Related papers: On pathwise quadratic variation for cadlag functio…
The concept of $t$-difference operator for functions of partitions is introduced to prove a generalization of Stanley's theorem on polynomiality of Plancherel averages of symmetric functions related to contents and hook lengths. Our…
A geometrization of a Kronecker $h$-regular multi-time Lagrangian function with partial derivatives of order one is described, in the sense of d-connections, d-torsions and d-curvatures.
In this paper we explain how the notion of ''weak Dirichlet process'' is the suitable generalization of the one of semimartingale with jumps. For such a process we provide a unique decomposition which is new also for semimartingales: in…
We consider the solution $u(x,t)$ to a stochastic heat equation. For fixed $x$, the process $F(t)=u(x,t)$ has a nontrivial quartic variation. It follows that $F$ is not a semimartingale, so a stochastic integral with respect to $F$ cannot…
Recently, a class of stochastic processes known as piecewise deterministic Markov processes has been used to define continuous-time Markov chain Monte Carlo algorithms with a number of attractive properties, including compatibility with…
Compatible discretizations, such as finite element exterior calculus, provide a discretization framework that respect the cohomological structure of the de Rham complex, which can be used to systematically construct stable mixed finite…
In this paper we introduce flat grafting as a deformation of quadratic differentials on a surface of finite type that is analogous to the grafting map on hyperbolic surfaces. Flat grafting maps are generic in the strata structure and…
We develop the foundations of Algebraic Stochastic Calculus, with an aim to replacing what is typically referred to as Stochastic Calculus by a purely categorical version thereof. We first give a sheaf theoretic reinterpretation of…
The Bou\'e-Dupuis variational formula gives a representation for log Laplace transforms of bounded measurable functions of a finite dimensional Brownian motion on a compact time interval as an infimum of a suitable cost over a collection of…
We derive It\^o-type change of variable formulas for smooth functionals of irregular paths with non-zero $p-$th variation along a sequence of partitions where $p \geq 1$ is arbitrary, in terms of fractional derivative operators, extending…
It turns out that complex geodesics in Teichm\"uller spaces with respect to their invariant metrics are intrinsically connected with variational calculus for univalent functions. We describe this connection and show how geometric features…
Finite difference schemes in the spatial variable for degenerate stochastic parabolic PDEs are investigated. Sharp results on the rate of $L_p$ and almost sure convergence of the finite difference approximations are presented and results on…
The L-fractional derivative is defined as a certain normalization of the well-known Caputo derivative, so alternative properties hold: smoothness and finite slope at the origin for the solution, velocity units for the vector field, and a…
The bounded variation seminorm and the Sobolev seminorm on compact manifolds are represented as a limit of fractional Sobolev seminorms. This establishes a characterization of functions of bounded variation and of Sobolev functions on…
The Skorokhod reflection of a continuous semimartingale is unfolded, in a possibly skewed manner, into another continuous semimartingale on an enlarged probability space according to the excursion-theoretic methodology of Prokaj (2009).…
In this paper, we give one possible definition for functions of several variables applied to endomorphisms of finite dimensional C-vector spaces. This definition is consistent with the usual notion of a function of a square matrix. Some…
Among various approaches in proving gauge independence, models containing an explicit gauge dependence are convenient. The well-known example is the gauge parameter in the covariant gauge fixing which is of course most suitable for the…
We consider the solution to a stochastic heat equation. This solution is a random function of time and space. For a fixed point in space, the resulting random function of time, $F(t)$, has a nontrivial quartic variation. This process,…
We prove some positivity results on the coefficients in the complexified Hilbert polynomial of a semi-stable object. After applying these results on the classical slope stability conditions, we get sequences of quadratic inequalities for…
Axiomatizing covarieties of coalgebras for an endofunctor is less intuitive than axiomatizing varieties of algebras via equations (Dahlqvist and Schmid, 2022). Existing techniques come from coalgebraic modal logic, pattern avoidance…