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We introduce the notion of {\em covariance measure structure} for square integrable stochastic processes. We define Wiener integral, we develop a suitable formalism for stochastic calculus of variations and we make Gaussian assumptions only…
We study the ergodic properties of compositions of interval exchange transformations and rotations. We show that for any interval exchange transformation T, there is a full measure set of \alpha in [0, 1) so that T composed with R_{\alpha}…
Two unitary integral transforms with a very-well poised $_7F_6$-function as a kernel are given. For both integral transforms the inverse is the same as the original transform after an involution on the parameters. The $_7F_6$-function…
We study stochastic volatility models in which the volatility process is a positive continuous function of a continuous Volterra stochastic process. We state some pathwise large deviation principles for the scaled log-price.
We study the thermodynamics of galactic clustering under the higher-order corrected Newtonian dynamics. The clustering of galaxies is considered as a gravitational phase transition. In order to study the effects of higher-order correction…
We study large deviation principles for Gaussian processes lifted to the free nilpotent group of step N. We apply this to a large class of Gaussian processes lifted to geometric rough paths. A large deviation principle for enhanced…
A rank-one infinite measure preserving flow $T=(T_t)_{t\in\Bbb R}$ is constructed such that for each $t\ne 0$, the Cartesian powers of the transformation $T_t$ are all ergodic.
We show that small ball estimates together with Holder continuity assumption allow to obtain new representation results in models with long memory. In order to apply these results, we establish small ball probability estimates for Gaussian…
We prove limit theorems for the weighted quadratic variation of trifractional Brownian motion and $n$-th order fractional Brownian motion. Furthermore, a sufficient condition for the $L^P$-convergence of the weighted quadratic variation for…
This paper is devoted to study a class of stochastic Volterra equations associated with fractional Brownian motion. We first prove the Driver type integration by parts formula and the shift Harnack type inequalities. As a direct…
We show that a stationary IDp process (i.e., an infinitely divisible stationary process without Gaussian part) can be written as the independent sum of four stationary IDp processes, each of them belonging to a different class characterized…
This paper contributes to the study of stochastic processes of the class $(\Sigma)$. First, we extend the notion of the above-mentioned class to c\`adl\`ag semi-martingales, whose finite variational part is considered c\`adl\`ag instead of…
We show the existance of the stationary distributions of subcritical multitype Galton-Watson processes without any conditions on the mean matrix of the offspring distributions. Some additional properties of the stationary distribution are…
We prove weighted and vector-valued variational estimates for ergodic averages on $\mathbb{R}^d$. The weighted square function estimate relating ergodic averages to the dyadic martingale is obtained using an $\ell^r$ version of a reverse…
This paper proposes a gravitodynamic theory because there are similarities between gravitational theory and electrodynamics. Based on Einstein's principle of equivalence, two coordinate conditions are proposed into the four-dimensional line…
Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made…
We classify vertex operator algebras (VOAs) of OZ-type generated by Ising vectors of $\sigma$-type. As a consequence of the classification, we also prove that such VOAs are simple, rational, $C_2$-cofinite and unitary, that is, they have…
The gravitational analog of the electromagnetic Poynting vector is constructed using the field equations of general relativity in the Hilbert gauge. It is found that when the gravitational Poynting vector is applied to the solution of the…
In this paper, we study Noether gauge symmetries of geodesic motion for geodesic Lagrangian of four classes of metrics of G\"{o}del-type spacetimes for which we calculated the Noether gauge symmetries for all classes I-IV, and find the…
The class of evolving groups is defined and investigated, as well as their connections to examples in the field of Galois cohomology. Evolving groups are proved to be Sylow Tower groups in a rather strong sense. In addition, evolving groups…