A Lie theoretic categorification of the coloured Jones polynomial

We use the machinery of categorified Jones-Wenzl projectors to construct a categorification of a type A Reshetikhin-Turaev invariant of oriented framed tangles where each strand is labelled by an arbitrary finite-dimensional representation. As a special case, we obtain a categorification of the coloured Jones polynomial of links.     

On the domain of fractional Laplacians and related generators of Feller processes

In this paper we study the domain of the generator of stable processes, stable-like processes and more general pseudo- and integro-differential operators which naturally arise both in analysis and as infinitesimal generators of Lévy- and Lévy-type (Feller) processes. In particular we obtain conditions on the symbol of the operator ensuring that certain (variable order) Hölder and Hölder–Zygmund spaces are in the domain. We use tools from probability theory to investigate the small-time asymptotics of the generalized moments of a Lévy or Lévy-type process ${(X_t)}_{t\ge 0}$,

$\underset{t\to 0}{\lim }?\frac{1}{t}({\mathbb{E}}^{x}f(X_t)?f(x)),x\in {\mathbb{R}}^d,$

for functions f which are not necessarily bounded or differentiable. The pointwise limit exists for fixed $x\in {\mathbb{R}}^d$ if f satisfies a Hölder condition at x. Moreover, we give sufficient conditions which ensure that the limit exists uniformly in the space of continuous functions vanishing at infinity. As an application we prove that the domain of the generator of ${(X_t)}_{t\ge 0}$ contains certain Hölder spaces of variable order. Our results apply, in particular, to stable-like processes, relativistic stable-like processes, solutions of Lévy-driven SDEs and Lévy processes.     

The martingale problem for a class of nonlocal operators of diagonal type

We consider systems of stochastic differential equations of the form $$\begin{array}{c}\hfill d{X}_t^i=\sum _{j=1}^d{A}_{ij}\left(X_{t?}\right)d{Z}_t^j\end{array}$$ for $i=1,?,d$ with continuous, bounded and non‐degenerate coefficients. Here $Z_t^1,?,Z_t^d$ are independent one‐dimensional stable processes with ${\alpha }_1,?,{\alpha }_d\in (0,2)$. In this article we research on uniqueness of weak solutions to such systems by studying the corresponding martingale problem. We prove the uniqueness of weak solutions in the case of diagonal coefficient matrices.     

Regular characters of classical groups over complete discrete valuation rings

Let $\mathfrak{o}$ be a complete discrete valuation ring with finite residue field $\mathsf{k}$ of odd characteristic, and let G be a symplectic or special orthogonal group scheme over $\mathfrak{o}$. For any $?\in \mathbb{N}$ let $G^{?}$ denote the ?-th principal congruence subgroup of $\mathbf{G}(\mathfrak{o})$. An irreducible character of the group $\mathbf{G}(\mathfrak{o})$ is said to be regular if it is trivial on a subgroup $G^{?+1}$ for some ?, and if its restriction to $G^{?}/G^{?+1}?\mathrm{Lie}(\mathbf{G})(\mathsf{k})$ consists of characters of minimal $\mathbf{G}({\mathsf{k}}^{\mathrm{alg}})$-stabilizer dimension. In the present paper we consider the regular characters of such classical groups over $\mathfrak{o}$, and construct and enumerate all regular characters of $\mathbf{G}(\mathfrak{o})$, when the characteristic of $\mathsf{k}$ is greater than two. As a result, we compute the regular part of their representation zeta function.     

A dynamic free-entry oligopoly with sluggish entry and exit adjustments

We study a dynamic free-entry oligopoly with sluggish entry and exit of firms under general demand and cost functions. We show that the number of firms in a steady-state open-loop solution for a dynamic free-entry oligopoly is smaller than that at static equilibrium and that the number of firms in a steady-state memoryless closed-loop solution is larger than that in an open-loop solution.     

A bound on the Wasserstein-2 distance between linear combinations of independent random variables

We provide a bound on a distance between finitely supported elements and general elements of the unit sphere of ${?}^2\left({\mathbb{N}}^1\right)$. We use this bound to estimate the Wasserstein-2 distance between random variables represented by linear combinations of independent random variables. Our results are expressed in terms of a discrepancy measure related to Nourdin–Peccati’s Malliavin–Stein method. The main application is towards the computation of quantitative rates of convergence to elements of the second Wiener chaos. In particular, we explicit these rates for non-central asymptotic of sequences of quadratic forms and the behavior of the generalized Rosenblatt process at extreme critical exponent.     

Non parametric estimation of the diffusion coefficients of a diffusion with jumps

In this article, we consider a jump diffusion process ${\left(X_t\right)}_{t\ge 0}$, with drift function $b$, diffusion coefficient $\sigma$ and jump coefficient ${\xi }^2$. This process is observed at discrete times $t=0,\Delta ,\dots ,n\Delta$. The sampling interval $\Delta$ tends to 0 and the time interval $n\Delta$ tends to infinity. We assume that ${\left(X_t\right)}_{t\ge 0}$ is ergodic, strictly stationary and exponentially $\beta$-mixing. We use a penalized least-square approach to compute adaptive estimators of the functions ${\sigma }^2+{\xi }^2$ and ${\sigma }^2$. We provide bounds for the risks of the two estimators.     

Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels

We consider spatially extended systems of interacting nonlinear Hawkes processes modeling large systems of neurons placed in ${\mathbb{R}}^d$ and study the associated mean field limits. As the total number of neurons tends to infinity, we prove that the evolution of a typical neuron, attached to a given spatial position, can be described by a nonlinear limit differential equation driven by a Poisson random measure. The limit process is described by a neural field equation. As a consequence, we provide a rigorous derivation of the neural field equation based on a thorough mean field analysis.