Related papers: An occupation time formula for semimartingales in …

We consider a discrete-time process adapted to some filtration which lives on a (typically countable) subset of $\mathbb{R}^d$, $d\geq 2$. For this process, we assume that it has uniformly bounded jumps, is uniformly elliptic (can advance…

We consider a continuous time random walk on the rooted binary tree of depth $n$ with all transition rates equal to one and study its cover time, namely the time until all vertices of the tree have been visited. We prove that, normalized by…

We define a class of random measures, spatially independent martingales, which we view as a natural generalisation of the canonical random discrete set, and which includes as special cases many variants of fractal percolation and Poissonian…

We prove a robust super-hedging duality result for path-dependent options on assets with jumps, in a continuous time setting. It requires that the collection of martingale measures is rich enough and that the payoff function satisfies some…

A general theory of partial balayage on Riemannian manifolds is developed, with emphasis on compact manifolds. Partial balayage is an operation of sweeping measures, or charge distributions, to a prescribed density, and it is closely…

Time-dependent structures often appear in differential geometry, particularly in the study of non-autonomous differential equations on manifolds. One may study the geodesics associated with a time-dependent Riemannian metric by extremizing…

We prove the kernel estimates related to subordinated semigroups on homogeneous trees. We study the long time propagation problem. We exploit this to show exit time estimates for (large) balls. We use an abstract setting of metric measure…

We consider a complete probability space $(\Omega,\mathcal{F},\mathbb{P})$, which is endowed with two filtrations, $\mathbb{G}$ and $\mathbb{F}$, assumed to satisfy the usual conditions and such that $\mathbb{F} \subset \mathbb{G}$. On this…

We discuss the calculation of the double occupancy using Dynamical Mean-Field Theory (DMFT) in finite dimensions. The double occupancy can be determined from the susceptibility of the auxiliary impurity model or from the lattice…

We study tent spaces on general measure spaces $(\Omega, \mu)$. We assume that there exists a semigroup of positive operators on $L^p(\Omega, \mu)$ satisfying a monotone property but do not assume any geometric/metric structure on $\Omega$.…

Let $(X_t)_{t \geq 0}$ be a continuous time Markov process on some metric space $M,$ leaving invariant a closed subset $M_0 \subset M,$ called the {\em extinction set}. We give general conditions ensuring either "Stochastic persistence"…

In this note we consider some properties of $GL_n(\mathbb{R})$ with the Semi-Riemannian structure induced by the trace metric $g$. In particular we study geodesics and curvature tensors. Moreover we prove that $GL_n$ has a suitable…

We consider spacetime to be a 4-dimensional differentiable manifold that can be split locally into time and space. No metric, no linear connection are assumed. Matter is described by classical fields/fluids. We distinguish electrically…

In this paper we study the density of polynomials in some $L^2(M)$ spaces. Two choices of the measure $M$ and polynomials are considered: 1) a $(N\times N)$ matrix non-negative Borel measure on $\mathbb{R}$ and vector-valued polynomials…

In this paper we discuss existence and uniqueness for a one-dimensional time inhomogeneous stochastic differential equation directed by an $\mathbb{F}$-semimartingale $M$ and a finite cubic variation process $\xi$ which has the structure…

Lack of memory (locality in time) is a major limitation of almost all present time-dependent density functional approximations. By using semiclassical dynamics to compute correlation effects within a density-matrix functional approach, we…

In this paper, we study the stability and convergence of some general quadratic semimartingales. Motivated by financial applications, we study simultaneously the semimartingale and its opposite. Their characterization and integrability…

We give necessary and sufficient conditions for the stationary density of semimartingale reflected Brownian motion in a wedge to be written as a finite sum of terms of exponential product form. Relying on geometric ideas reminiscent of the…

In this work, we provide non-asymptotic bounds for the average speed of convergence of the empirical measure in the law of large numbers, in Wasserstein distance. We also consider occupation measures of ergodic Markov chains. One motivation…

Statistical properties of non--symmetric real random matrices of size $M$, obtained as truncations of random orthogonal $N\times N$ matrices are investigated. We derive an exact formula for the density of eigenvalues which consists of two…