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Applications of the quadratic covariation differentiation theory: variants of the Clark-Ocone and Stroock's formulas
the quadratic covariation differentiation theory the Clark-Ocone and Stroock's formulas
2010/11/11
In a 2006 article (\cite{A1}), Allouba gave his quadratic covariation differentiation theory for It\^o's integral calculus. He defined the derivative of a semimartingale with respect to a Brownian mo...
Geometric interpretation of simplicial formulas for the Chern-Simons invariant
Geometric interpretation simplicial formulas
2010/11/19
We give a direct interpretation of Neumann's combinatorial formula for the Chern-Simons invariant of a 3-manifold with a representation in PSL(2,C) whose restriction to the boundary takes values in u...