Related papers: Stochastic Levy Differential Operators and Yang-Mi…

Recently, we found the supersymmetric counterpart of the spectral triple. When we restrict the representation space to the fermionic functions of matter fields, the counterpart which we name "the triple" reduces to the original spectral…

Suppose that Y(t) is a d-dimensional Levy symmetric process for which its Levy measure differs from the Levy measure of the isotropic alpha-stable process (0<alpha<2) by a finite signed measure. For a bounded Lipschitz set D we compare the…

We develop a method that relates the truncated cumulant-function of the fourth order with the L\'evian cumulant-function. This gives us explicit formulas for the L\'evy-parameters, which allow a real-time analysis of the state of a…

We consider the problem of valuation of American options written on dividend-paying assets whose price dynamics follows a multidimensional exponential Levy model. We carefully examine the relation between the option prices, related partial…

By using the self-dual Yang-Mills (SDYM) equation as an example, we study a method for relating symmetries and recursion operators of two partial differential equations connected to each other by a non-auto-Backlund transformation. We prove…

In this article, we consider multilevel Monte Carlo for the numerical computation of expectations for stochastic differential equations driven by L\'{e}vy processes. The underlying numerical schemes are based on jump-adapted Euler schemes.…

Weierstrass's everywhere continuous but nowhere differentiable function is shown to be locally continuously fractionally differentiable everywhere for all orders below the `critical order' 2-s and not so for orders between 2-s and 1, where…

The Dirac monopoles in 3-space and their generalization by C. N. Yang to 5-space are observed to be just the Levi-Civita spin connection of the cylindrical Riemannian metric on the 3- and 5- dimensional punctured spaces. Their…

The scale function holds significant importance within the fluctuation theory of Levy processes, particularly in addressing exit problems. However, its definition is established through the Laplace transform, thereby lacking explicit…

Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of L_{p} spaces of functions whose regularity is defined by a Levy measure with O-regulary varying radial profile. Existence and uniqueness of a solution…

For a spectrally negative L\'evy process, scale functions appear in the solution of two-sided exit problems, and in particular in relation with the Laplace transform of the first time it exits a closed interval. In this paper, we consider…

In this short note we review the interpretation of the spectral action for the Yang-Mills system in noncommutative geometry as a higher-derivative gauge theory, adopting an asymptotic expansion in a cutoff parameter. We recall our previous…

Motivated by extending the functional stochastic calculus, to important functionals to which it does not apply, a notion of functional derivative along a curve is introduced. This new setting is developed by incorporating path-dependent…

The hierarchies of both Lovelock gravity and power-Yang-Mills field are combined through gravity in a single theory. In static, spherically symmetric ansatz exact particular integrals are obtained in all higher dimensions. The advantage of…

We introduce and analyze multilevel Monte Carlo algorithms for the computation of $\mathbb {E}f(Y)$, where $Y=(Y_t)_{t\in[0,1]}$ is the solution of a multidimensional L\'{e}vy-driven stochastic differential equation and $f$ is a real-valued…

In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…

In this paper, we deal with a class of reflected backward stochastic differential equations associated to the subdifferential operator of a lower semi-continuous convex function driven by Teugels martingales associated with L\'{e}vy…

In this paper we determine solutions for the L\'evy-Leblond operator or a parabolic Dirac operator in terms of hypergeometric functions and spherical harmonics. We subsequently generalise our approach to a wider class of Dirac operators…

The comparison principle and the existence of the solution of the integro-differential equation with L{\'e}vy operators, in the framework of the viscosity solution, are shown in this paper. For the one dimensional case, a detailed estimate…

We employed the method of virial expansion in order to compute the retarded density correlation function (generalized diffusion propagator) in the critical random matrix ensemble in the limit of strong multifractality. We found that the…