Related papers: On local time at time varying curve

Fractionally integrated time series, exhibiting long memory with slowly decaying autocorrelations, are frequently encountered in economics, finance, and related fields. Since the seminal work of Robinson (1995), a variety of semiparametric…

We show that the Yang-Mills equation in three dimensions is locally well-posed in the Temporal gauge for initial data in H^s x H^{s-1} for s > 3/4, if the norm of the initial data is sufficiently small. The main new ingredients are a…

We introduce two natural notions for the occupation measure of a function $V$ with finite variation. The first yields a signed measure, and the second a positive measure. By comparing two versions of the change-of-variables formula, we show…

Based on an extension of the martingale comparison method some comparison results for path-dependent functions of semimartingales are established. The proof makes essential use of the functional It\^o calculus. A main tool is an extension…

For a given autonomous time-dependent system that generates either a global, in time, semigroup or else only a local, in time, semigroup, a test involving a linear eigenvalue problem is given which determines which of 'global' or 'local'…

We prove the existence of strong and weak solutions to the semilinear wave equation with coefficients depending both on time and space variables, with continuous nonlinearity satisfying the sign condition. The uniqueness is proven under…

Self-normalized processes arise naturally in statistical applications. Being unit free, they are not affected by scale changes. Moreover, self-normalization often eliminates or weakens moment assumptions. In this paper we present several…

In the paper, the martingales and super-martingales relative to a convex set of equivalent measures are systematically studied. The notion of local regular super-martingale relative to a convex set of equivalent measures is introduced and…

Let $\{B(t), t \geq 0\}$ be a standard Brownian motion in $\mathbb{R}$. Let $T$ be the first return time to 0 after hitting 1, and $\{L(T,x), x \in \mathbb{R}\}$ be the local time process at time $T$ and level $x$. The distribution of…

Let $M$ be a closed and connected manifold, $H:T^*M\times \mathbb{R} / \mathbb{Z} \to \mathbb{R}$ a Tonelli $1$-periodic Hamiltonian and $\mathcal{L} \subset T^*M$ a Lagrangian submanifold Hamiltonianly isotopic to the zero section. We…

In this work we characterize the local asymptotic self-similarity of harmonizable fractional L\'evy motions in the heavy tailed case. The corresponding tangent process is shown to be the harmonizable fractional stable motion. In addition,…

In this article we study the inverse of the period map for the family $\mathcal{F}$ of complex algebraic curves of genus 6 equipped with an automorphism of order 5. This is a family with 2 parameters, and is fibred over a certain type of…

In this paper, we aim at estimating the quarticity of continuous It\^{o} semimartingales. Instead of using some classical estimators, we introduce a more intuitive one and establish a central limit theorem (CLT) for it, with a convergence…

We suggest a geometrical approach to the semi-invariants of quivers based on Luna's slice theorem and the Luna-Richardson theorem. The locally semi-simple representations are defined in this spirit but turn out to be connected with stable…

It is possible to define a continued fraction expansion of elements in a function field of a curve by expanding as a Laurent series in a local parameter. Considering the square root of a polynomial $\sqrt{D(t)}$ leads to an interesting…

Consider a class of null-recurrent randomly biased walks on a super-critical Gaton-Watson tree. We obtain the rates of convergence of the local times and the quenched local probability for the biased walk in the sub-diffusive case. These…

In this article, we are concerned with long-time behaviour of solutions to a semi-classical Schr\"odinger-type equation on the torus. We consider time scales which go to infinity when the semi-classical parameter goes to zero and we…

In this article, we consider the reconstruction of $\rho(t)$ in the (time-fractional) diffusion equation $(\partial_t^\alpha-\triangle)u(x,t)=\rho(t)g(x)$ ($0<\alpha \le 1$) by the observation at a single point $x_0$. We are mainly…

This paper offers a new approach to modeling and forecasting of nonstationary time series with applications to volatility modeling for financial data. The approach is based on the assumption of local homogeneity: for every time point, there…

We consider a diffusion $(\xi_t)_{t\ge 0}$ with some $T$-periodic time dependent input term contained in the drift: under an unknown parameter $\vth\in\Theta$, some discontinuity - an additional periodic signal - occurs at times…