Related papers: Littelmann paths and brownian paths
We define Bregman variation of semimartingales. We give its pathwise representation, It\^o-type isometry for martingales, and applications to harmonic analysis.
A theoretical foundation for a generalization of the elliptic difference Painlev\'e equation to higher dimensions is provided in the framework of birational Weyl group action on the space of point configurations in general position in a…
The construction of the paths of all possible Brownian motions (in the sense of Knight) on a half line or a finite interval is reviewed.
We explain how to use representation theory to give a lower bound on the dimension of the quotient ring by type $B_n$ diagonal invariants that improves upon the current known lower bound $(2n+1)^n$ by a quadratic polynomial in $n$.
The goal of this paper is to define and study a notion of fractional Brownian motion on a Lie group. We define it as at the solution of a stochastic differential equation driven by a linear fractional Brownian motion. We show that this…
We discuss generalizations of the notions of projective transformations acting on affine model of Riemann-Cartan and Riemann-Cartan-Weyl gravity which preserve the projective structure of the light-cones. We show how the invariance under…
In previous works, we have developed a new Malliavin calculus on the Poisson space based on the lent particle formula. The aim of this work is to prove that, on the Wiener space for the standard Ornstein-Uhlenbeck structure, we also have…
We present a generalization of multiple orthogonal polynomials of type I and type II, which we call multiple orthogonal polynomials of mixed type. Some basic properties are formulated, and a Riemann-Hilbert problem for the multiple…
We consider scalar-tensor theories of gravity defined in Weyl integrable space-time and show that in the ADM formalism Weyl transformations corresponding to change of frames induce canonical transformations between different representations…
This is an abridged version of our Habilitation thesis. In these notes, we aim to summarize our research interests and achievements as well as motivate what drives our work: symmetry, structure and invariants. The paradigmatic example which…
We offer an alternative viewpoint on Dyson's original paper regarding the application of Brownian motion to random matrix theory (RMT). In particular we show how one may use the same approach in order to study the stochastic motion in the…
We consider the variational complex on infinite jet space and the complex of variational derivatives for Lagrangians of multidimensional paths and study relations between them. The discussion of the variational (bi)complex is set up in…
We prove a conjecture by Kreiman and Lakshmibai on a combinatorial description of multiplicities of points on Schubert varieties in Graszmannians in terms of certain sets of reflections in the corresponding Weyl group. The proof is…
Multidimensional contractions of irreducible representations of the Cayley-Klein unitary algebras in the Gel'fand-Zetlin basis are considered. Contracted over different parameters, algebras can turn out to be isomorphic. In this case method…
We study the Liouville type theorems for transversally harmonic and biharmonic maps on foliated Riemannian manifolds
Both Bohmian mechanics, a version of quantum mechanics with trajectories, and Feynman's path integral formalism have something to do with particle paths in space and time. The question thus arises how the two ideas relate to each other. In…
We present a path integral representation for massless spin one-half particles. It is shown that this gives us a super-symmetric, P-and T-non-invariant pseudoclassical model for relativistic massless spinning particles. Dirac quantization…
We consider decompositions of digraphs into edge-disjoint paths and describe their connection with the $n$-th Weyl algebra of differential operators. This approach gives a graph-theoretic combinatorial view of the normal ordering problem…
In this paper we present a survey of the use of differential geometric formalisms to describe Quantum Mechanics. We analyze Schroedinger and Heisenberg frameworks from this perspective and discuss how the momentum map associated to the…
The stochastic rotational invariance of an integration by parts formula inspired by the Bismut approach to Malliavin calculus is proved in the framework of the Lie symmetry theory of stochastic differential equations. The non-trivial effect…