Related papers: Malliavin calculus for Lie group-valued Wiener fun…

We consider measurable $F: \Omega \times \mathbb{R}^d \to \mathbb{R}$ where $F(\cdot, x)$ belongs for any $x$ to the Malliavin Sobolev space $\mathbb{D}_{1,2}$ (with respect to a L\'evy process) and provide sufficient conditions on $F$ and…

We consider a complete noncompact smooth metric measure space $(M^n,g,e^{-f} dv)$ and the associated drifting Laplacian. We find sufficient conditions on the geometry of the space so that every nonnegative $f$-subharmonic function with…

In this paper, we consider a left-invariant Riemannian metric $g$ on the Lie group $F^4$. We classify Ricci solitons on $(F^4,g)$ and show that all such solitons are expanding and non-gradient. Moreover, we study the existence of harmonic…

As announced in [12], we develop a calculus of Fourier integral G-operators on any Lie groupoid G. For that purpose, we study convolability and invertibility of Lagrangian conic submanifolds of the symplectic groupoid T * G. We also…

The space of all Riemannian metrics on a smooth second countable finite dimensional manifold is itself a smooth manifold modeled on the space of symmetric (0,2)-tensor fields with compact support. It carries a canonical Riemannian metric…

We deal with Malliavin calculus on the $L^2$ space of the $W^*$-algebra generated by fermion fields (the Clifford algebra). First, we verify the product formula for multiple integrals in It\^o-Clifford calculus, which is It\^o calculus on…

The Malliavin derivative, divergence operator, and the Ornstein-Uhlenbeck operator are extended from the traditional Gaussian setting to generalized processes from the higher-order chaos spaces.

In a previous study, the first author defines an inverse ambiguous function on a group $G$ to be a bijective function $f : G \to G$ satisfying the functional equation $f^{-1}(x) = f(x^{-1})$ for all $x \in G$. In this paper, we investigate…

Analogues of the key results of Wiman-Valiron theory are proved for a class of functions meromorphic in the unit disc, based on an approach developed by Bergweiler, Rippon and Stallard for the plane setting. The results give local…

In this note we investigate the partial Fourier series on a product of two compact Lie groups. We give necessary and sufficient conditions for a sequence of partial Fourier coefficients to define a smooth function or a distribution. As…

We study counterfactual stochastic optimization of conditional loss functionals under misspecified and noisy gradient information. The difficulty is that when the conditioning event has vanishing or zero probability, naive Monte Carlo…

Let $X$ be a smooth projective variety over the complex numbers and $S(d)$ the scheme parametrizing $d$-dimensional Lie subalgebras of $H^0(X,\mathcal{T} X)$. This article is dedicated to the study of the geometry of the moduli space…

Let $G\subset\GL(V)$ be a complex reductive group. Let $G'$ denote $\{\phi\in\GL(V)\mid p\circ\phi=p\text{for all} p\in\C[V]^G\}$. We show that, in general, $G'=G$. In case $G$ is the adjoint group of a simple Lie algebra $\lieg$, we show…

We show that any generalised smooth distribution on a smooth manifold, possibly of non-constant rank, admits a Riemannian metric. Using such a metric, we attach a Laplace operator to any smooth distribution as such. When the underlying…

The Fourier coefficients of a smooth $K$-invariant function on a compact symmetric space $M=U/K$ are given by integration of the function against the spherical functions. For functions with support in a neighborhood of the origin, we…

A space of entire functions of several complex variables rapidly decreasing on ${\mathbb R}^n$ and such that their growth along $i{\mathbb R}^n$ is majorized with a help of a family of weight functions (not radial in general) is considered…

In this paper, we provide new results about the free Malliavin calculus on the Wigner space first developed in the breakthrough work of Biane and Speicher. We define in this way the higher-order Malliavin derivatives, and we study their…

In this paper we introduce a Hilbert space-valued Malliavin calculus for Poisson random measures. It is solely based on elementary principles from the theory of point processes and basic moment estimates, and thus allows for a simple…

Let $V$ be a real finite dimensional representation of a compact Lie group $G$. It is well-known that the algebra $\mathbb R[V]^G$ of $G$-invariant polynomials on $V$ is finitely generated, say by $\sigma_1,...,\sigma_p$. Schwarz proved…

Let $f$ be a measure-preserving transformation of a Lebesgue space $(X,\mu)$ and let $\f$ be its extension to a bundle $\E = X \times\Rm$ by smooth fiber maps $\f_x : \E_x \to \E_{fx}$ so that the derivative of $\f$ at the zero section has…