相关论文: On Uniformly Subelliptic Operators and Stochastic …

Analytical (rational) mechanics is the mathematical structure of Newtonian deterministic dynamics developed by D'Alembert, Langrange, Hamilton, Jacobi, and many other luminaries of applied mathematics. Diffusion as a stochastic process of…

We prove a homological stability theorem for families of discrete groups (e.g. mapping class groups, automorphism groups of free groups, braid groups) with coefficients in a sequence of irreducible algebraic representations of arithmetic…

Let $X$ be the branching particle diffusion corresponding to the operator $Lu+\beta (u^{2}-u)$ on $D\subseteq \mathbb{R}^{d}$ (where $\beta \geq 0$ and $\beta\not\equiv 0$). Let $\lambda_{c}$ denote the generalized principal eigenvalue for…

We show the existence and uniqueness of fundamental solution operators to Kolmo\-gorov-Fokker-Planck equations with rough (measurable) coefficients and local or integral diffusion on finite and infinite time strips. In the local case, that…

This paper provides a general framework for Stein's density method for multivariate continuous distributions. The approach associates to any probability density function a canonical operator and Stein class, as well as an infinite…

In this work we state and prove versions of some classical results, in the framework of functionals defined in the space of functions of bounded variation in $\mathbb{R}^N$. More precisely, we present versions of the Radial Lemma of…

We develop causality theory for upper semi-continuous distributions of cones over manifolds generalizing results from mathematical relativity in two directions: non-round cones and non-regular differentiability assumptions. We prove the…

We use simple sub-Riemannian techniques to prove that an arbitrary geometric p-rough path in the sense of Lyons (98) is the limit in sup-norm of a sequence of canonically lifted smooth paths, which are uniformly bounded in p-variation,…

Regularity theorems \`a la Avellaneda-Lin are an indispensable part of the modern quantitative theory of stochastic homogenization. While interior regularity results for random elliptic operators have been available for a while, on general…

The aim of this paper is to obtain convergence in mean in the uniform topology of piecewise linear approximations of Stochastic Differential Equations (SDEs) with $C^1$ drift and $C^2$ diffusion coefficients with uniformly bounded…

We consider decompositions of digraphs into edge-disjoint paths and describe their connection with the $n$-th Weyl algebra of differential operators. This approach gives a graph-theoretic combinatorial view of the normal ordering problem…

We survey a (nonlinear) Fredholm theory for a new class of ambient spaces called polyfolds, and develop the analytical foundations for some of the applications of the theory. The basic feature of these new spaces, which can be finite and…

Let $L_t:=\Delta_t+Z_t$ for a $C^{1,1}$-vector field $Z$ on a differential manifold $M$ with possible boundary $\partial M$, where $\Delta_t$ is the Laplacian induced by a time dependent metric $g_t$ differentiable in $t\in [0,T_c)$. We…

The group of diffeomorphisms commuting with an elliptic operator on a manifold is a compact Lie group under Compact-Open topology. In foliation theory, pseudogroup is introduced by Sacksteder. The pseudogroup of local transformations…

This article is concerned with the analysis of Dirac operators $D$ twisted by ramified Euclidean line bundles $(Z,\mathfrak{l})$-motivated by their relation with harmonic $\mathbf{Z}/2\mathbf{Z}$ spinors, which have appeared in various…

A new class of relativistic diffusions encompassing all the previously studied examples has recently been introduced by C. Chevalier and F. Debbasch, both in a heuristic and analytic way. A pathwise approach of these processes is proposed…

Stochastic Taylor expansions of the expectation of functionals applied to diffusion processes which are solutions of stochastic differential equation systems are introduced. Taylor formulas w.r.t. increments of the time are presented for…

We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

This work is a continuation and extension of the note published in the Russian Math Surveys 1997 n 6. For any pair of solutions of the spectral problem for the second order selfadjoint real Schrodinger Operator on the graph their Symplectic…

We describe Stochastic Loewner Evolution on arbitrary Riemann surfaces with boundary using Conformal Field Theory methods. We propose in particular a CFT construction for a probability measure on (clouded) paths, and check it against known…