Related papers: No Zero Divisor for Wick Product in $(S)^{\ast}$}
We study the zero-noise limit for autonomous, one-dimensional ordinary differential equations with discontinuous right-hand sides. Although the deterministic equation might have infinitely many solutions, we show, under rather general…
The aim of this paper is to analyse a WIS-stochastic differential equation driven by fractional Brownian motion with $H>\tfrac{1}{2}$. For this, we summarise the theory of fractional white noise and prove a fundamental $L^2$-estimate for…
In this work, the uncertainty associated with the finite element discretization error is modeled following the Bayesian paradigm. First, a continuous formulation is derived, where a Gaussian process prior over the solution space is updated…
Inspired by applications, we consider reaction-diffusion equations on $\mathbb{R}$ that are stochastically forced by a small multiplicative noise term that is white in time, coloured in space and invariant under translations. We show how…
We study the approximation of SPDEs on the whole real line near a change of stability via modulation or amplitude equations, which acts as a replacement for the lack of random invariant manifolds on extended domains. Due to the…
In this letter we discuss the analyticity properties of the Wilson-loop correlation functions relevant to the problem of soft high-energy scattering, directly at the level of the functional integral, in a genuinely nonperturbative way. The…
Recent years have seen the Kirkwood-Dirac (KD) distribution come to the forefront as a powerful quasi-probability distribution for analysing quantum mechanics. The KD distribution allows tools from statistics and probability theory to be…
We set up Wigner distributions for $N$ state quantum systems following a Dirac inspired approach. In contrast to much of the work on this case, requiring a $2N\times 2N$ phase space, particularly when $N$ is even, our approach is uniformly…
We present two linear relations between an arbitrary (real tempered second order) generalized stochastic process over $\mathbb{R}^{d}$ and White Noise processes over $\mathbb{R}^{d}$. The first is that any generalized stochastic process can…
We provide a general result for finding Stein operators for the product of two independent random variables whose Stein operators satisfy a certain assumption, extending a recent result of Gaunt, Mijoule and Swan \cite{gms18}. This…
This paper is a continuation of Ishitani and Kato (2015), in which we derived a continuous-time value function corresponding to an optimal execution problem with uncertain market impact as the limit of a discrete-time value function. Here,…
We construct a semiclassical expression for the Husimi function of autonomous systems in one degree of freedom, by smoothing with a Gaussian function an expression that captures the essential features of the Wigner function in the…
In this paper, we consider stochastic reaction-diffusion equations with super-linear drift on the real line $\mathbb{R}$ driven by space-time white noise. A Freidlin-Wentzell large deviation principle is established by a modified weak…
We investigate the transition semigroup of the solution to a stochastic evolution equation $dX(t) = AX(t)dt +dW_H(t)$, $t\ge 0,$ where $A$ is the generator of a $C_0$-semigroup $S$ on a separable real Banach space $E$ and $W_H$ is…
We show that if one drives the KPZ equation by the derivative of a space-time white noise smoothened out at scale $\varepsilon \ll 1$ and multiplied by $\varepsilon^{3/4}$ then, as $\varepsilon \to 0$, solutions converge to the Cole-Hopf…
Since the seminal work of Wiener, the chaos expansion has evolved to a powerful methodology for studying a broad range of stochastic differential equations. Yet its complexity for systems subject to the white noise remains significant. The…
Real-world data often violates the equal-variance assumption (homoscedasticity), making it essential to account for heteroscedastic noise in causal discovery. In this work, we explore heteroscedastic symmetric noise models (HSNMs), where…
Let $(W,S)$ be a finite Coxeter system with root system $R$ and with set of positive roots $R^+$. For $\alpha\in R$, $v,w\in W$, we denote by $\partial_\alpha$, $\partial_w$ and $\partial_{w/v}$ the divided difference operators and skew…
We study the Wheeler-DeWitt (WDW) equation close to the Big-Bang. We argue that an interaction dominated fluid (speed of sound equal to the speed of light), if present, would dominate during such an early phase. Such a fluid with…
The white noise approach to the investigation of the dynamics of a quantum particle interacting with a dilute and in general non-equilibrium gaseous environment in the low density limit is outlined. The low density limit is the kinetic…