Related papers: On pathwise quadratic variation for cadlag functio…
This article characterizes topological duals of spaces of cadlag processes. We obtain extensions of functional analytic results of Dellacherie and Meyer that underlie many fundamental results in stochastic analysis. In particular, we obtain…
We consider a class of parabolic stochastic PDEs on bounded domains $D\subseteq\mathbb{R}^d$ that includes the stochastic heat equation, but with a fractional power $\gamma$ of the Laplacian. Viewing the solution as a process with values in…
Motion polynomials are a specific type of polynomial over a Clifford algebra that can conveniently describe rational motions. There exists an algorithm for the factorization of motion polynomials that works in generic cases. It hinges on…
Fractional variation is defined as the limit of the difference quotient of the increments of a function and its argument raised to a fractional power. Fractional velocity can be suitable for characterizing singular behavior of derivatives…
A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…
In this paper, we present an overview of the recent developments of functional quantization of stochastic processes, with an emphasis on the quadratic case. Functional quantization is a way to approximate a process, viewed as a…
In this work, we define the notions of Wronskian and simplified Wronskian for Stieltjes derivatives and study some of their properties in a similar manner to the context of time scales or the usual derivative. Later, we use these tools to…
We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found…
We define Bregman variation of semimartingales. We give its pathwise representation, It\^o-type isometry for martingales, and applications to harmonic analysis.
This work contains an exposition of foundations of the variational calculus in fibered manifolds. The emphasis is laid on the geometric aspects of the theory. Especially functionals defined by real functions (Lagrange functions) or…
In this paper we introduce some {\it variation functions} associated to the rank of the Infinitesimal Variations of Hodge Structure for a family of smooth projective complex curves. We give some bounds and inequalities and, in particular,…
We discuss the notion of basic cohomology for Dirac structures and, more generally, Lie algebroids. We then use this notion to characterize the obstruction to a variational formulation of Dirac dynamics.
We analyse an iterative algorithm to minimize quadratic functions whose Hessian matrix $H$ is the expectation of a random symmetric $d\times d$ matrix. The algorithm is a variant of the stochastic variance reduced gradient (SVRG). In…
We consider linear and quadratic integrals of motion for general variable quadratic Hamiltonians. Fundamental relations between the eigenvalue problem for linear dynamical invariants and solutions of the corresponding Cauchy initial value…
We introduce O-systems (Definition \ref{DO}) of orthogonal transformations of ${\Bbb R}^{m}$, and establish $1-1$ correspondences both between equivalence classes of Clifford systems and that of O-systems, and between O-systems and…
In this short note we consider RBSDE with Lipschitz drivers and barrier processes that are optional and right upper semicontinuous. We treat the case when the barrier can be represented as a decreasing limit of cadlag barriers. We combine…
In this paper, we study properties of quadratic variations of c\`{a}dl\`{a}g paths within the framework of the It\^{o}--F\"{o}llmer calculus in Banach spaces. We prove a $C^1$-type transformation formula for quadratic variations. We also…
The Topological Hypothesis states that phase transitions should be related to changes in the topology of configuration space. The necessity of such changes has already been demonstrated. We characterize exactly the topology of the…
An analogue of the Fourier transform will be introduced for all square integrable continuous martingale processes whose quadratic variation is deterministic. Using this transform we will formulate and prove a stochastic Heisenberg…
We establish a universal approximation theorem for signatures of rough paths that are not necessarily weakly geometric. By extending the path with time and its rough path bracket terms, we prove that linear functionals of the signature of…