Related papers: A note on stochastic integrals as $L^2$-curves
We present a multiparameter generalization of the St\"ackel transform (the latter is also known as the coupling-constant metamorphosis) and show that under certain conditions this generalized St\"ackel transform preserves the Liouville…
The aim of these notes is to present an accessible overview of some topics in classical algebraic geometry which have applications to aspects of discrete integrable systems. Precisely, we focus on surface theory on the algebraic geometry…
Elliptic curves play a natural and important role in elliptic cohomology. In earlier work with I. Kriz, thes elliptic curves were interpreted physically in two ways: as corresponding to the intersection of M2 and M5 in the context of (the…
Generalised Ito formulae are proved for time dependent functions of continuous real valued semi-martingales. The conditions involve left space and time first derivatives, with the left space derivative required to have locally bounded…
Stochastic integrals are defined with respect to a collection $P = (P_i; \, i \in I)$ of continuous semimartingales, imposing no assumptions on the index set $I$ and the subspace of $\mathbb{R}^I$ where $P$ takes values. The integrals are…
We derive a generalised It\=o formula for stochastic processes which are constructed by a convolution of a deterministic kernel with a centred L\'evy process. This formula has a unifying character in the sense that it contains the classical…
We consider a class of functions for which the multiple Stratonovich stochastic integral or equivalent iterated Stratonovich stochastic integral with square integrable weights is defined by the orthogonal expansion. The equality of the…
We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…
In this paper, we generalize Ahlfors' lemma on logarithmic derivative to holomorphic tangent curves of directed projective manifolds intersecting closed subschemes. As a consequence, we obtain Algebro-Geometric Ahlfors' Lemma on Logarithmic…
In this paper we study the path-regularity and martingale properties of the set-valued stochastic integrals defined in our previous work Ararat et al. (2023). Such integrals have some fundamental differences from the well-known…
A previously introduced scheme for describing integrable deformations of of algebraic curves is completed. Lenard relations are used to characterize and classify these deformations in terms of hydrodynamic type systems. A general solution…
Rough path analysis can be developed using the concept of controlled paths, and with respect to a topology in which L\'evy's area plays a role. For vectors of irregular paths we investigate the relationship between the property of being…
The aim of this paper is to obtain convergence in mean in the uniform topology of piecewise linear approximations of Stochastic Differential Equations (SDEs) with $C^1$ drift and $C^2$ diffusion coefficients with uniformly bounded…
We classify 'primitive normal compactifications' of C^2 (i.e. normal analytic surfaces containing C^2 for which the curve at infinity is irreducible), compute the moduli space of these surfaces and their groups of auomorphisms. In…
An overview of some recent results on the geometry of partial differential equations in application to integrable systems is given. Lagrangian and Hamiltonian formalism both in the free case (on the space of infinite jets) and with…
Langevin equation with a multiplicative stochastic force is considered. That force is uncorrelated, it has the L\'evy distribution and the power-law intensity. The Fokker-Planck equations, which correspond both to the It\^o and Stratonovich…
This paper aims to demonstrate the applicability of the L_2-integral transform to Partial Differential Equations (PDEs). Of special interest is section (6), which contains an application of the L_2-transform to a PDE of exponential squared…
We construct isotrivial and non-isotrivial elliptic curves over $\mathbb{F}_q(t)$ with an arbitrarily large set of separable integral points. As an application of this construction, we prove that there are isotrivial log-general type…
Using the theory of stochastic integration developed recently by the authors, in this paper we prove an It\^{o} formula for Hilbert space-valued It\^{o} processes defined with respect to a cylindrical-martingale valued measure. As part of…
These notes contain a survey of some aspects of the theory of graded differential algebras and of noncommutative differential calculi as well as of some applications connected with physics. They also give a description of several new…