Related papers: On pathwise quadratic variation for cadlag functio…
We propose a new weak convergence theorem for martingales, under gentler conditions than the usual convergence in probability of the sequence of associated quadratic variations. Its proof requires the combined use of Skorohod's…
We construct rich vector spaces of continuous functions with prescribed curved or linear pathwise quadratic variations. We also construct a class of functions whose quadratic variation may depend in a local and nonlinear way on the function…
Some intrinsic tools from the formal theory of variational equations are being demonstrated at work in application to one concrete example of the third-order evolution equation of free relativistic top in three-dimensional space-time. The…
We give a classification of quadratic harmonic morphisms between Euclidean spaces (Theorem 2.4) after proving a Rank Lemma. We also find a correspondence between umbilical (Definition 2.7) quadratic harmonic morphisms and Clifford systems.…
We investigate modifications of the discrete-time lattice action, for a quantum mechanical particle in one spatial dimension, that vanish in the na\"ive continuum limit but which, nevertheless, induce non-trivial effects due to quantum…
We consider a linear stochastic differential equation with stochastic drift and multiplicative noise. We study the problem of approximating its solution with the process that solves the equation where the possibly stochastic drift is…
This paper studies the behaviour of quadratic variations of a stochastic wave equation driven by a noise that is white in space and fractional in time. Complementing the analysis of quadratic variations in the space component carried out by…
We study the process of compactification as a topology change. It is shown how the mediating spacetime topology, or cobordism, may be simplified through surgery. Within the causal Lorentzian approach to quantum gravity, it is shown that any…
The notion of periodic two-scale convergence and the method of periodic unfolding are prominent and useful tools in multiscale modeling and analysis of PDEs with rapidly oscillating periodic coefficients. In this paper we are interested in…
In this paper higher order mimetic discretizations are introduced which are firmly rooted in the geometry in which the variables are defined. The paper shows how basic constructs in differential geometry have a discrete counterpart in…
Path integrals are a ubiquitous tool in theoretical physics. However, their use is sometimes hindered by the lack of control on various manipulations -- such as performing a change of the integration path -- one would like to carry out in…
Skorokhod's M1 topology is defined for c\`adl\`ag paths taking values in the space of tempered distributions (more generally, in the dual of a countably Hilbertian nuclear space). Compactness and tightness characterisations are derived…
We investigate vortex partition functions defined from integrals over the handsaw quiver varieties of type $A_{1}$ via wall-crossing phenomena. We consider vortex partition functions defined by two types of cohomology classes, and get…
Ambiguities arising in different approaches (canonical, quasiclassical, path integration) to quantization are discussed by an example of the mechanics of a point-like particle in the Riemannian space (the geodesic dynamics). A way to select…
We present a stochastic and variational aspect of the Lax-Friedrichs scheme applied to hyperbolic scalar conservation laws. This is a finite difference version of Fleming's results ('69) that the vanishing viscosity method is characterized…
We develop a theory of Hilbert-space valued stochastic integration with respect to cylindrical martingale-valued measures. As part of our construction, we expand the concept of quadratic variation, introduced by Veraar and Yaroslavtsev…
A randomised trapezoidal quadrature rule is proposed for continuous functions which enjoys less regularity than commonly required. Indeed, we consider functions in some fractional Sobolev space. Various error bounds for this randomised rule…
A novel high-order numerical scheme is proposed to compute the covariant derivative, particularly for divergence and curl, on any curved surface. The proposed scheme does not require the construction of a curved axis or metric tensor, which…
We develop in this paper a new framework for discrete calculus of variations when the actions have densities involving an arbitrary discretization operator. We deduce the discrete Euler-Lagrange equations for piecewise continuous critical…
Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Holder continuous and allowed to grow linearly in the spatial variable…