Related papers: Quadratic variation along refining partitions: Con…
We show how to construct in an elementary way the invariant of the KHK discretisation of a cubic Hamiltonian system in two dimensions. That is, we show that this invariant is expressible as the product of the ratios of affine polynomials…
The paper develops a calculus for a class of real-valued functions having a quadratic variation. The main result is a solution of the representation problem for a class of evolutions having a quadratic variation. The result is applied to…
Motion polynomials are a specific type of polynomial over a Clifford algebra that can conveniently describe rational motions. There exists an algorithm for the factorization of motion polynomials that works in generic cases. It hinges on…
We propose a path integral formulation for scale invariant quantum field theories. We do it by modifying the functional integration measure in such a way that the partition function is always exactly scale invariant, at the cost of having…
We give here a covariant definition of the path integral formalism for the Lagrangian, which leaves a freedom to choose anyone of many possible quantum systems that correspond to the same classical limit without adding new potential terms…
We proceed from the fact that the classical paths of irreducible massive spinning particle lie on a circular cylinder with the time-like axis in Minkowski space. Assuming that all the classical paths on the cylinder are gauge-equivalent, we…
In the dynamics of a rotation of the unit circle by an irrational angle $\alpha\in(0,1)$, we study the evolution of partitions whose atoms are finite unions of left-closed right-open intervals with endpoints lying on the past trajectory of…
We construct a stochastic process whose drift is a function of the process's local time at a reflecting barrier. The process arose as a model of the interactions of a Brownian particle and an inert particle in (Knight, 2001). Interesting…
There is a classical geometric construction which uses a binary quadratic form to define an involution on the space of binary d-ics. We give a complete characterization of a general class of such involutions which are definable using…
The concept of scaled quadratic variation was originally introduced by E. Gladyshev in 1961 in the context of Gaussian processes, where it was defined as the limit of the covariance of the underlying Gaussian process. In this paper, we…
We extend all cohomological invariants of similarity classes of quadratic forms to anti-hermitian forms over a quaternion algebra. This uses the fact that such invariants can be lifted to Witt invariants, which can be described as…
We construct in this article an explicit geometric rough path over arbitrary $d$-dimensional paths with finite $1/\alpha$-variation for any $\alpha\in(0,1)$. The method may be coined as 'Fourier normal ordering', since it consists in a…
Diffusion-driven patterns appear on curved surfaces in many settings, initiated by unstable modes of an underlying Laplacian operator. On a flat surface or perfect sphere, the patterns are degenerate, reflecting translational/rotational…
We provide explicit series expansions to certain stochastic path-dependent integral equations in terms of the path signature of the time augmented driving Brownian motion. Our framework encompasses a large class of stochastic linear…
We argue that there should exist a "noncommutative Fourier transform" which should identify functions of noncommutative variables (say, of matrices of indeterminate size) and ordinary functions or measures on the space of paths. Some…
Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…
In this article we consider the behavior in the vicinity of infinity of the class of all planar quadratic differential systems. This family depends on twelve parameters but due to action of the affine group and re-scaling of time the family…
We study the arithmetic (geometric) progressions in the $x$-coordinates of quadratic points on smooth projective planar curves defined over a number field $k$. Unless the curve is hyperelliptic, we prove that these progressions must be…
In this article we consider the action of affine group and time rescaling on planar quadratic differential systems. We construct a system of representatives of the orbits of systems with at least five invariant lines, including the line at…
We consider a stochastic process $Y$ defined by an integral in quadratic mean of a deterministic function $f$ with respect to a Gaussian process $X$, which need not have stationary increments. For a class of Gaussian processes $X$, it is…