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

We prove a Poincar\'e, and a general Sobolev type inequalities for functions with compact support defined on a $k$-rectifiable varifold $V$ defined on a complete Riemannian manifold with positive injectivity radius and sectional curvature…

We combine Malliavin calculus with Stein's method to derive bounds for the Variance-Gamma approximation of functionals of isonormal Gaussian processes, in particular of random variables living inside a fixed Wiener chaos induced by such a…

If the Killing vector field in a Riemannian manifold is the gradient of a smooth real valued function, then it is called Killing potential. In this paper we have deduced a necessary condition for the existence of Killing potential in a…

In this paper, we describe an explicit extension formula in sensitivity analysis regarding the Malliavin weight for jump-diffusion mean-field stochastic differential equations whose local Lipschitz drift coefficients are influenced by the…

We develop a pseudo-differential Weyl calculus on nilpotent Lie groups which allows one to deal with magnetic perturbations of right invariant vector fields. For this purpose we investigate an infinite-dimensional Lie group constructed as…

In this paper we provide new conditions for the Malliavin differentiability of solutions of Lipschitz or quadratic BSDEs. Our results rely on the interpretation of the Malliavin derivative as a G{\^a}teaux derivative in the directions of…

Let $X$ be separable metrizable, and let $f\subseteq X^2$ be a non-trivial relation on $X$. For a given partial order $(P,\leq)$, the Mahavier product $M(X,f,P)\subseteq X^P$ (also known as a generalized inverse limit) collects functions…

We prove that given a locally integrable function $f$ on an open set of an Euclidean space the distributional derivative $Xf$ with respect to a locally Lipshitzian vector field $X$ is locally integrable if, and only if, the function $f$…

Consider $F$ an element of the second Wiener chaos with variance one. In full generality, we show that, for every integer $p\ge 1$, there exists $\eta_p>0$ such that if $\kappa_4(F)<\eta_p$ then the Malliavin derivative of $F$ admits a…

Let $M$ be a compact, real analytic manifold and $G$ be the Lie group of all real-analytic diffeomorphisms of $M$, which is modelled on the space ${\mathfrak g}$ of real-analytic vector fields on $M$. We study flows of time-dependent…

With a view towards applications in the theory of infinite-dimensional representations of finite-dimensional Lie supergroups, we introduce a new category of supermanifolds. In this category, supermanifolds of `maps' and `fields' (fibre…

Let $\mathcal{V}_p(\lambda)$ be the collection of all functions $f$ defined in the unit disc $\ID$ having a simple pole at $z=p$ where $0<p<1$ and analytic in $\ID\setminus\{p\}$ with $f(0)=0=f'(0)-1$ and satisfying the differential…

We prove that, on the classical Wiener space, the random variable $\sup_{0\le t \le T} W_t$ admits a measure as second Malliavin derivative, whose total variation measure is finite and singular w.r.t.\ the Wiener measure.

We show that the convolution algebra of smooth, compactly-supported functions on a Lie groupoid is H-unital in the sense of Wodzicki. We also prove H-unitality of infinite order vanishing ideals associated to invariant, closed subsets of…

We prove the Batyrev-Manin conjecture for smooth equivariant compactifications of forms of $\mathbb{G}_a^n$ over a global function field $F$, assuming some conditions on the boundary divisor. To verify that the leading constant agrees with…

Suppose that ${\cal L}$ is a divergence form differential operator of the form ${\cal L}f:=(1/2) e^{U}\nabla_x\cdot\big[e^{-U}(I+H)\nabla_x f\big]$, where $U$ is scalar valued, $I$ identity matrix and $H$ an anti-symmetric matrix valued…

We give a complete characterization of Hamiltonian actions of compact Lie groups on exact symplectic manifolds with proper momentum maps. We deduce that every Hamiltonian action of a compact Lie group on a contractible symplectic manifold…

In this paper, we establish the first variational formula and its Euler-Lagrange equation for the total $2p$-th mean curvature functional $\mathcal {M}_{2p}$ of a submanifold $M^n$ in a general Riemannian manifold $N^{n+m}$ for…

Using families of curves to generalize vector fields, the Lie bracket is defined on a metric space, M. For M complete, versions of the local and global Frobenius theorems hold, and flows are shown to commute if and only if their bracket is…

The Riemann-Liouville formula for fractional derivatives and integrals (differintegration) is used to derive formulae for matrix order derivatives and integrals. That is, the parameter for integration and differentiation is allowed to…