Related papers: Quadratic variation along refining partitions: Con…
Extensions of the fractional Brownian fields are constructed over a complete Riemannian manifold. This construction is carried out for the full range of the Hurst parameter $\alpha\in(0,1)$. In particular, we establish existence,…
We have recently presented an extension of the standard variational calculus to include the presence of deformed derivatives in the Lagrangian of a system of particles and in the Lagrangian density of field-theoretic models. Classical…
We consider different types of processes obtained by composing Brownian motion $B(t)$, fractional Brownian motion $B_{H}(t)$ and Cauchy processes $% C(t)$ in different manners. We study also multidimensional iterated processes in…
Planar curves with periodically varying curvature arise in the natural sciences as the result of a wide variety of periodic processes. The total curvature of a periodic arc in such curves constrains their symmetry. It is shown how the total…
Given a Brownian Motion $W$, in this paper we study the asymptotic behavior, as $\eps \to 0$, of the quadratic covariation between $f (\eps W)$ and $W$ in the case in which $f$ is not smooth. Among the main features discovered is that the…
In this paper, we investigate a class of quadratic Riemannian curvature functionals on closed smooth manifold $M$ of dimension $n\ge 3$ on the space of Riemannian metrics on $M$ with unit volume. We study the stability of these functionals…
We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…
Inertial particles suspended in many natural and industrial flows undergo coagulation upon collisions and fragmentation if their size becomes too large or if they experience large shear. Here we study this coagulation-fragmentation process…
Fourier normal ordering \cite{Unt09bis} is a new algorithm to construct explicit rough paths over arbitrary H\"older-continuous multidimensional paths. We apply in this article the Fourier normal ordering ordering algorithm to the…
The recent advent of advanced microfabrication capabilities of microfluidic devices has driven attention towards the behavior of particles in inertial flows within microchannels for applications related to the separation and concentration…
The construction of gauge-invariant variables for any order perturbations is discussed. Explicit constructions of the gauge-invariant variables for perturbations to 4th order are shown. From these explicit construction, the recursive…
We define compositions $\varphi(X)$ of H\"older paths $X$ in $\mathbb{R}^n$ and functions of bounded variation $\varphi$ under a relative condition involving the path and the gradient measure of $\varphi$. We show the existence and…
We analyze a model of hypercubic random surfaces with an extrinsic curvature term in the action. We find a first order phase transition at finite coupling separating a branched polymer from a stable flat phase.
The purpose of this note is to prove the It{\^o}-F\"ollmer formula for the c\`adl\`ag paths possessing quadratic variation in a possibly ``weakest'' sense along some sequence of partitions. By this we mean, for example, that we do not…
These notes follow my articles [1, 6], and give some new important details. We propose here a new combinatorial method of encoding of measure spaces with measure preserving transformations, (or groups of transformations) in order to give…
We study the last-passage growth model on the planar integer lattice with exponential weights. With boundary conditions that represent the equilibrium exclusion process as seen from a particle right after its jump we prove that the variance…
We study the persistence probability for processes with stationary increments. Our results apply to a number of examples: sums of stationary correlated random variables whose scaling limit is fractional Brownian motion, random walks in…
Famous work of Bridgeland and Smith shows that certain moduli spaces of quadratic differentials are isomorphic to spaces of stability conditions on particular 3-Calabi-Yau triangulated categories. This result has subsequently been…
Invariant conditions for conformable fractional problems of the calculus of variations under the presence of external forces in the dynamics are studied. Depending on the type of transformations considered, different necessary conditions of…
In this paper we construct directionally sensitive functions that can be viewed as directional time-frequency representations. We call such a sequence a rotational uniform covering frame and by studying rotations of the frame, we derive the…