Related papers: Quadratic variation along refining partitions: Con…
We define and study a family of generalized non-intersection exponents for planar Brownian motions that is indexed by subsets of the complex plane: For each $A\subset\CC$, we define an exponent $\xi(A)$ that describes the decay of certain…
These lectures are intended for graduate students who want to acquire a working knowledge of path integral methods in a wide variety of fields in physics. In general the presentation is elementary and path integrals are developed in the…
Hermite processes are self--similar processes with stationary increments which appear as limits of normalized sums of random variables with long range dependence. The Hermite process of order $1$ is fractional Brownian motion and the…
The qualitative properties of local random invariant manifolds for stochastic partial differential equations with quadratic nonlinearities and multiplicative noise is studied by a cut off technique. By a detail estimates on the Perron fixed…
We count the number of lattice paths lying under a cyclically shifting piecewise linear boundary of varying slope. Our main result extends well known enumerative formulae concerning lattice paths, and its derivation involves a classical…
A geometric setup for constrained variational calculus is presented. The analysis deals with the study of the extremals of an action functional defined on piecewise differentiable curves, subject to differentiable, non-holonomic…
In this paper we are concerned with the existence of invariant curves of planar twist mappings which are almost periodic in a spatial variable. As an application of this result to differential equations we will discuss the existence of…
We begin our analysis with the study of two collections of lattice paths in the plane, denoted $\mathcal{D}_{[n,i,j]}$ and $\mathcal{P}_{[n,i,j]}$. These paths consist of sequences of $n$ steps, where each step allows movement in three…
A planar crack generically segments into an array of "daughter cracks" shaped as tilted facets when loaded with both a tensile stress normal to the crack plane (mode I) and a shear stress parallel to the crack front (mode III). We…
Quadratic irrationals posses a periodic continued fraction expansion. Much less is known about cubic irrationals. We do not even know if the partial quotients are bounded, even though extensive computations suggest they might follow…
We consider the stochastic continuity equation perturbed by a fractional Brownian motion and the drift is allowed to be discontinuous. We show that for almost all paths of the fractional Brownian motion there exists a solution to the…
The signature of a path is a sequence, whose $n$-th term contains $n$-th order iterated integrals of the path. These iterated integrals of sample paths of stochastic processes arise naturally when studying solutions of differential equation…
We show that the past and future of half-plane Brownian motion at certain cutpoints are independent of each other after a conformal transformation. Like in Ito's excursion theory, the pieces between cutpoints form a Poisson process with…
There has recently been surprising progress in understanding the spin and flavor dependence of deep inelastic structure functions in terms of the same physics needed in the simple quark models used for hadronic spectroscopy. However, the…
The dynamical systems of identical particles admitting quadratic integrals of motion are classified. The relevant integrals are explicitly constructed and their relation to separation of variables in H-J equation is clarified.
A new procedure to diagonalize quadratic Hamiltonians is introduced. We show that one can find a unitary transformation such that the transformed quadratic Hamiltonian is diagonal but still written in terms of the original position and…
We consider the orthogonalisation of the signature of a stochastic process as the analogue of orthogonal polynomials on path-space. Under an infinite radius of convergence assumption, we prove density of linear functions on the signature in…
The parity of the partition function $p(n)$ remains strikingly mysterious. Beyond a handful of fragmentary results, essentially nothing is known about the distribution of parity. We prove a uniform result on quadratic progressions. If…
Using a quadratic version of the Bott residue theorem, we give a quadratic refinement of the count of twisted cubic curves on hypersurfaces and complete intersections in a projective space.
The present article is devoted to a fine study of the convergence of renormalized weighted quadratic and cubic variations of a fractional Brownian motion $B$ with Hurst index $H$. In the quadratic (resp. cubic) case, when $H<1/4$ (resp.…