Related papers: Ito maps and analysis on path spaces

This note is to concern a generalization to the case of twisted coefficients of the classical theory of Abelian differentials on a compact Riemann surface. We apply the Dirichlet's principle to a modified energy functional to show the…

We develop a Malliavin calculus on the horizontal path space of a totally geodesic Riemannian foliation. As a first application, under suitable assumptions, we prove a log-Sobolev inequality for a natural one-parameter family of…

We construct a diffeomorphism invariant (Colombeau-type) differential algebra canonically containing the space of distributions in the sense of L. Schwartz. Employing differential calculus in infinite dimensional (convenient) vector spaces,…

This paper gives several simple constructions of the pathwise Ito integral $\int_0^t\phi d\omega$ for an integrand $\phi$ and a price path $\omega$ as integrator, with $\phi$ and $\omega$ satisfying various topological and analytical…

We study superpositions and direct integrals of quadratic and Dirichlet forms. We show that each quasi-regular Dirichlet space over a probability space admits a unique representation as a direct integral of irreducible Dirichlet spaces,…

In this paper, we solve the Dirichlet problem for Orlicz-Sobolev maps between singular metric spaces that extends the corresponding result of Guo et al. [arXiv 2021]. As an intermediate step, we develop a version of Rellich-Kondrachov…

We prove that the discrete harmonic function corresponding to smooth Dirichlet boundary conditions on orthodiagonal maps, that is, plane graphs having quadrilateral faces with orthogonal diagonals, converges to its continuous counterpart as…

A set of differential operators acting by continuous deformations on path dependent functionals of open and closed curves is introduced. Geometrically, these path operators are interpreted as infinitesimal generators of curves in the base…

In this paper we analyse d-dimensional Langevin equations in Ito representation characterised by anisotropic multiplicative noise, composed by the superposition of an isotropic tensorial component and a radial one, and a radial power law…

Whenever an It\^o-Wentsel type of formula holds for composition of flows of a certain differential dynamics, there exists locally a decomposition of the corresponding flow according to complementary distributions (or foliations, in the case…

We present further developments on the Lagrangian 1-form description for one-dimensional integrable systems in both discrete and continuous levels. A key feature of integrability in this context called a closure relation will be derived…

We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize…

In this paper, we solve the Dirichlet problem for Sobolev maps between singular metric spaces that extends the corresponding result of Guo and Wenger [Comm. Anal. Geom. 2020]. The main new ingredient in our proofs is a suitable extension of…

We study path-dependent SDEs in Hilbert spaces. By using methods based on contractions in Banach spaces, we prove existence and uniqueness of mild solutions, continuity of mild solutions with respect to perturbations of all the data of the…

We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise…

This paper considers the problem of constructing finite-dimensional state space realizations for stochastic processes that can be represented as the outputs of a certain type of a causal system driven by a continuous semimartingale input…

The moduli space of stable relative maps to the projective line combines features of stable maps and admissible covers. We prove all standard Gromov-Witten classes on these moduli spaces of stable relative maps have tautological…

We define the notion of colocally weakly differentiable maps from a manifold $M$ to a manifold $N$. If $p \ge 1$ and $M$ and $N$ are endowed with a Riemannian metric, this allows us to define intrinsically the homogeneous Sobolev space…

In this paper, we study (strong and weak) existence and uniqueness of a class of non-Markovian SDEs whose drift contains the derivative in the sense of distributionsof a continuous function.

An explicit Milstein-type scheme for stochastic differential equation with Markovian switching is derived and its strong convergence in $\mathcal{L}^2$-sense is established without using It\^o-Taylor expansion formula. Rate of strong…