Related papers: Martingales on manifolds with time-dependent conne…
Motivated by numerical integration on manifolds, we relate the algebraic properties of invariant connections to their geometric properties. Using this perspective, we generalize some classical results of Cartan and Nomizu to invariant…
In this paper we give necessary and sufficient conditions for a cylindrical continuous local martingale to be the stochastic integral with respect to a cylindrical Brownian motion. In particular we consider the class of cylindrical…
I present an analysis of the physical assumptions needed to obtain the metric structure of space-time. For this purpose I combine the axiomatic approach pioneered by Robb with ideas drawn from works on Weyl's "Raumproblem". The concept of a…
Recent discoveries in differential topology are reviewed in light of their possible implications for spacetime models and related subjects in theoretical physics. Although not often noted, a particular smoothness (differentiability)…
From a continuous-time long memory stochastic process, a discrete-time randomly sampled one is drawn. We investigate the second-order properties of this process and establish some time-and frequency-domain asymptotic results. We mainly…
In this paper we define a new type of quadratic variation for cylindrical continuous local martingales on an infinite dimensional spaces. It is shown that a large class of cylindrical continuous local martingales has such a quadratic…
We develop theory and applications of forward characteristic processes in discrete time following a seminal paper of Jan Kallsen and Paul Kr\"uhner. Particular emphasis is placed on the dynamics of volatility surfaces which can be easily…
In this study, Hamiltonian and Lagrangian theories, which are mathematical models of mechanical systems, are structured on the horizontal and the vertical distributions of tangent and cotangent bundles. In the end, the geometrical and…
We present new links between some remarkable martingales found in the study of the Binary Search Tree, or of the Bisection Problem, looking at them on the probability space of a continuous time binary branching process.
Generalized symmetries and supersymmetries depending on derivatives of dynamic variables are treated in a most general setting. Studding cohomology of the variational bicomplex, we state the first variational formula and conservation laws…
A novel expansion -- which generalizes Magnus expansion -- of the evolution operator associated with a (in general, time-dependent) perturbed Hamiltonian is introduced. It is shown that it has a wide range of possible solutions that can be…
Invariant manifolds facilitate the understanding of nonlinear stochastic dynamics. When an invariant manifold is represented approximately by a graph for example, the whole stochastic dynamical system may be reduced or restricted to this…
We construct families of rational functions $f \colon \bP^1_k \to \bP^1_k$ of degree $d \geq 2$ over a perfect field $k$ whose associated fixed-point processes fail to be martingales. Conversely, for any normal variety $X \subset…
In this article, we introduce \textit{Mallows processes}, defined to be continuous-time c\`adl\`ag processes with Mallows distributed marginals. We show that such processes exist and that they can be restricted to have certain natural…
In this paper we study the reductions of evolutionary PDEs on the manifold of the stationary points of time-dependent symmetries. In particular we describe how the finite dimensional Hamiltonian structure of the reduced system is obtained…
Consider the configuration spaces of manifolds. An influential theorem of McDuff, Segal and Church shows that the (co)homology of the unordered configuration space is independent of number of points in a range of degree called the stable…
The phenomenon of local dynamical inhomogeneity of time is predicted, which implies that the course of time along the trajectory of motion of a particle in the inertial reference frames moving relative to each other depends on the state of…
We show that there exists an underlying manifold with a conformal metric and compatible connection form, and a metric type Hamiltonian (which we call the geometrical picture) that can be put into correspondence with the usual…
A `discrete differential manifold' we call a countable set together with an algebraic differential calculus on it. This structure has already been explored in previous work and provides us with a convenient framework for the formulation of…
From the perspective of expectations of randomly stopped sums, Wald's equation and the Optional Sampling Theorem identify situations in which the stopping time can be decoupled from the stopping place, acting as if the two were independent.…