相关论文: Martingales on manifolds with time-dependent conne…
Given a set-valued stochastic process $(V_t)_{t=0}^T$, we say that the martingale selection problem is solvable if there exists an adapted sequence of selectors $\xi_t\in V_t$, admitting an equivalent martingale measure. The aim of this…
We study an inverse problem of determining a time-dependent potential appearing in the wave equation in conformally transversally anisotropic manifolds of dimension three or higher. These are compact Riemannian manifolds with boundary that…
The Lagrangian derivatives of finite-time Lyapunov exponents and the corresponding characteristic directions are shown to satisfy time-asymptotic differential constraints in chaotic flows. The constraints are valid for any metric tensor,…
A characteristic feature of topological systems is the presence of robust gapless edge states. In this work the effect of time-dependent perturbations on the edge states is considered. Specifically we consider perturbations that can be…
We provide a general framework for the quantisation of light-matter theories with time-dependent holonomic constraints. Unless time dependence is present from the outset at the Lagrangian level, different gauges generally produce…
We develop a probabilistic characterisation of trajectorial expansion rates in non-autonomous stochastic dynamical systems that can be defined over a finite time interval and used for the subsequent uncertainty quantification in Lagrangian…
This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…
We propose a new weak convergence theorem for martingales, under gentler conditions than the usual convergence in probability of the sequence of associated quadratic variations. Its proof requires the combined use of Skorohod's…
By exploring a possible physical realisation of the geometric concept of noncommutative tangent bundle, we outline an axiomatic quantum picture of space as topological manifold and time as a count of its reconfiguration events.
We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of…
It is shown that under a certain condition on a semimartingale and a time-change, any stochastic integral driven by the time-changed semimartingale is a time-changed stochastic integral driven by the original semimartingale. As a direct…
Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and…
Let $M$ be a closed and connected manifold, $H:T^*M\times \mathbb{R} / \mathbb{Z} \to \mathbb{R}$ a Tonelli $1$-periodic Hamiltonian and $\mathcal{L} \subset T^*M$ a Lagrangian submanifold Hamiltonianly isotopic to the zero section. We…
The usual formulation of time-dependent mechanics implies a given splitting $Y=R\times M$ of an event space $Y$. This splitting, however, is broken by any time-dependent transformation, including transformations between inertial frames. The…
A parametric manifold is a manifold on which all tensor fields depend on an additional parameter, such as time, together with a parametric structure, namely a given (parametric) 1-form field. Such a manifold admits natural generalizations…
We study Bessel processes on Weyl chambers of types A and B on $\mathbb R^N$. Using elementary symmetric functions, we present several space-time-harmonic functions and thus martingales for these processes $(X_t)_{t\ge0}$ which are…
Consider $\mathbb{G}$ the progressive enlargement of a filtration $\mathbb{F}$ with a random time $\tau$. Assuming that, in $\mathbb{F}$, the martingale representation property holds, we examine conditions under which the martingale…
Lecture notes for a master-level mathematics course on martingales and stochastic calculus, held at the University of Orl\'eans, France. With corrected exercises. Contents: Discrete-time martingales, stopping times, convergence theorems.…
We derive inequalities for time-discrete and time-continuous martingales that are similar to the well-known Burkholder inequalities. For the time-discrete case arbitrary martingales in $L^p(\Omega)$ are treated, whereas in the…
In modern interdisciplinary research, manifold time series data have been garnering more attention. A critical question in analyzing such data is ``stationarity'', which reflects the underlying dynamic behavior and is crucial across various…