相关论文: Martingales on manifolds with time-dependent conne…
In this paper we introduce the concept of conic martingales}. This class refers to stochastic processes having the martingale property, but that evolve within given (possibly time-dependent) boundaries. We first review some results about…
Martingales with jumps on Riemannian manifolds and harmonic maps with respect to Markov processes are discussed in this paper. Discontinuous martingales on manifolds were introduced in Picard (1991). We obtain results about the convergence…
Time-dependent structures often appear in differential geometry, particularly in the study of non-autonomous differential equations on manifolds. One may study the geodesics associated with a time-dependent Riemannian metric by extremizing…
We review the theory of martingales as applied to stochastic thermodynamics and stochastic processes in physics more generally.
Contact geometry allows to describe some thermodynamic and dissipative systems. In this paper we introduce a new geometric structure in order to describe time-dependent contact systems: cocontact manifolds. Within this setting we develop…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
In this paper we aim at presenting a concise but also comprehensive study of time-dependent (tdependent) Hamiltonian dynamics on a locally conformal symplectic (lcs) manifold. We present a generalized geometric theory of canonical…
We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities…
We consider a class of martingales on Cartan-Hadamard manifolds that includes Brownian motion on a minimal submanifold. We give sufficient conditions for such martingales to be transient, extending previous results on the transience of…
We study the applicability of the time-dependent variational principle in matrix product state manifolds for the long time description of quantum interacting systems. By studying integrable and nonintegrable systems for which the long time…
A description of time-dependent Mechanics in terms of Lagrangian submanifolds of Dirac manifolds (in particular, presymplectic and Poisson manifolds) is presented. Two new Tulczyjew triples are discussed. The first one is adapted to the…
Many complex structures and stochastic patterns emerge from simple kinetic rules and local interactions, and are governed by scale invariance properties in combination with effects of the global geometry. We consider systems that can be…
The purpose of this paper is twofold. First, we introduce the notion of a $\Gamma$-martingale on a Euclidean manifold with a boundary (i.e., the closure of an open connected domain in R d ), we provide its equivalent characterization…
The usual formulations of time-dependent mechanics start from a given splitting $Y=R\times M$ of the coordinate bundle $Y\to R$. From physical viewpoint, this splitting means that a reference frame has been chosen. Obviously, such a…
Given a random time, we characterize the set of martingales for which the stopping theorems still hold. We also investigate how the stopping theorems are modified when we consider arbitrary random times. To this end, we introduce some…
We introduce a class of time dependent random fields on compact Riemannian monifolds. These are represented by time-changed Brownian motions. These processes are time-changed diffusion, or the stochastic solution to the equation involving…
Invariance times are stopping times $\tau$ such that local martingales with respect to some reduced filtration and an equivalently changed probability measure, stopped before $\tau$ , are local martingales with respect to the original model…
The martingale expansion provides a refined approximation to the marginal distributions of martingales beyond the normal approximation implied by the martingale central limit theorem. We develop a martingale expansion framework specifically…
The aim of this paper is to geometrize time dependent Lagrangian mechanics in a way that the framework of second order tangent bundles plays an essential role. To this end, we first introduce the concepts of time dependent connections and…
This work is concerned with the theory of initial and progressive enlargements of a reference filtration F with a random time {\tau}. We provide, under an equivalence assumption, slightly stronger than the absolute continuity assumption of…