Related papers: SLE with Jumps and Conformal Null Vectors

The stochastic leverage effect, defined as the standardized covariation between the returns and their related volatility, is analyzed in a stochastic volatility model set-up. A novel estimator of the effect is defined using a pre-estimation…

We give a necessary and sufficient condition for the projectivisation of a slope semistable vector bundle to admit constant scalar curvature K\"ahler (cscK) metrics in adiabatic classes, when the base admits a constant scalar curvature…

We consider the dimer model on the square and hexagonal lattices with doubly periodic weights. The purpose of this paper is threefold: (a) we establish a rigourous connection with the massive SLE$_2$ constructed by Makarov and Smirnov (and…

Conventional massless celestial amplitudes are distributional and fail to realize the celestial OPE -- most sharply in the non-MHV paradox, where OPEs predict nonzero celestial amplitudes with helicities $-{+}{+}+$ that are known to vanish…

This paper presents the nonparametric inference for nonlinear volatility functionals of general multivariate It\^o semimartingales, in high-frequency and noisy setting. Pre-averaging and truncation enable simultaneous handling of noise and…

Stochastic differential equations (SDEs) are well suited to modelling noisy and irregularly sampled time series found in finance, physics, and machine learning. Traditional approaches require costly numerical solvers to sample between…

We consider a coupling of the Gaussian free field with slit holomorphic stochastic flows, called ($\delta,\sigma$)-SLE, which contains known SLE processes (chordal, radial, and dipolar) as particular cases. In physical terms, we study a…

Appreciation of Stochastic Loewner evolution (SLE$_\kappa$), as a powerful tool to check for conformal invariant properties of geometrical features of critical systems has been rising. In this paper we use this method to check conformal…

This is a set of notes which reviews and addresses issues in the SL(2,R) conformal field theory, while working primarily in a basis of vertex operators of definite weight under the affine algebra. Following a review of the H3 coset model…

We study the size and regularity properties of level sets of continuous functions with bounded upper-scaled and lower-scaled oscillation.

We consider non-degenerate SDEs with a $\beta$-Holder continuous and bounded drift term and driven by a Levy noise $L$ which is of $\alpha$-stable type. If $\alpha \in [1,2)$ and $\beta \in (1 - \frac{\alpha}{2},1) $ we show pathwise…

This article gives a comprehensive description of the fractal geometry of conformally-invariant (CI) scaling curves, in the plane or half-plane. It focuses on deriving critical exponents associated with interacting random paths, by…

We discuss the possible set of operators from various boundary conformal field theories to build meaningful correlators that lead via a Loewner type procedure to generalisations of SLE($\kappa,\rho$). We also highlight the necessity of…

While considerable advances have been made in estimating high-dimensional structured models from independent data using Lasso-type models, limited progress has been made for settings when the samples are dependent. We consider estimating…

Many generalized set models have the same basic form: they assign a value to each object, and the main difference lies in the kind of values that are allowed. This paper studies that common form through scale-valued sets (SV-sets), defined…

In an efficient stock market, the log-returns and their time-dependent variances are often jointly modelled by stochastic volatility models (SVMs). Many SVMs assume that errors in log-return and latent volatility process are uncorrelated,…

Particular boundary correlation functions of conformal field theory are needed to answer some questions related to random conformally invariant curves known as Schramm-Loewner evolutions (SLE). In this article, we introduce a correspondence…

The representation theory of the Virasoro algebra in the case of a logarithmic conformal field theory is considered. Here, indecomposable representations have to be taken into account, which has many interesting consequences. We study the…

In this paper we consider estimating the system parameters and designing stable observer for unknown noisy linear time-invariant (LTI) systems. We propose a Support Vector Regression (SVR) based estimator to provide adjustable asymmetric…

We construct a family of measures for random fields based on the iterated subdivision of simple geometric shapes (triangles, squares, tetrahedrons) into a finite number of similar shapes. The intent is to construct continuum limits of scale…