Related papers: On local time at time varying curve
A generalized It${\hat {\rm o}}$ formula for time dependent functions of two-dimensional continuous semi-martingales is proved. The formula uses the local time of each coordinate process of the semi-martingale, left space and time first…
Examples are given of the creation of closed timelike curves by choices of coordinate identifications. Following G\"odel's prescription, it is seen that flat spacetime can produce closed timelike curves with structure similar to that of…
We develop a general theory for the existence, uniqueness, and higher regularity of solutions to wave-type equations on Lorentzian manifolds with timelike curves of cone-type singularities. These singularities may be of geometric type (cone…
In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibiting rapid changes and others in which changes are slow. If…
We study local variations of causal curves in a space-time with respect to b-length (or generalised affine parameter length). In a convex normal neighbourhood, causal curves of maximal metric length are geodesics. Using variational…
Extending recent work of others, we provide effective bounds on the family of all elliptic curves and one-parameter families of elliptic curves modulo p (for p prime tending to infinity) obeying the Sato-Tate Law. We present two methods of…
The subject of fractional calculus has witnessed rapid development over past few decades. In particular the area of fractional differential equations has received considerable attention. Several theoretical results have been obtained and…
We consider a general class of $N\times N$ random matrices whose entries $h_{ij}$ are independent up to a symmetry constraint, but not necessarily identically distributed. Our main result is a local semicircle law which improves previous…
Temporal graphs are graphs where the presence or properties of their vertices and edges change over time. When time is discrete, a temporal graph can be defined as a sequence of static graphs over a discrete time span, called lifetime, or…
For Young systems, i.e. for hyperbolic systems without/with singularities satisfying Lai-Sang Young's axioms (which imply exponential decay of correlation and the CLT) a local CLT is proven. In fact, a unified version of the local CLT is…
In this article, we consider derivatives of local time for a $(2,d)$-Gaussian field \[ Z=\big\{ Z(t,s)= X^{H_1}_t -\widetilde{X}^{H_2}_s, s,t \ge 0\big\}, \] where $X^{H_1}$ and $\widetilde{X}^{H_2}$ are two independent processes from a…
Rough volatility models have recently been empirically shown to provide a good fit to historical volatility time series and implied volatility smiles of SPX options. They are continuous-time stochastic volatility models, whose volatility…
Let $(\Omega, \A, \mu)$ be a Lebesgue space and $T$ an ergodic measure preserving automorphism on $\Omega$ with positive entropy. We show that there is a bounded and strictly stationary martingale difference sequence defined on $\Omega$…
We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these conditions are sharp for L\'{e}vy processes. The proof uses a…
We consider the class $C(T)$ of continuous real-valued functions on the circle. For certain classes of functions naturally characterised by the rapidity of decrease of Fourier coefficients we investigate whether it is possible to bring…
We consider the concept of a local set of inference rules. A local rule set can be automatically transformed into a rule set for which bottom-up evaluation terminates in polynomial time. The local-rule-set transformation gives…
In this note we connect the notion of solutions of a martingale problem to the notion of a strongly continuous and locally equi-continuous semigroup on the space of bounded continuous functions equipped with the strict topology. This…
A canonical formalism of the rank-three tensor model with the notion of local time is proposed. The consistency of the local time evolution is guaranteed by imposing that local Hamiltonians and the so(N) kinematical symmetry of the tensor…
We show the existence of a local stable manifold for a bidirectional discrete-time nondiffeomorphic nonlinear Hamiltonian dynamics. This is the case where zero is a closed loop eigenvalue and therefore the Hamiltonian matrix is not…
The family of symmetric powers of an $L$-function associated with an elliptic curve with complex multiplication has received much attention from algebraic, automorphic and p-adic points of view. Here we examine one explicit such family from…