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Pricing and hedging exotic options using local stochastic volatility models drew a serious attention within the last decade, and nowadays became almost a standard approach to this problem. In this paper we show how this framework could be…

We construct height functions defined stochastically on projective varieties equipped with endomorphisms, and we prove that these functions satisfy analogs of the usual properties of canonical heights. Moreover, we give a dynamical…

We derive a simple sufficient criterion for the locality of correlations obtained from given measurements on a Gaussian quantum state. The criterion is based on the construction of a local-hidden-variable model which works by passing part…

We derive exact formulas for the expectation value of local observables in a one-dimensional gas of bosons with point-wise repulsive interactions (Lieb-Liniger model). Starting from a recently conjectured expression for the expectation…

We consider the problem of correlation functions in the stationary states of one-dimensional stochastic models having conformal invariance. If one considers the space dependence of the correlators, the novel aspect is that although one…

In this work we apply a local quantum field theory approach in order to analyse the connection between real-time observables and Euclidean thermal correlation functions. In particular, using data generated from the functional…

We introduce a new perspective on positive continuous additive functionals (PCAFs) of Markov processes, which we call space--time occupation measures (STOMs). This notion provides a natural generalization of classical occupation times and…

Latent-variable energy-based models (LVEBMs) assign a single normalized energy to joint pairs of observed data and latent variables, offering expressive generative modeling while capturing hidden structure. We recast maximum-likelihood…

An efficient pseudo-spectral numerical method is introduced for calculating a self-consistent field (SCF) approximation for the linear susceptibility of ordered phases in block copolymer melts (sometimes referred to as the random phase…

Interfacial phenomena associated with fluid adsorption in two dimensional systems has recently been shown to exhibit hidden symmetries, or covariances, which precisely relate local adsorption properties in different confining geometries. We…

On a smooth projective threefold, we construct an essentially surjective functor $\mathcal{F}$ from a category of two-term complexes to a category of quotients of coherent sheaves, and describe the fibers of this functor. Under a coprime…

Classical solvable stochastic volatility models (SVM) use a CEV process for instantaneous variance where the CEV parameter $\gamma$ takes just few values: 0 - the Ornstein-Uhlenbeck process, 1/2 - the Heston (or square root) process, 1-…

This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a…

We introduce $\infty$-dimensional versions of three common models of random hetero-polymers, in which both the polymer density and the density of the polymer-solvent mixture are finite. These solvable models give valuable insight into the…

We formulate the dual fermion approach to strongly correlated electronic systems in terms of the lattice and dual effective interactions, obtained by using the covariation splitting formula. This allows us to consider the effect of…

We develop a lattice Boltzmann (LB) model for immiscible two-phase flow simulations with central moments (CMs). This successfully combines a three-dimensional nonorthogonal CM-based LB scheme [A. De Rosis, Phys. Rev. E 95, 013310 (2017)]…

We consider a non-integrable model for interacting dimers on the two-dimensional square lattice. Configurations are perfect matchings of $\mathbb Z^2$, i.e. subsets of edges such that each vertex is covered exactly once ("close-packing"…

Spontaneous collapse models aim to resolve the measurement problem in quantum mechanics by considering wave-function collapse as a physical process. We analyze how these models affect a decaying flavor-oscillating system whose evolution is…

We consider a stochastic volatility model where the moment generating function of the logarithmic price is finite only on part of the real line. Using a new Tauberian result obtained in [1] and [2], we show that the knowledge of the moment…

We consider eigenvalue problems in quantum mechanics in one dimension. Hamiltonians contain a class of double well potential terms, x^6 + \alpha x^2, for example . The space coordinate is continued to a complex plane and the connection…