Related papers: On Skorohod spaces as universal sample path spaces
Stochastic differential equations are ubiquitous modelling tools in physics and the sciences. In most modelling scenarios, random fluctuations driving dynamics or motion have some non-trivial temporal correlation structure, which renders…
We prove a stochastic averaging theorem for stochastic differential equations in which the slow and the fast variables interact. The approximate Markov fast motion is a family of Markov process with generator ${\mathcal L}_x$ for which we…
The survey covers several topics related to the asymptotic structure of various combinatorial and analytic objects such as the path spaces in graded graphs (Bratteli diagrams), invariant measures with respect to countable groups, etc. The…
Motivated by statistical practice, category theory terminology is used to introduce Borel data structures and study exchangeability in an abstract framework. A generalization of de Finetti's theorem is shown and natural transformations are…
Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…
Understanding the generalization properties of heavy-tailed stochastic optimization algorithms has attracted increasing attention over the past years. While illuminating interesting aspects of stochastic optimizers by using heavy-tailed…
The goal of this paper is to investigate the tools of extreme value theory originally introduced for discrete time stationary stochastic processes (time series), namely the tail process and the tail measure, in the framework of continuous…
We show that if $\mathcal{X}$ is a complete separable metric space and $\mathcal{C}$ is a countable family of Borel subsets of $\mathcal{X}$ with finite VC dimension, then, for every stationary ergodic process with values in $\mathcal{X}$,…
We consider a robust asymptotic growth problem under model uncertainty in the presence of stochastic factors. We fix two inputs representing the instantaneous covariance for the asset price process $X$, which depends on an additional…
We prove functional limit theorems for dynamical systems in the presence of clusters of large values which, when summed and suitably normalised, get collapsed in a jump of the limiting process observed at the same time point. To keep track…
Let $X$ be a smooth projective variety defined on a finite field $\mathbb{F}_q$. On $X$ there is a special morphism $Fr_X$, which raises coordinates to exponent $q$: $t\mapsto t^q$. The two main results in this paper are: Result 1: If…
For a given ergodic measure preserving transformation T of a standard measure space each finite labelled partition defines an ergodic stationary process. There is a complete metric on the space of partitions which is separable. Various…
We consider different characterizations of Triebel--Lizorkin type spaces of analytic functions on the unit disc. Even though our results appear in the folklore, detailed descriptions are hard to find, and in fact we are unable to discuss…
Diffeological spaces are generalizations of smooth manifolds. In this paper, we study the homotopy theory of diffeological spaces. We begin by proving basic properties of the smooth homotopy groups that we will need later. Then we introduce…
We propose a new class of parameterizations for spatio-temporal point processes which leverage Neural ODEs as a computational method and enable flexible, high-fidelity models of discrete events that are localized in continuous time and…
It has been established under very general conditions that the ergodic properties of Markov processes are inherited by their conditional distributions given partial information. While the existing theory provides a rather complete picture…
By generalizing the notion of linearization, a concept originally arising from microlocal analysis and symbolic calculus, to diffeological spaces, we make a first proposal setting for optimization problems in this category. We show how…
Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…
We consider from a microscopic perspective large deviation properties of several stochastic interacting particle systems, using their mapping to integrable quantum spin systems. A brief review of recent work is given and several new results…
Blaschke factorization allows us to write any holomorphic function $F$ as a formal series $$ F = a_0 B_0 + a_1 B_0 B_1 + a_2 B_0 B_1 B_2 + \cdots$$ where $a_i \in \mathbb{C}$ and $B_i$ is a Blaschke product. We introduce a more general…