Related papers: Variational representations of Varadhan Functional…
The Bou\'e-Dupuis variational formula gives a representation for log Laplace transforms of bounded measurable functions of a finite dimensional Brownian motion on a compact time interval as an infimum of a suitable cost over a collection of…
We propose a generating functional for nonrelativistic gauge invariant actions. In particular, we consider actions without the usual magnetic term. Like in the Born-Infeld theory, there is an upper bound to the electric field strength in…
Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…
Let $L=\Delta^{\alpha/2}+ b\cdot\nabla$ with $\alpha\in(1,2)$. We prove the Martin representation and the Relative Fatou Theorem for non-negative singular $L$-harmonic functions on ${\mathcal C}^{1,1}$ bounded open sets.
Fractional variation is defined as the limit of the difference quotient of the increments of a function and its argument raised to a fractional power. Fractional velocity can be suitable for characterizing singular behavior of derivatives…
Although being powerful, the differential transform method yet suffers from a drawback which is how to compute the differential transform of nonlinear non-autonomous functions that can limit its applicability. In order to overcome this…
We provide a unifying treatment of pathwise moderate deviations for models commonly used in financial applications, and for related integrated functionals. Suitable scaling allows us to transfer these results into small-time, large-time and…
We give a criterion to determine the large deviation rate functions for abstract dynamical systems on towers. As an application of this criterion we show the level 2 large deviation principle for some class of smooth interval maps with…
For any variable number, a non-stationary Ruijsenaars function was recently introduced as a natural generalization of an explicitly known asymptotically free solution of the trigonometric Ruijsenaars model, and it was conjectured that this…
Ultrafunctions are a particular class of functions defined on a Non Archimedean field R^{*}\supset R. They have been introduced and studied in some previous works ([1],[2],[3]). In this paper we introduce a modified notion of ultrafunction…
We investigate a qualitatively new regime of inflationary models with small and rapid oscillations in the potential-resonant non-Gaussianity. In contrast to the standard scenario, where most of the observable information is encoded in the…
In the recent development in a various disciplines of physics, it is noted the need for including the deformed versions of the exponential functions. In this paper, we consider the deformations which have two purposes: to have them like…
We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum in terms of solutions to Vlasov-type hierarchies. As a by-product we obtain the evolution of the density of particles in the…
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…
This is the second part in a series of two papers. Here, we give an overview on the dimension theory of some dynamically defined function graphs, like Takagi and Weierstrass function, and we study the dimension of Markovian fractal…
Multivariate probability density functions of returns are constructed in order to model the empirical behavior of returns in a financial time series. They describe the well-established deviations from the Gaussian random walk, such as an…
We establish the meromorphic continuation of certain multiple zeta functions of generalized Hurwitz type. From this meromorphic continuation, we obtain explicit formulas for their (derivative) values at nonpositive integers along a given…
We investigate an additive perturbation of a complex Wishart random matrix and prove that a large deviation principle holds for the spectral measures. The rate function is associated to a vector equilibrium problem coming from logarithmic…
Invariant foliations are complicated random sets useful for describing and understanding the qualitative behaviors of nonlinear dynamical systems. We will consider invariant foliations for stochastic partial differential equation with…
We study the large deviation behaviour of $S_n=\sum_{j=1}^n W_jZ_j$, where $(W_j)_{j \in \mathbb N}$ and $(Z_j)_{j \in \mathbb N}$ are sequences of real-valued, independent and identically distributed random variables satisfying certain…