相关论文: A tree approach to $p$-variation and to integratio…
We construct measures invariant with respect to equivalence relations which are graphed by horospheric products of trees. The construction is based on using conformal systems of boundary measures on treed equivalence relations. The…
Fractal structure of shortest paths depends strongly on interresidue interaction cutoff distance. The dimensionality of shortest paths is calculated as a function of interaction cutoff distance. Shortest paths are self similar with a…
We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…
We present an algorithm for learning decision trees using stochastic gradient information as the source of supervision. In contrast to previous approaches to gradient-based tree learning, our method operates in the incremental learning…
We study the size properties of a general model of fractal sets that are based on a tree-indexed family of random compacts and a tree-indexed Markov chain. These fractals may be regarded as a generalization of those resulting from the…
In the mating-of-trees approach to Schramm-Loewner evolution (SLE) and Liouville quantum gravity (LQG), it is natural to consider two pairs of correlated Brownian motions coupled together. This arises in the scaling limit of…
We consider the problem of estimating the roughness of the volatility process in a stochastic volatility model that arises as a nonlinear function of fractional Brownian motion with drift. To this end, we introduce a new estimator that…
We consider a Galton-Watson tree where each node is marked independently of each others with a probability depending on itsout-degree. Using a penalization method, we exhibit new martingales where the number of marks up to level n -- 1…
A general method to construct recombinant tree approximations for stochastic volatility models is developed and applied to the Heston model for stock price dynamics. In this application, the resulting approximation is a four tuple Markov…
We develop a general framework for pathwise stochastic integration that extends F\"ollmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of It\^o, Stratonovich,…
Learning how to figure out sharp $L^p$-estimates of nonlinear differential expressions, to prove and use them, is a fundamental part of the development of PDEs and Geometric Function Theory (GFT). Our survey presents, among what is known to…
This paper develops an It\^o-type fractional pathwise integration theory for fractional Brownian motion with Hurst parameters \( H \in (\frac{1}{3}, \frac{1}{2}] \), using the Lyons' rough path framework. This approach is designed to fill…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
The output of a machine learning algorithm can usually be represented by one or more multivariate functions of its input variables. Knowing the global properties of such functions can help in understanding the system that produced the data…
Rough paths techniques give the ability to define solutions of stochastic differential equations driven by signals $X$ which are not semimartingales and whose $p$-variation is finite only for large values of $p$. In this context, rough…
Any function can be constructed using a hierarchy of simpler functions through compositions. Such a hierarchy can be characterized by a binary rooted tree. Each node of this tree is associated with a function which takes as inputs two…
The concept of the $p^{\text{th}}$ variation of a continuous function $f$ along a refining sequence of partitions is the key to a pathwise It\^o integration theory with integrator $f$. Here, we analyze the $p^{\text{th}}$ variation of a…
We analyze dynamic random network models where younger vertices connect to older ones with probabilities proportional to their degrees as well as a propensity kernel governed by their attribute types. Using stochastic approximation…
We study three different kinds of embeddings of tree patterns: weakly-injective, ancestor-preserving, and lca-preserving. While each of them is often referred to as injective embedding, they form a proper hierarchy and their computational…