相关论文: SLE with Jumps and Conformal Null Vectors

We consider a class of stochastic path-dependent volatility models where the stochastic volatility, whose square follows the Cox-Ingersoll-Ross model, is multiplied by a (leverage) function of the spot price, its running maximum, and time.…

We consider the construction of genus zero correlators of $SU(N)_k$ WZW models involving two Kac Moody primaries in the fundamental and two in the anti-fundamental representation from modular averaging of the contribution of the vacuum…

We consider the Carrollian limit of OPE blocks of scalar primaries, spin-1 currents and the stress tensor in 3-dimensional conformal field theory (CFT$_3$). We demonstrate that these OPE blocks decompose into OPE blocks of towers of…

A conformal restriction system is a commutative, associative, unital algebra equipped with a representation of the groupoid of univalent conformal maps on connected open sets of the Riemann sphere, and a family of linear functionals on…

Jumps and market microstructure noise are stylized features of high-frequency financial data. It is well known that they introduce bias in the estimation of volatility (including integrated and spot volatilities) of assets, and many methods…

In a previous article, we define "connectivity weights" to be functions with these two properties: 1) They solve the three conformal Ward identities of conformal field theory (CFT) and a system of $2N$ null-state differential equations…

Simulations of the self-avoiding walk (SAW) are performed in a half-plane and a cut-plane (the complex plane with the positive real axis removed) using the pivot algorithm. We test the conjecture of Lawler, Schramm and Werner that the…

We study the asymptotics for jump-penalized least squares regression aiming at approximating a regression function by piecewise constant functions. Besides conventional consistency and convergence rates of the estimates in $L^2([0,1))$ our…

Commensurate scale relations are perturbative QCD predictions which relate observable to observable at fixed relative scale, such as the "generalized Crewther relation", which connects the Bjorken and Gross-Llewellyn Smith deep inelastic…

Local stochastic volatility refers to a popular model class in applied mathematical finance that allows for "calibration-on-the-fly", typically via a particle method, derived from a formal McKean-Vlasov equation. Well-posedness of this…

Loss of trainability refers to a phenomenon in continual learning where parameter updates no longer make progress on the optimization objective, so accuracy stalls or degrades as the learning problem changes over time. In this paper, we…

Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…

We argue that conformal invariance is a common thread linking several scalar effective field theories that appear in the double copy and scattering equations. For a derivatively coupled scalar with a quartic ${\cal O}(p^4)$ vertex,…

In this paper, we investigate stochastic continuity (with respect to the initial value), irreducibility and non confluence property of the solutions of stochastic differential equations with jumps. The conditions we posed are weaker than…

We consider non-adiabatic flow of the fluid possessing dissipation in the form of shearing viscosity in electromagnetic field. The scalar functions (structure scalars) for charged plane symmetry are formulated and are related with the…

The aim of this paper is to study the asymptotic properties of the maximum likelihood estimator (MLE) of the drift coefficient for fractional stochastic heat equation driven by an additive space-time noise. We consider the traditional for…

We propose variants of Schramm-Loewner evolution (SLE) that are related to superconformal algebras following the group theoretical formulation of SLE, in which the relevant stochastic differential equation is derived from a random process…

Simple conformal loop ensembles (CLE) are a class of random collection of simple non-intersecting loops that are of particular interest in the study of conformally invariant systems. Among other things related to these CLEs, we prove the…

A Fourier analysis of parametric level dynamics for random matrices periodically depending on a phase is developed. We demonstrate both theoretically and numerically that under very general conditions the correlation $C(\varphi )$ of level…

The conjecture that the scaling limit of the two-dimensional self-avoiding walk (SAW) in a half plane is given by the stochastic Loewner evolution (SLE) with $\kappa=8/3$ leads to explicit predictions about the SAW. A remarkable feature of…