variational bicomplex on an arbitrary graded manifold and the iterated cohomology of a generic…
Determinantal point processes are models for regular spatial point patterns, with appealing probabilistic properties. We present their spatio-temporal counterparts and give examples of these models, based on spatio-temporal covariance…
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…
In this study, Clifford Kaehler analogue of Lagrangian dynamics is introduced. Also,the some geometrical and physical results over the obtained Clifford Kaehler dynamical systems are discussed.
We develop a gradient-flow theory for time-dependent functionals defined in abstract metric spaces. Global well-posedness and asymptotic behavior of solutions are provided. Conditions on functionals and metric spaces allow to consider the…
We use the global stochastic analysis tools introduced by P. A. Meyer and L. Schwartz to write down a stochastic generalization of the Hamilton equations on a Poisson manifold that, for exact symplectic manifolds, are characterized by a…
We discuss the dynamics of a particular two-dimensional (2D) physical system in the four dimensional (4D) (non-)commutative phase space by exploiting the consistent Hamiltonian and Lagrangian formalisms based on the symplectic structures…