Related papers: A note on symmetries of diffusions within a martin…
A complete recipe of measure-preserving diffusions in Euclidean space was recently derived unifying several MCMC algorithms into a single framework. In this paper, we develop a geometric theory that improves and generalises this…
For covering spaces and properly discontinuous actions with compatible diffusion processes, we discuss Lyons-Sullivan discretizations of the processes and the associated function theory.
In this thesis, we study the one parameter point transformations which leave invariant the differential equations. In particular we study the Lie and the Noether point symmetries of second order differential equations. We establish a new…
This paper presents a semi-discrete alternative to the theory of neurogeometry of vision, due to Citti, Petitot and Sarti. We propose a new ingredient, namely working on the group of translations and discrete rotations $SE(2,N)$. The…
The Liouville equation is well known to be linearizable by a point transformation. It has an infinite dimensional Lie point symmetry algebra isomorphic to a direct sum of two Virasoro algebras. We show that it is not possible to discretize…
We propose new concentration inequalities for self-normalized martingales. The main idea is to introduce a suitable weighted sum of the predictable quadratic variation and the total quadratic variation of the martingale. It offers much more…
We present here the explicit parametric solutions of second order differential equations invariant under time translation and rescaling and third order differential equations invariant under time translation and the two homogeneity…
We consider the classical Holling-Tanner model extended on 1D space by introducing the diffusion term. Making a reasonable simplification, the diffusive Holling-Tanner system is studied by means of symmetry based methods. Lie and…
A problem of scattering by a Dirichlet right angle on a discrete square lattice is studied. The waves are governed by a discrete Helmholtz equation. The solution is looked for in the form of the Sommerfeld integral. The Sommerfeld…
In this note, we discuss the uniform ergodicity of a diffusion process given by an It\^o stochastic differential equation. We present an integral condition in terms of the drift and diffusion coefficients that ensures the uniform ergodicity…
We consider the identification problem of a noncausal Ito process from its stochastic Fourier coefficients with respect to the complete system of trigonometric functions. Here, a noncausal Ito process is the extension of Ito process whose…
Suppose X is a multivariate diffusion process that is observed discretely in time. At each observation time, a transformation of the state of the process is observed with noise. The smoothing problem consists of recovering the path of the…
We study the symmetry reduction of nonlinear partial differential equations which are used for describing diffusion processes in nonhomogeneous medium. We find ansatzes reducing partial differential equations to systems of ordinary…
There is a need in general relativity for a consistent and useful mathematical theory defining the multiplication of tensor distributions in a geometric (diffeomorphism invariant) way. Significant progress has been made through the concept…
For the system of second order quasilinear parabolic equations the problem of reducing them to the equations of diffusion type is considered. In non-degenerate case an effective algorithm for solving this problem is suggested.
We develop a new approach to prove multiplier theorems in various geometric settings. The main idea is to use martingale transforms and a Gundy-Varopoulos representation for multipliers defined via a suitable extension procedure. Along the…
The time-fractional convection-diffusion equation is performed by Lie symmetry analysis method which involves the Riemann-Liouville time-fractional derivative of the order $\alpha\in(0,2)$. In eight cases, the symmetries are obtained and…
Integrability conditions for Lie systems are related to reduction or transformation processes. We here analyse a geometric method to construct integrability conditions for Riccati equations following these approaches. This approach provides…
Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…
Let $X$ be a point process and let $\mathbb{X}$ denote the filtration generated by $X$. In this paper we study martingale representation theorems in the filtration $\mathbb{G}$ obtained as an initial and progressive enlargement of the…