Related papers: A note on stochastic integrals as $L^2$-curves
Motivated by extending the functional stochastic calculus, to important functionals to which it does not apply, a notion of functional derivative along a curve is introduced. This new setting is developed by incorporating path-dependent…
Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…
We consider the It\^o SDE with partially Sobolev coefficients. Under some suitable conditions, we show the existence, uniqueness and stability of generalized stochastic flows associated to such an equation. As an application, we prove the…
We study Steinberg algebras constructed from ample Hausdorff groupoids over commutative integral domains with identity. We reconstruct (graded) groupoids from (graded) Steinberg algebras and use this to characterise when there is a…
In this paper, we study rough path properties of stochastic integrals of It\^{o}'s type and Stratonovich's type with respect to $G$-Brownian motion. The roughness of $G$-Brownian Motion is estimated and then the pathwise Norris lemma in…
Line integration of generalized functions is studied. Second order partial differential equations with piecewise continuous and generalized variable coefficients over Cayley-Dickson algebras are investigated. Formulas for integrations of…
In this article the authors present stochastic first integrals (SFI), the generalized It\^o-Wentzell formula and its application for obtaining the equations for SFI, for kernel functions for integral invariants and the Kolmogorov equations,…
The relation between integrable systems and algebraic geometry is known since the XIXth century. The modern approach is to represent an integrable system as a Lax equation with spectral parameter. In this approach, the integrals of the…
Motivated by recent results in graph C*-algebras concerning an equivariant pushout structure of the Vaksman-Soibelman quantum odd spheres, we introduce a class of graphs called trimmable. Then we show that the Leavitt path algebra of a…
For stochastic systems driven by continuous semimartingales an explicit formula for the logarithm of the Ito flow map is given. A similar formula is also obtained for solutions of linear matrix-valued SDEs driven by arbitrary…
Following the ideas of F. Russo and P. Vallois we use the notion of forward integral to introduce a new stochastic integral respect to the cylindrical Winer process. This integral is an extension of the classical integral. As an…
We present a new version of the stochastic sewing lemma, capable of handling multiple discontinuous control functions. This is then used to develop a theory of rough stochastic analysis in a c\`adl\`ag setting. In particular, we define…
We study a pathwise integral with respect to paths of finite quadratic variation, defined as the limit of non-anticipative Riemann sums for gradient-type integrands. We show that the integral satisfies a pathwise isometry property,…
The logarithmic connections studied in the paper are direct images of regular connections on line bundles over genus-2 double covers of the elliptic curve. We give an explicit parametrization of all such connections, determine their…
The paper studies stochastic integration with respect to Gaussian processes and fields. It is more convenient to work with a field than a process: by definition, a field is a collection of stochastic integrals for a class of deterministic…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We consider critical curves -- conformally invariant curves that appear at critical points of two-dimensional statistical mechanical systems. We show how to describe these curves in terms of the Coulomb gas formalism of conformal field…
Numerical methods for stochastic differential equations with non-globally Lipschitz coefficients are currently studied intensively. This article gives an overview of our work for the case that the drift coefficient is potentially…
We develop a stochastic integration theory for predictable integrands with respect to a L\'evy basis. Our approach is based on decoupling inequalities for tangent sequences and reduces the construction of the stochastic integral essentially…