Related papers: Ito maps and analysis on path spaces

This is the second paper on the path integral approach of superintegrable systems on Darboux spaces, spaces of non-constant curvature. We analyze in the spaces $\DIII$ and $\DIV$ five respectively four superintegrable potentials, which were…

Path dependence is omnipresent in many disciplines such as engineering, system theory and finance. It reflects the influence of the past on the future, often expressed through functionals. However, non-Markovian problems are often…

Let A be a von Neumann algebra with a finite trace $\tau$, represented in $H=L^2(A,\tau)$, and let $B_t\subset A$ be sub-algebras, for $t$ in an interval $I$. Let $E_t:A\to B_t$ be the unique $\tau$-preserving conditional expectation. We…

Using Zeilberger generating function formula for the values of a discrete analytic function in a quadrant we make connections with the theory of structured reproducing kernel spaces, structured matrices and a generalized moment problem. An…

We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilbert spaces with merely measurable bounded drift and cylindrical Wiener noise, thus generalizing Veretennikov's fundamental result on…

In this work, we consider rather general and broad class of Markov chains, Ito chains, that look like Euler-Maryama discretization of some Stochastic Differential Equation. The chain we study is a unified framework for theoretical analysis.…

We propose a stochastic extension of deformation quantization on a Hilbert space. The Moyal product is defined in this context on the space of functionals belonging to all of the Sobolev spaces of the Malliavin calculus.

In this work we show that rough stochastic differential equations (RSDEs), as introduced by Friz, Hocquet, and L\^e (2021), are Malliavin differentiable. We use this to prove existence of a density when the diffusion coefficients satisfies…

We investigate Markovian lifts of stochastic Volterra equations (SVEs) with completely monotone kernels and general coefficients within a class of weighted Sobolev spaces. Our primary focus is developing a comprehensive solution theory for…

Strong solutions of p-dimensional stochastic differential equations that can be represented locally in explicit simulation form are considered. The following three-way equivalence is established: 1) There exists such a representation from…

A `discrete differential manifold' we call a countable set together with an algebraic differential calculus on it. This structure has already been explored in previous work and provides us with a convenient framework for the formulation of…

The purpose of this paper is to provide a both comprehensive and summarizing account on recent results about analysis and geometry on configuration spaces $\Gamma_X$ over Riemannian manifolds $X$. Particular emphasis is given to a complete…

We identify certain Gromov-Witten invariants counting rational curves with given incidence and tangency conditions with the Betti numbers of moduli spaces of point configurations in projective spaces. On the Gromov-Witten side, S. Fomin and…

We analyze the relationship between two compactifications of the moduli space of maps from curves to a Grassmannian: the Kontsevich moduli space of stable maps and the Marian--Oprea--Pandharipande moduli space of stable quotients. We…

Some linear integro-differential operators have old and classical representations as the Dirichlet-to-Neumann operators for linear elliptic equations, such as the 1/2-Laplacian or the generator of the boundary process of a reflected…

For stochastic systems driven by continuous semimartingales an explicit formula for the logarithm of the Ito flow map is given. A similar formula is also obtained for solutions of linear matrix-valued SDEs driven by arbitrary…

Following the works of Alexandrov, Mironov and Morozov, we show that the symplectic invariants of \cite{EOinvariants} built from a given spectral curve satisfy a set of Virasoro constraints associated to each pole of the differential form…

We define compositions $\varphi(X)$ of H\"older paths $X$ in $\mathbb{R}^n$ and functions of bounded variation $\varphi$ under a relative condition involving the path and the gradient measure of $\varphi$. We show the existence and…

We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…

A stochastic process $X$ becomes occupied when it is enlarged with its occupation flow $\mathcal{O}$ that tracks the time spent by the path at each level. When $X$ is Markov, the occupied process $(\mathcal{O},X)$ enjoys a Markov structure…