Related papers: SLE with Jumps and Conformal Null Vectors
LSST is expected to yield ~10^7 light curves over the course of its mission, which will require a concerted effort in automated classification. Stochastic processes provide one means of quantitatively describing variability with the…
In statistical mechanics, observables are usually related to local degrees of freedom such as the Q < 4 distinct states of the Q-state Potts models or the heights of the restricted solid-on-solid models. In the continuum scaling limit,…
We first review the calculations for the modular flow and the vector flow of $\text{CFT}_2$, Warped CFTs and BMSFTs, and then we present the vector flow and modular flows in celestial field theory and Klein CFTs. We also discuss the search…
This study investigated the problem posed by using ordinary least squares (OLS) to estimate parameters of simple linear regression under a specific context of special relativity, where an independent variable is restricted to an open…
We present a relationship between the Calogero-Moser particles confined in harmonic oscillator potentials and a representation theory of the infinite dimensional Lie algebra which is a semi-direct sum of Virasoro algebra and its module.…
Motivated by the direct method in the calculus of variations in $L^{\infty}$, our main result identifies the notion of convexity characterizing the weakly$^*$ lower semicontinuity of nonlocal supremal functionals: Cartesian level convexity.…
We show how to connect together the loops of a simple Conformal Loop Ensemble (CLE) in order to construct samples of chordal SLE(\kappa) processes and their SLE(\kappa,\rho) variants, and we discuss some consequences of this construction.
We provide a comprehensive analysis of spot volatility inference in pure-jump semimartingales under two asymptotic settings: fixed-$k$, where each local window uses a fixed number of observations, and large-$k$, where this number grows with…
The assignment (nonstable K_0-theory), that to a ring R associates the monoid V(R) of Murray-von Neumann equivalence classes of idempotent infinite matrices with only finitely nonzero entries over R, extends naturally to a functor. We prove…
In this paper, we consider parameter estimation for stochastic differential equations driven by Wiener processes and compound Poisson processes. We assume unknown parameters corresponding to coefficients of the drift term, diffusion term,…
We propose a generalization of Schramm-Loewner evolution (SLE) that has internal degrees of freedom described by an affine Lie superalgebra. We give a general formulation of SLE corresponding to representation theory of an affine Lie…
We consider parameter estimation of stochastic differential equations driven by a Wiener process and a compound Poisson process as small noises. The goal is to give a threshold-type quasi-likelihood estimator and show its consistency and…
Using key tools such as It\^o formula for general semi-martingales, moments estimates for L\'{e}vy-type stochastic integrals and properties of regular varying functions we find conditions under which solutions of stochastic differential…
In this work we consider a stochastic differential equation (SDEs) with jump. We prove the existence and the uniqueness of solution of this equation in the strong sense under global Lipschitz condition. Generally, exact solutions of SDEs…
In this paper, we investigate the asymptotic distribution of the normalized error for the Mittag--Leffler Euler (MLE) method applied to a class of multidimensional fractional stochastic differential equations. These equations are…
A variational approach to finite connectivity spin-glass-like models is developed and applied to describe the structure of optimal solutions in random satisfiability problems. Our variational scheme accurately reproduces the known replica…
Schramm-Loewner Evolutions (SLEs) have proved an efficient way to describe a single continuous random conformally invariant interface in a simply-connected planar domain; the admissible probability distributions are parameterized by a…
In a previous work by the first author with J. Turi (AMO, 08), a stochastic variational inequality has been introduced to model an elasto-plastic oscillator with noise. A major advantage of the stochastic variational inequality is to…
Lie scale invariance is used to reduce the incompressible Navier-Stokes equations to non-linear ordinary equations. This yields a formulation in terms of logarithmic spirals as independent variables. We give the equations when the spirals…
Motivated by the structure of certain modules over the loop Virasoro Lie conformal algebra and the Lie structures of Schrodinger-Virasoro algebras, we construct a class of infinite rank Lie conformal algebras CSV (a, b), where a, b are…