Related papers: An occupation time formula for semimartingales in …

We introduce the notion of metric semilattice on the metric space and prove the criterion of $\R$-tree as connected geodesic metric space $X$ admitting the partial order, such that $X$ is semilinear metric semilattice. Also we state the…

The martingale part in the semimartingale decomposition of a Brownian motion with respect to an enlargement of its filtration, is an anticipative mapping of the given Brownian motion. In analogy to optimal transport theory, we define causal…

In this paper we study a family of nonlinear (conditional) expectations that can be understood as a continuous semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a set-valued…

We derive a large deviation principle for the density profile of occupation times of random interlacements at a fixed level in a large box of Z^d, with d bigger or equal to 3. As an application, we analyze the asymptotic behavior of the…

The random acceleration model is one of the simplest non-Markovian stochastic systems and has been widely studied in connection with applications in physics and mathematics. However, the occupation time and related properties are…

We investigate the distribution of occupation times for a particle undergoing a random walk among random energy traps and in the presence of a deterministic potential field $U^{{\rm det}}(x)$. When the distribution of energy traps is…

Matrix configurations define noncommutative spaces endowed with extra structure including a generalized Laplace operator, and hence a metric structure. Made dynamical via matrix models, they describe rich physical systems including…

Occupation numbers of natural orbitals capture the physics of strong electron correlations in momentum space. A Natural Orbital Density Functional Theory based on the antisymmetrized geminal product provides these occupation numbers and the…

In this paper, we establish a universal variational characterization of the non-martingale components associated with weakly differentiable Wiener functionals in the sense of Le\~ao, Ohashi and Simas. It is shown that any Dirichlet process…

Let $(\Omega, \A, \mu)$ be a Lebesgue space and $T$ an ergodic measure preserving automorphism on $\Omega$ with positive entropy. We show that there is a bounded and strictly stationary martingale difference sequence defined on $\Omega$…

This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…

Let $D_N$ be the set of points around which a planar Brownian motion winds at least $N$ times. We prove that the random measure on the plane with density $2 \pi N 1_{D_N}$ with respect to the Lebesgue measure converges almost surely weakly,…

We revisit the work of Dhar and Majumdar [Phys. Rev. E 59, 6413 (1999)] on the limiting distribution of the temporal mean $M_{t}=t^{-1}\int_{0}^{t}du \sign y_{u}$, for a Gaussian Markovian process $y_{t}$ depending on a parameter $\alpha $,…

We investigate Takagi-type functions with roughness parameter $\gamma$ that are H\"older continuous with coefficient $H=\frac{\log\gamma}{\log \frac{1}{2}}.$ Analytical access is provided by an embedding into a dynamical system related to…

A conceptual difficulty in formulating the density functional theory of the fractional quantum Hall effect is that while in the standard approach the Kohn-Sham orbitals are either fully occupied or unoccupied, the physics of the fractional…

We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…

For any discrete-time $P$--local martingale $S$ there exists a probability measure $Q \sim P$ such that $S$ is a $Q$--martingale. A new proof for this result is provided. The core idea relies on an appropriate modification of an argument by…

We provide a characterization of continuous semimartingales whose law is invariant with respect to predictable random rotations. In particular we prove that all such semimartingales are obtained by integrating a predictable process with…

We study Neural Optimal Transport in infinite-dimensional Hilbert spaces. In non-regular settings, Semi-dual Neural OT often generates spurious solutions that fail to accurately capture target distributions. We analytically characterize…

The purpose of the present work is twofold. First, we develop the theory of general self-similar growth-fragmentation processes by focusing on martingales which appear naturally in this setting and by recasting classical results for…