Quijotic Research
(Id − 𝔼) = δ Π D
Stochastic calculus as operator factorization.
From adjoint identities to information limits.
Founded by Ramiro Fontes · New York

Research Papers
The Operator Derivative Program
A unified framework in which the operator derivative D = δ*, defined by duality with the stochastic integral, separates representation from calculus and exposes representability obstructions across Gaussian, Banach/stable-Lévy, financial, and AI-facing applications.
PAPER I
The Operator Derivative in Continuous Stochastic Calculus: A Hilbert Energy Space Framework
Defines D = δ* via adjoint identity. Clark-Ocone, variance identity, and chain rule follow from duality alone. The representer rigidity theorem — deterministic representers force deterministic volatility — is the genuinely non-Malliavin headline result.
PAPER II-A
The One-Parameter Banach Factorization for Stable Lévy Processes: Representability Obstructions and Leibniz Defects
Extends the operator-adjoint framework to stable Lévy integrals in Banach spaces. The one-parameter integral δL(u) = ∫ u dL only sees jump kernels of the form h(t,z) = utz, producing a representability obstruction for nonlinear jump-size functionals. The Lean formalization verifies the abstract Banach-adjoint, factorization, obstruction, and Leibniz-defect structure.
PAPER II-B
ν-Regular Representations and Singular Obstructions in Stable Lévy Lp Calculus
Continues the stable Lévy analysis at the two-parameter compensated-Poisson level. The paper separates ν-regular compensated-Poisson integrands from ν-singular stable-integral terms, showing why a single Lp(ν)-regular representation space cannot contain the stable identity integrand h(t,z) = z. The Itô formula naturally splits into a singular stable-integral term, a regular jump-defect martingale, and a compensator fluctuation.
PAPER III
The Boundary of Hedgeability: Pricing and Hedging in Volterra-Lévy Markets
First application: mathematical finance. The kernel-weighted Leibniz defect equals the structurally unhedgeable risk in markets with memory and jumps. The VRNC (Volterra Risk-Neutral Constraint) governs pricing. Formally verified in Lean 4 (zero sorry, zero axioms).
PAPER IV
Temporal Memory for Language Models
First AI-facing application: temporal memory for frozen language models. The model weights remain fixed; adaptation occurs through an external memory state. The paper studies a normalize–route–rerank architecture for persistent memory, comparing exponential, power-law, finite-mixture, and fractional/Mittag-Leffler temporal selectors across synthetic, MiniLM, matched-scale, contrastive TempLAMA-style, and structured decoder tests.
PAPER V
Scores and Markov Auxiliary Reverse Sampling for Type II Fractional Brownian Noising: An Operator-Derivative Framework
First operator-derivative score formula for non-Markov noising. The Type II fBM-driven forward has an explicit Tweedie-type score with the intrinsic bracket ‖Π D Xt2 as denominator, and a Markov auxiliary reverse sampler whose one-time marginals match. Identifies the K → ∞ GFDM limit at the level of kernels, variances, and pointwise scores — without asserting path-space reversal of fBM.

Formal Verification
Lean 4 Formalizations
The algebraic spine of the program is formally verified in the Lean 4 proof assistant. Zero sorry. Each formalization carries exactly one stochastic analysis input as a structure field; all downstream results are proved as theorems.
-- The operator factorization identity
theorem factorization_identity
  (F : HilbertEnergySpace.Element) :
  (Id - expect) F = divergence (proj (D F)) :=
  adjoint_identity F ▸ rfl

-- Zero sorry.

About
Ramiro Fontes
Mathematician and quantitative researcher. PhD in mathematics (Kent State University). Director of quantitative risk at a major financial institution. The research program originated from a 2010 dissertation on stochastic differentiation theory and returned to active development in 2025.

Research

Research program spanning stochastic calculus, operator theory, stable Lévy processes, mathematical finance, and AI memory, with accompanying Lean formalizations and computational artifacts.

Quijotic Research

Independent research entity. The name comes from the impossible-seeming quality of the problems — and the stubbornness required to pursue them.

Contact

ramirofontes@gmail.com
New York, NY