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math.DS2023
Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems
F. Lillo, G. Livieri, S. Marmi +2
We investigate and prove the mathematical properties of a general class of one-dimensional unimodal smooth maps perturbed with a heteroscedastic noise. Specifically, we investigate…
math.DS2016
On isomorphism problem for von Neumann flows with one discontinuity
Adam Kanigowski, Anton V. Solomko
A von Neumann flow is a special flow over an irrational rotation of the circle and under a piecewise roof function with a non-zero sum of jumps. We prove that the absolute va…
math.DS2014
Simple mixing actions with uncountably many prime factors
Alexandre I. Danilenko, Anton V. Solomko
Via (C,F)-construction we produce a 2-fold simple mixing transformation which has uncountably many non-trivial proper factors and all of them are prime.