Related papers: Affine processes with compact state space
We identify all smooth manifolds of curves for Heath-Jarrow-Morton models that are consistent with any tangential diffusion coefficient. In fact, we show that these manifolds cannot be affine but must be of linear-rational type.
An affine model of computation is defined as a subset of iterated immediate-snapshot runs, capturing a wide variety of shared-memory systems, such as wait-freedom, t-resilience, k-concurrency, and fair shared-memory adversaries. The…
We present a probabilistic construction of $\mathbb{R}^d$-valued non-linear affine processes with jumps. Given a set $\Theta$ of affine parameters, we define a family of sublinear expectations on the Skorokhod space under which the…
We have previously demonstrated that a switched affine system is stabilisable independently of the initial condition, i.e. there exists an asymptotically stabilising switching function which is the same for all initial conditions, if and…
Let F = F_p for any fixed prime p >= 2. An affine-invariant property is a property of functions on F^n that is closed under taking affine transformations of the domain. We prove that all affine-invariant property having local…
We develop foundational aspects of stability theory in affine logic. On the one hand, we prove appropriate affine versions of many classical results, including definability of types, existence of non-forking extensions, and other…
In a rather general setting of It\^o-L\'evy processes we study a class of transforms (Fourier for example) of the state variable of a process which are holomorphic in some disc around time zero in the complex plane. We show that such…
Understanding the way disordered particle packings transition between jammed (rigid) and unjammed (fluid) states is of both great practical importance and strong fundamental interest. The values of critical packing fraction (and other state…
We characterize inclusions of compact noncommutative convex sets with the property that every continuous affine function on the smaller set can be extended to a continuous affine function on the larger set with a uniform bound. As an…
The dynamics of a coupled two-component nonequilibrium system is examined by means of continuum field theory representing the corresponding master equation. Particles of species A may perform hopping processes only when particles of…
We discuss recent work on the static and dynamical properties of the asymmetric exclusion process, generalized to include the effect of disorder. We study in turn: random disorder in the properties of particles; disorder in the spatial…
Affine variables, which have the virtue of preserving the positive-definite character of matrix-like objects, have been suggested as replacements for the canonical variables of standard quantization schemes, especially in the context of…
Hyperuniform states are an efficient way to fill up space for disordered systems. In these states the particle distribution is disordered at the short scale but becomes increasingly uniform when looked at large scales. Hyperuniformity…
It is known that, in general, an affine or Gabor AP-frame is an $L^2(\mathbb{R})$-frame and conversely. In part as a consequence of the Ergodic Theorem, we prove a necessary and sufficient condition for an affine (wavelet) system…
We investigate the existence and uniqueness of strong solutions up to an explosion time for regime-switching diffusion processes in an infinite state space. Instead of concrete conditions on coefficients, our existence and uniqueness result…
This paper provides necessary and sufficient conditions for exponential stabilization of distributed systems affine in control, evolving in a Banach state space, by means of constant controls. An explicit estimate of the convergence speed…
A closed affine manifold is a closed manifold with coordinate patches into affine space whose transition maps are restrictions of affine automorphisms. Such a structure gives rise to a local diffeomorphism from the universal cover of the…
Consider on a manifold the solution $X$ of a stochastic differential equation driven by a L\'evy process without Brownian part. Sufficient conditions for the smoothness of the law of $X_t$ are given, with particular emphasis on noncompact…
Many transport processes in nature exhibit anomalous diffusive properties with non-trivial scaling of the mean square displacement, e.g., diffusion of cells or of biomolecules inside the cell nucleus, where typically a crossover between…
The asymptotic behavior for fully coupled multiscale stochastic systems becomes much complicated when the fast processes do not locate in a compact space. An example is constructed to show that the averaged coefficients may become…