Related papers: Remarks on F\"ollmer's pathwise It\^o calculus
We study the degenerated It\^o SDE on $\mathbb R^d$ whose drift coefficient only fulfills a mixed Osgood and Sobolev regularity. Under suitable assumptions on the gradient of the diffusion coefficient and on the divergence of the drift…
We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneous progressive Markov process that has Borel measurable transition probabilities. In the case of a path-dependent diffusion process, the…
For stochastic systems driven by continuous semimartingales an explicit formula for the logarithm of the Ito flow map is given. A similar formula is also obtained for solutions of linear matrix-valued SDEs driven by arbitrary…
Strong solutions of p-dimensional stochastic differential equations that can be represented locally in explicit simulation form are considered. The following three-way equivalence is established: 1) There exists such a representation from…
We show pathwise uniqueness for a class of degenerate It\^{o}-SDE among all of its weak solutions that spend zero time at the points of degeneracy of the dispersion matrix. Consequently, by the Yamada-Watanabe Theorem and a weak existence…
The algebraic approach to quantum mechanics has been vital to the development of quantum theory since its inception, and it has evolved into a mathematically rigorous $C^\ast$-algebraic formulation of the theory's axioms. Conversely, the…
We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…
We provide a topological characterization of quivers whose path algebra satisfies a polynomial identity. This class includes the oriented cycle and acyclic quivers and, in the latter case, we describe the associated T-ideal. We introduce a…
We give an infinitesimal meaning to the symbol $dX_t$ for a continuous semimartingale $X$ at an instant in time $t$. We define a vector space structure on the space of differentials at time $t$ and deduce key properties consistent with the…
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…
We construct a covariant version of the Tolman-Oppenheimer-Volkoff equations in the case of isotropic sources. The new equations make evident the mathematical problems in the determination of interior solutions of relativistic stellar…
We study finite-dimensional integrals in a way that elucidates the mathematical meaning behind the formal manipulations of path integrals occurring in quantum field theory. This involves a proper understanding of how Wick's theorem allows…
L\'{e}vy flights can be described using a Fokker-Planck equation which involves a fractional derivative operator in the position co-ordinate. Such an operator has its natural expression in the Fourier domain. Starting with this, we show…
Generalized Feller theory provides an important analog to Feller theory beyond locally compact state spaces. This is very useful for solutions of certain stochastic partial differential equations, Markovian lifts of fractional processes, or…
We argue that there should exist a "noncommutative Fourier transform" which should identify functions of noncommutative variables (say, of matrices of indeterminate size) and ordinary functions or measures on the space of paths. Some…
Euclidean quantum measure in Regge calculus with independent area tensors is considered using example of the Regge manifold of a simple structure. We go over to integrations along certain contours in the hyperplane of complex connection…
We revisit H. Foellmer's concept of quadratic variation of a cadlag function along a sequence of time partitions and discuss its relation with the Skorokhod topology. We show that in order to obtain a robust notion of pathwise quadratic…
In this paper we show that a path-wise solution to the following integral equation $$ Y_t = \int_0^t f(Y_t) dX_t \qquad Y_0=a \in \R^d $$ exists under the assumption that X_t is a L\'evy process of finite p-variation for some $p \geq1$ and…
We make use of point transformations to introduce new canonical variables for systems defined on a finite interval and on the half-line so that new position variables should take all real values from $-\infty$ to $\infty$. The completeness…
Integrals of the Pfaffian form over the nonsingular part of a projective variety compute information closely related to the Mather-Chern class of the variety and to other invariants such as the local Euler obstruction along strata of its…