Related papers: Quadratic variation along refining partitions: Con…
We study the concept of quadratic variation of a continuous path along a sequence of partitions and its dependence with respect to the choice of the partition sequence. We define the concept of quadratic roughness of a path along a…
In our previous works (2012, 2013), we provided a finite list of properties characterizing all potential types of quadratic birational transformations of a projective space into a factorial variety, whose base locus is smooth and…
We revisit H. Foellmer's concept of quadratic variation of a cadlag function along a sequence of time partitions and discuss its relation with the Skorokhod topology. We show that in order to obtain a robust notion of pathwise quadratic…
It is a well-known fact that finite rho-variation of the covariance (in 2D sense) of a general Gaussian process implies finite rho-variation of Cameron-Martin paths. In the special case of fractional Brownian motion (think: 2H=1/rho), in…
We construct rich vector spaces of continuous functions with prescribed curved or linear pathwise quadratic variations. We also construct a class of functions whose quadratic variation may depend in a local and nonlinear way on the function…
New expansionary and rotational quadratic forms are constructed for $E^n$-endomorphisms. Relations amongst the various eigenvalues, eigendirections and matrix invariants are established, including propositions on complexity and geometric…
We study a notion of local time for a continuous path, defined as a limit of suitable discrete quantities along a general sequence of partitions of the time interval. Our approach subsumes other existing definitions and agrees with the…
We consider Euclidean path integrals with higher derivative actions, including those that depend quadratically on acceleration, velocity and position. Such path integrals arise naturally in the study of stiff polymers, membranes with…
Within the context of rough path analysis via fractional calculus, we show how variability can be used to prove the existence of integrals with respect to H\"older continuous multiplicative functionals in the case of Lipschitz coefficients…
We give a proof of a result on the growth of the number of particles along chosen paths in a branching Brownian motion. The work follows the approach of classical large deviations results, in which paths in $C[0,1]$ are rescaled onto…
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,…
Dzhaparidze and Spreij [5] showed that the quadratic variation of a semimartingale can be approximated using a randomized periodogram. We show that the same approximation is valid for a special class of continuous stochastic processes. This…
We extend path analysis by giving sufficient conditions for computing the partial covariance of two random variables from their covariance. This is specifically done by correcting the covariance with the product of some partial variance…
We construct the linear and quadratic polynomial dynamical invariants for the classical and quantum time-dependent harmonic oscillator driven by a time-dependent force. To obtain them, we use exclusively the associated equations of motion…
For a set $A\subset C[0,\infty)$, we give new results on the growth of the number of particles in a dyadic branching Brownian motion whose paths fall within A. We show that it is possible to work without rescaling the paths. We give large…
For a real c\`adl\`ag path $x$ we define sequence of semi-explicit quantities, which do not depend on any partitions and such that whenever $x$ is a path of a c\`adl\`ag semimartingale then these quantities tend a.s. to the continuous part…
We study a class of complex polynomial equations on a finite graph with a view to understanding how holistic phenomena emerge from combinatorial structure. Particular solutions arise from orthogonal projections of regular polytopes,…
We investigate factorizability of a quadratic split quaternion polynomial. In addition to inequality conditions for existence of such factorization, we provide lucid geometric interpretations in the projective space over the split…
Starting from the construction of a geometric rough path associated with a fractional Brownian motion with Hurst parameter $H\in]{1/4}, {1/2}[$ given by Coutin and Qian (2002), we prove a large deviation principle in the space of geometric…
We introduce the concept of finite $\gamma$-scaled quadratic variation along a sequence of partitions for paths on a given interval. This concept, with historical roots in the study of Gaussian processes by Gladyshev (1961) and Klein \&…