Related papers: The Jacobi field of a L\'evy process

From the point of view of stochastic analysis the Caputo and Riemann-Liouville derivatives of order $\al \in (0,2)$ can be viewed as (regularized) generators of stable L\'evy motions interrupted on crossing a boundary. This interpretation…

We prove two-sided inequalities for the $L^p$-norm of a pushforward or pullback (with respect to an orientation-preserving diffeomorphism) on oriented volume and Riemannian manifolds. For a function or density on a volume manifold, these…

It is well known since Jacobi that the geodesic flow of the ellipsoid is "completely integrable", which means that the geodesic orbits are described in a certain explicit way. However, it does not directly indicate that any global behavior…

We develop a multivalued theory for the stability operator of (a constant multiple of) a minimally immersed submanifold $\Sigma$ of a Riemannian manifold $\mathcal{M}$. We define the multiple valued counterpart of the classical Jacobi…

A Jacobi field on a Riemannian manifold M is defined along a geodesic. We generalize this notion to an arbitrary smooth curve, and call it an infinitesimal isometry along the curve. We give two approaches to this: 1) compute the complete…

In this work the spectral theory of self-adjoint operator $A$ represented by Jacobi matrix is considered. The approach is based on the continued fraction representation of the resolvent matrix element of $A$. Different criteria of absolute…

Naturally reductive spaces, in general, can be seen as an adequate generalization of Riemannian symmetric spaces. Nevertheless, there are some that are closer to symmetric spaces than others. On the one hand, there is the series of Hopf…

In this paper we discuss a general framework based on symplectic geometry for the study of second order conditions in constrained variational problems on curves. Using the notion of L-derivatives we construct Jacobi curves, which represent…

In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…

We consider rough paths with jumps. In particular, the analogue of Lyons' extension theorem and rough integration are established in a jump setting, offering a pathwise view on stochastic integration against cadlag processes. A class of…

The geometrical representation of the Jacobian in the path integral reduction problem which describes a motion of the scalar particle on a smooth compact Riemannian manifold with the given free isometric action of the compact semisimple Lie…

This paper is concerned with asymptotic behavior (at zero and at infinity) of the favorite points of L\'evy processes. By exploring Molchan's idea for deriving lower tail probabilities of Gaussian processes with stationary increments, we…

We consider the variation of the surface spanned by closed strings in a spacetime manifold. Using the Nambu-Goto string action, we induce the geodesic surface equation, the geodesic surface deviation equation which yields a Jacobi field,…

The problem of the motion of a charged particle in an electric dipole field is used to illustrate that the Hamilton-Jacobi method does not necessarily give all solutions to the equations of motion of a mechanical system. The mathematical…

A Lie system is a system of differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional real Lie algebra of vector fields, a Vessiot-Guldberg Lie algebra. We define and analyze…

We define the Jacobian of a Riemann surface with analytically parametrized boundary components. These Jacobians belong to a moduli space of ``open abelian varieties'' which satisfies gluing axioms similar to those of Riemann surfaces, and…

We find necessary and sufficient conditions for almost sure finiteness of integral functionals of spectrally positive L\'evy processes. Via Lamperti type transforms, these results can be applied to obtain new integral tests on extinction…

For a L\'evy process $\xi=(\xi_t)_{t\geq0}$ drifting to $-\infty$, we define the so-called exponential functional as follows \[{\rm{I}}_{\xi}=\int_0^{\infty}e^{\xi_t} dt.\] Under mild conditions on $\xi$, we show that the following…

This paper constructs a class of martingale transforms based on L\'evy processes on Lie groups. From these, a natural class of bounded linear operators on the $L^p$-spaces of the group (with respect to Haar measure) for $1<p<\infty$, are…

In this paper we construct a non-skewsymmetric version of a Poisson bracket on the algebra of smooth functions on an odd Jacobi supermanifold. We refer to such Poisson-like brackets as Loday-Poisson brackets. We examine the relations…