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Invariant manifolds with boundary for jump-diffusions

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Term Structure Models Driven by Wiener Process and Poisson Measures: Existence and Positivity

Damir Filipovic

In the spirit of Bjork-DiMasi-Kabanov-Runggaldier, we investigate term structure models driven by Wiener process and Poisson measures with forward curve dependent volatilities. This includes a full existence and uniqueness proof for the corresponding Heath ...

2010

Infinite dimensional geodesic flows and the universal Teichmüller space

François Gay-Balmaz

The subject of this thesis lies in the intersection of differential geometry and functional analysis, a domain usually called global analysis. A central object in this work is the group Ds(M) of all orientation preserving diffeomorphisms of a compact manif ...

EPFL2009

Percolation in the signal to interference ratio graph

Patrick Thiran, Nicolas Macris, Olivier Dousse

Continuum percolation models in which pairs of points of a two-dimensional Poisson point process are connected if they are within some range to each other have been extensively studied. This paper considers a variation in which a connection between two poi ...

2006

Percolation in the signal to interference ratio graph

Patrick Thiran, Nicolas Macris, Olivier Dousse

2005

A new spectral problem in fluid-structure interaction with transpiration

The aim of this Note is to provide a rigorous mathematical treatment of a new spectral problem, coming from a linear stability analysis in fluid-structure interaction. This eigenproblem involves the linearized incompressible Navier-Stokes equations coupled ...

2002

Invariant Manifolds for Weak Solutions to Stochastic Equations

Damir Filipovic

Viability and invariance problems related to a stochastic equation in a Hilbert space H are studied. Finite dimensional invariant C2 submanifolds of H are characterized. We derive Nagumo type conditions and prove a regularity result: Any weak solution, whi ...

2000

Quantum states of topologically massive electrodynamics and gravity

Claudio Scrucca

The free quantum states of topologically massive electrodynamics and gravity in 2+1 dimensions are found explicitly. It is shown that in both theories the states are described by infrared-regular polarization tensors containing a regularization phase which ...

1996

Geometrical and mathematical aspects of the adiabatic theorem of quantum mechanics

This work is devoted to rigorous results about the adiabatic theorem of quantum mechanics. This theorem deals with the time dependent Schrödinger equation when the hamiltonian is a slowly varying function of time, characterizing the so-called adiabatic reg ...

EPFL1992

Self-adjoint square roots of positive self-adjoint bounded linear operators

Charles Stuart

A corollary of the main theorem presented in this note is a generalisation of the well-known result that a self-adjoint square root of a positive self-adjoint compact linear map in a Hilbert space is itself a compact linear map. The method used here exploi ...

1972