Related papers: On local time at time varying curve
Time-local master equations are more generally applicable than is often recognised, but at first sight it would seem that they can only safely be used in time intervals where the time evolution is invertible. Using the Jaynes-Cummings…
We show that the horizontal component of the Peano curve has quadratic variation equal the limit of quadratic variations along the Lebesgue partitions for grids of the form $3^{-n}p\mathbb{Z}+3^{-n}r$, $n=1,2,\ldots$, where $p$ is a…
In a fully general setting, we study the relation between martingale spaces under two locally absolutely continuous probabilities and prove that the martingale representation property (MRP) is always stable under locally absolutely…
The problem of finding a necessary and sufficient condition for the continuity of the local times for a general Markov process is still open. Barlow and Hawkes have completely treated the case of the L\'{e}vy processes, and Marcus and Rosen…
Preserving the topology during a digitization process is a requirement of first importance. To this end, it is classical in Digital Geometry to assume the shape borders to be par-regular. Par-regularity was proved to be equivalent to having…
Rizzo showed that the family of elliptic curves $\mathcal{W}(t) :y^2=x^3+tx^2-(t+3)x+1$, a well-known example of Washington, has root number $W(\mathcal{W}(t))=-1$ for all $t\in\mathbb{Z}$. In this paper we generalize this example and…
The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar…
The main result of the article reads: the distribution of a continuous starting from zero local martingale whose quadratic characteristic is almost surely absolutely continuous with respect to some non-random increasing continuous function…
We consider the Euler-Korteweg system with space periodic boundary conditions $ x \in \mathbb T^d $. We prove a local in time existence result of classical solutions for irrotational velocity fields requiring natural minimal regularity…
We study the regularity of the roots of complex monic polynomials $P(t)$ of fixed degree depending smoothly on a real parameter $t$. We prove that each continuous parameterization of the roots of a generic $C^\infty$ curve $P(t)$ (which…
We generalize theorems of Deligne-Mumford and de Jong on semi-stable modifications of families of proper curves. The main result states that after a generically \'etale alteration of the base any (not necessarily proper) family of…
The class of locally stationary processes assumes that there is a time-varying spectral representation, that is, the existence of finite second moment. We propose the $\alpha$-stable locally stationary process by modifying the innovations…
First we recall the definition of locally residual currents and their basic properties. We prove in this first section a trace theorem, that we use later. Then we define the Abel-Radon transform of a current ${\cal R}(\alpha)$, on a…
This paper revisits the classical notion of sampling in the setting of real-time temporal logics for the modeling and analysis of systems. The relationship between the satisfiability of Metric Temporal Logic (MTL) formulas over…
Starting from the potential theoretic definition of the local times of a Markov process - when these exist - we obtain a Tanaka formula for the local times of symmetric L\'{e}vy processes. The most interesting case is that of the symmetric…
We study the time regularity of local weak solutions of the heat equation in the context of local regular symmetric Dirichlet spaces. Under two basic and rather minimal assumptions, namely, the existence of certain cut-off functions and a…
We study a Volterra Gaussian process of the form $X(t)=\int^t_0K(t,s)d{W(s)},$ where $W$ is a Wiener process and $K$ is a continuous kernel. In dimension one, we prove a law of the iterated logarithm, discuss the existence of local times…
We prove local in time well-posedness for a class of quasilinear Hamiltonian KdV-type equations with periodic boundary conditions, more precisely we show existence, uniqueness and continuity of the solution map. We improve the previous…
The LOCAL model is among the main models for studying locality in the framework of distributed network computing. This model is however subject to pertinent criticisms, including the facts that all nodes wake up simultaneously, perform in…
We establish a local martingale $M$ associate with $f(X,Y)$ under some restrictions on $f$, where $Y$ is a process of bounded variation (on compact intervals) and either $X$ is a jump diffusion (a special case being a L\'evy process) or $X$…