Related papers: Operads in It{\^o} calculus
We consider the integral and derivative operators of tempered fractional calculus, and examine their analytic properties. We discover connections with the classical Riemann-Liouville fractional calculus and demonstrate how the operators may…
Algorithms for the computation of geodesics on an ellipsoid of revolution are given. These provide accurate, robust, and fast solutions to the direct and inverse geodesic problems and they allow differential and integral properties of…
A differential calculus on an associative algebra A is an algebraic analogue of the calculus of differential forms on a smooth manifold. It supplies A with a structure on which dynamics and field theory can be formulated to some extent in…
In this paper we establish the associativity property of the pathwise It\^o integral in a functional setting for continuous integrators. Here, associativity refers to the computation of the It\^o differential of an It\^o integral, by means…
We extend to manifolds endowed with a general geometric structure, the classical notions of gradient as well as Laplace operator, and provide some of their natural properties.
This paper first summarizes the foundations of stochastic calculus via regularization and constructs through this procedure It\^o and Stratonovich integrals. In the second part, a survey and new results are presented in relation with finite…
Operator inequalities with a geometric flavour have been successful in studying mixing of random walks and quantum mechanics. We suggest a new way to extract such inequalities using the octopus inequality of Caputo, Liggett and Richthammer.
After an overview of noncommutative differential calculus, we construct parts of it explicitly and explain why this construction agrees with a fuller version obtained from the theory of operads.
In this paper we consider a few Calculus optimization problems in which we notice peculiar patterns. In each of these cases there is a geometric explanation for the pattern showing that it is not just a coincidence.
We show a possibility to apply certain philosophical concepts to the analysis of concrete mathematical structures. Such application gives a clear justification of topological and geometric properties of considered mathematical objects.
Using certain Ito's equation, we introduce the probability on the space of paths and show its relevance to the scattering properties of multidimensional Schrodinger operator. To relate the geometry of the support of potential to the…
In this paper we introduce a notion of {\it generalized operad} containing as special cases various kinds of operad--like objects: ordinary, cyclic, modular, properads etc. We then construct inner cohomomorphism objects in their categories…
In this paper we discuss about properties of lattices and its application in theoretical and algorithmic number theory. This result of Minkowski regarding the lattices initiated the subject of Geometry of Numbers, which uses geometry to…
The theory of operads (May, cyclic, modular, PROPs, etc) is extended to include higher dimensional phenomena, i.e. operations between operations, mimicking the algebraic structure on varieties of arbitrary dimensions, having marked…
A stochastic process $X$ becomes occupied when it is enlarged with its occupation flow $\mathcal{O}$ that tracks the time spent by the path at each level. When $X$ is Markov, the occupied process $(\mathcal{O},X)$ enjoys a Markov structure…
The aim of this paper is to present remarkable classes of Lie-admissible algebras containing in particular the associative algebras, the Vinberg algebras and pre-Lie algebras. We determine the associated quadratic operads and their dual…
We study different algebraic structures associated to an operad and their relations: to any operad $\mathbf{P}$ is attached a bialgebra,the monoid of characters of this bialgebra, the underlying pre-Lie algebra and its enveloping algebra;…
Iterates of quantum operations and their convergence are investigated in the context of mean ergodic theory. We discuss in detail the convergence of the iterates and show that the uniform ergodic theorem plays an essential role. Our results…
Higher structures - infinity algebras and other objects up to homotopy, categorified algebras, `oidified' concepts, operads, higher categories, higher Lie theory, higher gauge theory... - are currently intensively investigated in…
The It\^o formula, originated by K. It\^o, is focus on the stochastic calculus, where many stochastic processes can be placed under the framework of rough paths. In rough path theory, It\^o formulas have been proved for rough paths with…