相关论文: Ito maps and analysis on path spaces

In the pathwise stochastic calculus framework, the paper deals with the general study of equations driven by an additive Gaussian noise, with a drift function having an infinite limit at point zero. An ergodic theorem and the convergence of…

We consider 5d $\mathcal{N}=1$ SU(2) super Yang-Mills theory on $X\times S^1$, with $X$ a closed smooth four-manifold. A partial topological twisting along $X$ renders the theory formally independent of the metric on $X$. The theory depends…

We consider multiple stochastic integrals with respect to c\`adl\`ag martingales, which approximate a cylindrical Wiener process. We define a chaos expansion, analogous to the case of multiple Wiener stochastic integrals, for these…

The Painleve expansion for the second Painleve equation (PII) and fourth Painleve equation (PIV) have two branches. The singular manifold method therefore requires two singular manifolds. The double singular manifold method is used to…

We investigate the invariant metrics and complex geodesics in the universal Teichm\"{u}ller space and Teichm\"{u}ller space of the punctured disk using Milin's coefficient inequalities. This technique allows us to establish that all…

In this paper, we show that the generating function for linear Hodge integrals over moduli spaces of stable maps to a nonsingular projective variety $X$ can be connected to the generating function for Gromov-Witten invariants of $X$ by a…

Parabolic integro-differential Kolmogorov equations with different space-dependent operators are considered in H\"{o}lder-type spaces defined by a scalable L\'{e}vy measure. Probabilistic representations are used to prove continuity of the…

This paper provides a large deviation principle for Non-Markovian, Brownian motion driven stochastic differential equations with random coefficients. Similar to Gao and Liu \cite{GL}, this extends the corresponding results collected in…

We develop an explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations using the notion of derivative with respect to measure introduced by Lions and discussed in \cite{cardaliaguet2013}. The drift coefficient is…

In this paper, we describe an explicit extension formula in sensitivity analysis regarding the Malliavin weight for jump-diffusion mean-field stochastic differential equations whose local Lipschitz drift coefficients are influenced by the…

The It{\^o} map assigns the solution of a Rough Differential Equation, a generalization of an Ordinary Differential Equation driven by an irregular path, when existence and uniqueness hold. By studying how a path is transformed through the…

In the present paper we obtain a new homological version of the implicit function theorem and some versions of the Darboux theorem. Such results are proved for continuous maps on topological manifolds. As a consequence, some versions of…

Some parts of stochastic analysis on curved spaces are revisted. A concise proof of the quasi-invariance of the Wiener measure on the path spaces over a Riemannian manifold is presented. The shifts are allowed to be in the Cameron-Martin…

We consider additive functionals as a time and space-dependent function of a diffusion corresponding to nonhomogeneous uniformly elliptic divergence form operator. We show that if the function belongs to natural domain of strong solutions…

We study strong existence and pathwise uniqueness for stochastic differential equations in $\RR^d$ with rough coefficients, and without assuming uniform ellipticity for the diffusion matrix. Our approach relies on direct quantitative…

For a Lie groupoid $G$, the differential forms on its nerve comprise a double complex. A natural question is if this statement extends to forms with values in a representation $V$ of $G$. In this paper, we research two types of covariant…

In this paper we aim at employing a compactness criterion of Da Prato, Malliavin, Nualart for square integrable Brownian functionals to construct unique strong solutions of SDE's under an integrability condition on the drift coefficient.…

We establish the Malliavin differentiability of McKean-Vlasov stochastic differential equations (MV-SDEs) with common noise under the global Lipschitz assumption in the space variable and the measure variable. Our result gives also meaning…

We develop a geometric version of the inverse problem of the calculus of variations for discrete mechanics and constrained discrete mechanics. The geometric approach consists of using suitable Lagrangian and isotropic submanifolds. We also…

(This is a report for the Proceedings of ``Journees Relativistes 1993'' written in September 1993. Containes a short description of the results published elsewhere in the joint paper with A. Ashtekar) Integral calculus on the space of gauge…