On sequences of projections of the cubic lattice

In this paper we study sequences of lattices which are, up to similarity, projections of $\mathbb{Z}^{n+1}$ onto a hyperplane $\bm{v}^{\perp}$, with $\bm{v} \in \mathbb{Z}^{n+1}$ and converge to a target lattice $\Lambda$ which is equivalent to an integer lattice. We show a sufficient condition to construct sequences converging at rate $O(1/ |\bm{v}|^{2/n})$ and exhibit explicit constructions for some important families of lattices.Comment: 16 pages, 5 figure

Central limit theorems for additive functionals of ergodic Markov diffusions processes

We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evolution, they appear as diffusion limits in the asymptotic analysis of Fokker-Planck type equations. We focus on the square integrable framework, and we provide tractable conditions on the infinitesimal generator, including degenerate or anomalously slow diffusions. We take advantage on recent developments in the study of the trend to the equilibrium of ergodic diffusions. We discuss examples and formulate open problems

Quadratic BSDEs driven by a continuous martingale and application to utility maximization problem

In this paper, we study a class of quadratic Backward Stochastic Differential Equations (BSDEs) which arises naturally when studying the problem of utility maximization with portfolio constraints. We first establish existence and uniqueness results for such BSDEs and then, we give an application to the utility maximization problem. Three cases of utility functions will be discussed: the exponential, power and logarithmic ones