Related papers: A note on stochastic integrals as $L^2$-curves
A conjectural relationship between the GUE partition function with even couplings and certain special cubic Hodge integrals over the moduli spaces of stable algebraic curves is under consideration.
We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…
Let n_\delta be the number of \delta-nodal curves lying in a suitably ample complete linear system |L| and passing through appropriately many points on a smooth projective complex algebraic surface. A major open problem is to understand the…
A stochastic calculus is given for processes described by stochastic integrals with respect to fractional Brownian motions and Rosenblatt processes somewhat analogous to the stochastic calculus for It\^{o} processes. These processes for…
The main purpose of this note is to pose a couple of problems which are easily formulated thought some seem to be not yet solved. These problems are of general interest for discrete mathematics including a new twig of a bough of theory of…
We consider multiple stochastic integrals with respect to c\`adl\`ag martingales, which approximate a cylindrical Wiener process. We define a chaos expansion, analogous to the case of multiple Wiener stochastic integrals, for these…
This paper presents the first purely numerical (i.e., non-algebraic) subdivision algorithm for the isotopic approximation of a simple arrangement of curves. The arrangement is "simple" in the sense that any three curves have no common…
In this article we present the 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,…
We present a novel backward It{\^o}-Ventzell formula and an extension of the Aleeksev-Gr\"obner interpolating formula to stochastic flows. We also present some natural spectral conditions that yield direct and simple proofs of time uniform…
A covariant nature of the Langevin equation in Ito calculus is clarified in applying stochastic quantization method to U(N) and SU(N) lattice gauge theories. The stochastic process is expressed in a manifestly general coordinate covariant…
An integration by parts formula is the foundation for stochastic analysis on path spaces over a (finite dimensional) Riemannian manifold or over $R^n$, from which we may deduce the operator $d$ is closable and define the Laplacian operator…
We treat a stochastic integration theory for a class of Hilbert-valued, volatility-modulated, conditionally Gaussian Volterra processes. We apply techniques from Malliavin calculus to define this stochastic integration as a sum of a…
We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…
We introduce a Skorokhod type integral and prove an Ito formula for a wide class of Gaussian processes which may exhibit stochastic discontinuities. Our Ito formula unifies and extends the classical one for general (i.e., possibly…
Based on a dyadic approximation of It\^o integrals, we show the existence of It\^o c\`adl\`ag rough paths above general semimartingales, suitable Gaussian processes and non-negative typical price paths. Furthermore, Lyons-Victoir extension…
The aim of these notes is to provide a reasonably short and "hands-on" introduction to the differential calculus on associative algebras over a field of characteristic zero. Following a suggestion of Ginzburg's we call the resulting theory…
This note gives explicit equations for the elliptic curves (in characteristic not 2 or 3) with mod 2 representation isomorphic to that of a given one.
A set of exact integrals of motion is found for systems driven by homogenous isotropic stochastic flow. The integrals of motion describe the evolution of (hyper-)surfaces of different dimensions transported by the flow, and can be expressed…
Stochastic differential equations (SDE) are widely used in modeling stochastic dynamics in literature. However, SDE alone is not enough to determine a unique process. A specified interpretation for stochastic integration is needed.…
We introduce a new notion of generalized log twisted curves, which are marked nodal curves with additional data at the marked points. In the case when the markings are distinct this notion agrees with the notion of twisted curve introduced…