相关论文: Affine processes with compact state space
Decomposition of state spaces into dynamically different components is helpful for the understanding of dynamical behaviors of complex systems. A Conley type decomposition theorem is proved for nonautonomous dynamical systems defined on a…
Each semigroup describing the time evolution of an open quantum system on a finite dimensional Hilbert space is related to a special structure of this space. It is shown how the space can be decomposed into subspaces: One is related to…
We present an affine-intuitionistic system of types and effects which can be regarded as an extension of Barber-Plotkin Dual Intuitionistic Linear Logic to multi-threaded programs with effects. In the system, dynamically generated values…
We present an affine-intuitionistic system of types and effects which can be regarded as an extension of Barber-Plotkin Dual Intuitionistic Linear Logic to multi-threaded programs with effects. In the system, dynamically generated values…
In this paper we show that an affine space is determined by the abstract group structure of its group of regular automorphisms in the category of connected affine varieties. To prove this we study commutative subgroups of the group of…
We present a time change construction of affine processes with state-space $\mathbb{R}_+^m\times \mathbb{R}^n$. These processes were systematically studied in (Duffie, Filipovi\'c and Schachermayer, 2003) since they contain interesting…
Having in view some applications in nanophysics, in particular in nanophysics of materials, we develop new dynamical models of structured bodies with affine internal degrees of freedom. In particular, we construct some models where not only…
We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…
Consider a one-dimensional exclusion process with finite-range translation-invariant jump rates with non-zero drift. Let the process be stationary with product Bernoulli invariant distribution at density \rho. Place a second class particle…
We consider coupled diffusions in $n$-dimensional space and on a compact manifold and the resulting effective advective-diffusive motion on large scales in space. The effective drift (advection) and effective diffusion are determined as a…
We classify smooth surfaces whose higher cohomologies of i-forms for all i vanish. We show that if such a surface is not affine, then it has essentially two possibilities.
Suppose curves are moving by curvature in a plane, but one embeds the plane in $R^3$ and looks at the plane from an angle. Then circles shrinking to a round point would appear to be ellipses shrinking to an ``elliptical point,'' and the…
We classify affine varieties with an action of a connected, reductive algebraic group such that the group is isomorphic to an open orbit in the variety. This is accomplished by associating a set of one-parameter subgroups of the group to…
We propose a general framework for studying jump-diffusion systems driven by both Gaussian noise and a jump process with state-dependent intensity. Of particular natural interest are the jump locations: the system evaluated at the jump…
A branched affine structure on a compact topological surface with marked points is a complex affine structure outside the marked points. We give a proof of an unpublished foundational theorem of Veech, stating that any branched affine…
We endow the set of complements of a fixed subspace of a projective space with the structure of an affine space, and show that certain lines of such an affine space are affine reguli or cones over affine reguli. Moreover, we apply our…
We formalize the concepts of holomorphic affine and projective structures along the leaves of holomorphic foliations by curves on complex manifolds. We show that many foliations admit such structures, we provide local normal forms for them…
Fluid mixing usually involves the interplay between advection and diffusion, which together cause any initial distribution of passive scalar to homogenize and ultimately reach a uniform state. However, this scenario only holds when the…
Substructural type systems, such as affine (and linear) type systems, are type systems which impose restrictions on copying (and discarding) of variables, and they have found many applications in computer science, including quantum…
This paper demonstrates that the space of piecewise smooth functions can be well approximated by the space of functions defined by a set of simple (non-linear) operations on smooth uniform splines. The examples include bivariate functions…