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Explicit formulas for the mean and variance of linear stochastic differential equations are derived in terms of an exponential matrix. This result improved a previous one by means of which the mean and variance are expressed in terms of a…
We propose variants of Schramm-Loewner evolution (SLE) that are related to superconformal algebras following the group theoretical formulation of SLE, in which the relevant stochastic differential equation is derived from a random process…
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…
Since 1870s, scientists have been taking deep insight into Lie groups and Lie algebras. With the development of Lie theory, Lie groups have got profound significance in many branches of mathematics and physics. In Lie theory, exponential…
Our first purpose is to study the stability of linear flows on real, connected, compact, semisimple Lie groups. After, we study and classify periodic orbits of linear and invariant flows. In particular, we obtain a version of…
For any root system corresponding to a semisimple simply-laced Lie algebra a logarithmic CFT is constructed. Characters of irreducible representations were calculated in terms of theta functions.
Flow-based architectures have recently proved to be an efficient tool for numerical simulations of Effective String Theories regularized on the lattice that otherwise cannot be efficiently sampled by standard Monte Carlo methods. In this…
Motivated by representation theory and geometry, we introduce and develop an equivariant generalization of Ehrhart theory, the study of lattice points in dilations of lattice polytopes. We prove representation-theoretic analogues of…
Lie systems form a class of systems of first-order ordinary differential equations whose general solutions can be described in terms of certain finite families of particular solutions and a set of constants, by means of a particular type of…
We show that the hypercohomology of the Chevalley-Eilenberg-de Rham complex of a Lie algebroid L over a scheme with coefficients in an L-module can be expressed as a derived functor. We use this fact to study a Hochschild-Serre type…
We introduce a new logarithmic structure on the moduli stack of stable curves, admitting logarithmic gluing maps. Using this we define cohomological field theories taking values in the logarithmic Chow cohomology ring, a refinement of the…
We prove a log average almost-sure invariance principle (log asip) for renewal processes with positive i.i.d. gaps in the domain of attraction of an $\alpha$-stable law with $0<\alpha<1$. Dynamically, this means that renewal and…
We use a novel parameterization of the flowing Hamiltonian to show that the flow equations based on continuous unitary transformations, as proposed by Wegner, can be implemented through a nonlinear partial differential equation involving…
We prove ergodicity in a class of skew-product extensions of interval exchange transformations given by cocycles with logarithmic singularities. This, in particular, gives explicit examples of ergodic $\mathbb{R}$-extensions of minimal…
Lagrangian multiform theory is a variational framework for integrable systems. In this article we introduce a new formulation which is based on symplectic geometry and which treats position, momentum and time coordinates of a…
We propose a geometric integrator to numerically approximate the flow of Lie systems. The key is a novel procedure that integrates the Lie system on a Lie group intrinsically associated with a Lie system on a general manifold via a Lie…
In this paper we investigate the properties of the free Sheffer systems, which are certain families of martingale polynomials with respect to the free Levy processes. First, we classify such families that consist of orthogonal polynomials;…
A rigorous geometric proof of the Lie's Theorem on nonlinear superposition rules for solutions of non-autonomous ordinary differential equations is given filling in all the gaps present in the existing literature. The proof is based on an…
Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…
We establish a law of the iterated logarithm (LIL) for the set of real numbers whose $n$-th partial quotient is bigger than $\alpha_n$, where $(\alpha_n)$ is a sequence such that $\sum 1/\alpha_n$ is finite. This set is shown to have…