Related papers: A note on stochastic integrals as $L^2$-curves

We present a new approach to noncommutative stochastic calculus that is, like the classical theory, based primarily on the martingale property. Using this approach, we introduce a general theory of stochastic integration and quadratic…

The pathway model for the real scalar variable case is re-explored and its connections to fractional integrals, solutions of fractional differential equations, Tsallis statistics and superstatistics in statistical mechanics, reaction-rate…

We describe stochastic calculus in the context of processes that are driven by an adapted point process of locally finite intensity and are differentiable between jumps. This includes Markov chains as well as non-Markov processes. By…

We construct the basis of a stochastic calculus for so-called Volterra processes, i.e., processes which are defined as the stochastic integral of a time-dependent kernel with respect to a standard Brownian motion. For these processes which…

For It\^o stochastic equations in $\mathbb{R}^{d}$ with drift in $L_{d}$ several results are discussed such as the existence of weak solutions, the existence of the corresponding Markov process, Aleksandrov type estimates of their Green's…

We derive residue formulas for the regularized integrals (introduced by Li-Zhou) on configuration spaces of elliptic curves. Based on these formulas, we prove that the regularized integrals satisfy holomorphic anomaly equations, providing a…

We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of $L^p$-solutions or…

We construct a semi-stable formal model of a wide open rigid curve with a semi-stable covering, and study the l-adic cohomology of the rigid curve. We describe the l-adic cohomology of the rigid curve using the l-adic cohomology of the…

In a separable Hilbert space, we study supercontractivity and ultracontractivity properties for a transition semigroups associated with a stochastic partial differential equations. This is done in terms of exponential integrability of…

We discuss stochastic derivations, stochastic Hamiltonians and the flows that they generate, algebraic fluctuaion-dissipation theorems, etc., in a language common to both classical and quantum algebras. It is convenient to define distinct…

Some problems in the theory and applications of stochastic processes can be reduced to solving integral equations. While explicit solutions for these equations are often elusive, valuable insights can be gained through their asymptotic…

We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating…

In this article, we functorially associate definable sets to $k$-analytic curves, and definable maps to analytic morphisms between them, for a large class of $k$-analytic curves. Given a $k$-analytic curve $X$, our association allows us to…

The splitting number of a plane irreducible curve for a Galois cover is effective to distinguish the embedded topologies of plane curves. In this paper, we define a connected number of any plane curve for a Galois cover whose branch divisor…

Computing the topology of an algebraic plane curve $\mathcal{C}$ means to compute a combinatorial graph that is isotopic to $\mathcal{C}$ and thus represents its topology in $\mathbb{R}^2$. We prove that, for a polynomial of degree $n$ with…

A practical and new Runge--Kutta numerical scheme for stochastic differential equations is explored. Numerical examples demonstrate the strong convergence of the method. The first order strong convergence is then proved using Ito integrals…

We study the invariance of stochastic differential equations under random diffeomorphisms, and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich form.…

When the theory of Leavitt path algebras was already quite advanced, it was discovered that some of the more difficult questions were susceptible to a new approach using topological groupoids. The main result that makes this possible is…

In this article we establish a new formula for the difference of a test function of the solution of a stochastic differential equation and of the test function of an It\^o process. The introduced formula essentially generalizes both the…

We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…