相关论文: The It\\^o transform for a general class of pseudo…
Agreement of the probability current with the resolving paths requires a simplified forward equation for the (unique) Ito paths. Their increments are the most probable rather than expected ones, in accordance with an existing extremum…
In this paper we obtain an It\^o differential representation for a class of singular stochastic Volterra integral equations. As an application, we investigate the rate of convergence in the small time central limit theorem for the solution.
In this paper we provide an extension theorem for fractional powers of some pseudo-differential operators $P(D)$. These extensions yields realization of the fractional powers of some pseudo-differential operators in the spirit of Caffarelli…
A new pseudodifferential calculus of Shubin type is introduced. The calculus contains operators depending on a non negative real parameter as well as operators independent of the parameter. Resolvents of Shubin type pseudodifferential…
We study exhaustively the solution-generating transformations (dualities) that occur in the context of the low-energy effective action of superstring theory. We first consider target-space duality (``T duality'') transformations in absence…
We classify all subgroups of $SO(3)$ that are generated by two elements, each a rotation of finite order, about axes separated by an angle that is a rational multiple of $\pi$. In all cases we give a presentation of the subgroup. In most…
A quasi-automatic semigroup is defined by a finite set of generators, a rational (regular) set of representatives, such that if a is a generator or neutral, then the graph of right multiplication by a on the set of representatives is a…
We propose a stochastic representation for a simple class of transport PDEs based on Ito representations. We detail an algorithm using an estimator stemming for the representation that, unlike regularization by noise estimators, is…
This paper is the first part of a two-paper series whose aim is to give a thorough account on Connes' pseudodifferential calculus on noncommutative tori. This pseudodifferential calculus has been used in numerous recent papers, but a…
In this short note, we prove a formula for the group inverse of a block matrix and consider the pseudo principal pivot transform expressed in terms of group inverses. Extensions of the usual principal pivot transform, where the usual…
We study some classes of pseudo-differential operators with symbols $a$ admitting anisotropic exponential growth at infinity and we prove mapping properties for these operators on Gelfand-Shilov spaces of type S. Moreover, we deduce…
We present an elementary treatment of the Optional Decomposition Theorem for continuous semimartingales and general filtrations. This treatment does not assume the existence of equivalent local martingale measure(s), only that of strictly…
We deduce one-parameter group properties for pseudo-differential operators $\operatorname{Op} (a)$, where $a$ belongs to the class $\Gamma ^{(\omega _0)}_*$ of certain Gevrey symbols. We use this to show that there are pseudo-differential…
In some previous papers we have defined and studied a 'magnetic' pseudodifferential calculus as a gauge covariant generalization of the Weyl calculus when a magnetic field is present. In this paper we extend the standard Fourier Integral…
We describe the general qualitative behaviour of the resolvent norm for a very wide class of non-self-adjoint Schroedinger operators in the semi-classical regime, as the spectral parameter varies over the complex plane.
Pairwise non isomorphic semigroups obtained from the semigroup PT_n of all partial transformations by the deformed multiplication proposed by Ljapin are classified.
In this paper we introduce a stochastic integral with respect to the solution X of the fractional heat equation on [0,1], interpreted as a divergence operator. This allows to use the techniques of the Malliavin calculus in order to…
For operators $A$, it is sometimes possible to define $e^{At}$ as an operator in and of itself provided it meets certain regularity conditions. Like $e^{\lambda x}$ for ODEs, this operator is useful for solving PDEs involving the operator…
We define strongly continuous max-additive and max-plus linear operator semigroups and study their main properties. We present some important examples of such semigroups coming from non-linear evolution equations.
Term-forming operators (tfos), like iota- or epsilon-operator, are technical devices applied to build complex terms in formal languages. Although they are very useful in practice their theory is not well developed. In the paper we provide a…