Reaction-boundary variance is a finite-scale Green cumulant of damped Abel response to long-memory order flow; calendar local vol is an activity projection admissible only under forward–backward adjoint consistency.
Diffusion equation and stochastic processes
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Reaction-boundary variance and adjoint-consistent local-volatility projection
Reaction-boundary variance is a finite-scale Green cumulant of damped Abel response to long-memory order flow; calendar local vol is an activity projection admissible only under forward–backward adjoint consistency.