相关论文: Martingales on manifolds with time-dependent conne…

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

In this paper we present the time-dependent generalization of an 'ordinary' autonomous human musculo-skeletal biomechanics. We start with the configuration manifold of human body, given as a set of its all active degrees of freedom (DOF).…

We develop a functional-analytical machinery for studying the quadratic regulator problem arising from spectra perturbations of infinite-dimensional dynamical systems. In particular, we are interested in applications to inertial manifolds…

Lions and Musiela (2007) give sufficient conditions to verify when a stochastic exponential of a continuous local martingale is a martingale or a uniformly integrable martingale. Blei and Engelbert (2009) and Mijatovi\'c and Urusov (2012c)…

In this article, we investigate sequences of discontinuous martingales on submanifolds of higher-dimensional Euclidean space. Those sequences naturally arise when we deal with a sequence of harmonic maps with respect to non-local Dirichlet…

Classical non-relativistic mechanics in a general setting of time-dependent transformations and reference frame changes is formulated in the terms of fibre bundles over the time-axis R. Connections on fibre bundles are the main ingredient…

We introduce new pseudo-metrics on spaces of Lagrangian submanifolds of a symplectic manifold $(M,\omega)$ by considering areas associated to projecting Lagrangian cobordisms in $\mathbb{C} \times M$ to the "time-energy plane" $\mathbb{C}$.…

In a preceding article, we have studied a generalization of the problem of finding a martingale on a manifold whose terminal value is known. This article completes the results obtained in the first article by providing uniqueness and…

We show that, under certain smoothness conditions, a Brownian martingale at a fixed time can be represented as an exponential of its value at a later time. The time-dependent generator of this exponential operator is equal to one half times…

We characterize weakly harmonic maps with respect to non-local Dirichlet forms by Markov processes and martingales. In particular, we can obtain discontinuous martingales on Riemannian manifolds from the image of symmetric stable processes…

Some classes of increment martingales, and the corresponding localized classes, are studied. An increment martingale is indexed by the real line and its increment processes are martingales. We focus primarily on the behavior as time goes to…

Marginal structural models were introduced in order to provide estimates of causal effects from interventions based on observational studies in epidemiological research. The key point is that this can be understood in terms of Girsanov's…

Poincar\'e recognized that phase portraits are mainly structured around fixed points. Nevertheless, the knowledge of fixed points and their properties is not sufficient to determine the whole structure of chaotic attractors. In order to…

In this study, firstly, the k-th order extension of complex product manifold is consid- ered. Then the higher order vertical, complete lifts of geometric structures on product manifold to its extended spaces are given. Also higher order…

We prove the Martingale Convergence Theorem by using the work of L. Dubins and I. Monroe about embedding a given discrete-time martingale in the sample paths of a Brownian motion.

In [2] the notion of stickiness for stochastic processes was introduced. It was also shown that stickiness implies absense of arbitrage in a market with proportional transaction costs. In this paper, we investigate the notion of stickiness…

We introduce a transform on the class of stochastic exponentials for d-dimensional Brownian motions. Each stochastic exponential generates another stochastic exponential under the transform. The new exponential process is often merely a…

In the copula-based approach to univariate time series modeling, the finite dimensional temporal dependence of a stationary time series is captured by a copula. Recent studies investigate how copula-based time series models can be…

Let the process Y(t) be a Skorohod integral process with respect to Brownian motion. We use a recent result by Tudor (2004), to prove that Y(t) can be represented as the limit of linear combinations of processes that are products of forward…

This paper is about statistical properties of quasistatic dynamical systems. These are a class of non-stationary systems that model situations where the dynamics change very slowly over time due to external influence. We focus on the case…