相关论文: Martingales on manifolds with time-dependent conne…
We consider solutions of Lagrangian variational problems with linear constraints on the derivative. These solutions are given by curves $\gamma$ in a differentiable manifold $M$ that are everywhere tangent to a smooth distribution $\mathcal…
We study a one-parameter family of time-reversible Hamiltonian vector fields in $\mathbb{R}^4$, which has received great attention in the literature. On the one hand, it is due to the role it plays in the context of certain applications in…
In this paper, we present martingale decomposition on time scales. We establish the related backward stochastic dynamic equations on time scales (this paper BS$\nabla$E for short, concerning $\nabla$-integral on time scales) which unify…
Processes are often viewed as coalgebras, with the structure maps specifying the state transitions. In the simplest case, the state spaces are discrete, and the structure map simply takes each state to the next states. But the coalgebraic…
We study continuous processes indexed by a special family of graphs. Processes indexed by vertices of graphs are known as probabilistic graphical models. Burdzy and Pal in their paper proposed a continuous version of graphical models --…
It is known that the asymptotic invariant manifolds around an unstable periodic orbit in conservative systems can be represented by convergent series (Cherry 1926, Moser 1956, 1958, Giorgilli 2001). The unstable and stable manifolds…
I prove that every adapted Brownian bridge on a geodesically complete connected Riemannian manifold is a semimartingale including its terminal time, without any further assumptions on the geometry. In particular, it follows that every such…
Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a…
The purpose of this article is to present a result on the existence of Cauchy temporal functions invariant by the action of a compact group of conformal transformations in arbitrary globally hyperbolic manifolds. Moreover, the previous…
The paper studies processes defined on time domains structured as oriented spatial graphs (or metric graphs, or oriented branched 1-manifolds). This setting can be used, for example, for forecasting models involving branching scenarios. For…
This paper discusses the possibility to find and construct \textit{piecewise constant martingales}, that is, martingales with piecewise constant sample paths evolving in a connected subset of $\mathbb{R}$. After a brief review of standard…
A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…
It is commonly known that in Riemannian and sub-Riemannian Geometry, the metric tensor on a manifold defines a distance function. In Lorentzian Geometry, instead of a distance function it provides causal relations and the Lorentzian…
We develop Hamiltonian mechanics on Aristotelian manifolds, which lack local boost symmetry and admit absolute time and space structures. We construct invariant phase space dynamics, define free Hamiltonians, and establish a generalized…
We introduce an analytical approach that allows predictions and mechanistic insights into the dynamics of nonlinear oscillator networks with heterogeneous time delays. We demonstrate that time delays shape the spectrum of a matrix…
The purpose of the present work is twofold. First, we develop the theory of general self-similar growth-fragmentation processes by focusing on martingales which appear naturally in this setting and by recasting classical results for…
Time has entered the domain of topological phases in the field of non-Hermitian physics. Previous studies have relied on periodic modulation in time to make an intuitive connection to established spatial topological invariants, albeit with…
We provide a new proof for regularity of affine processes on general state spaces by methods from the theory of Markovian semimartingales. On the way to this result we also show that the definition of an affine process, namely as…
We introduce an elementary method for proving the absolute continuity of the time marginals of one-dimensional processes. It is based on a comparison between the Fourier transform of such time marginals with those of the one-step Euler…
We develop a new framework for the study of complex continuous time dynamical systems based on viewing them as collections of interacting control modules. This framework is inspired by and builds upon the groupoid formalism of Golubitsky,…