Related papers: No Zero Divisor for Wick Product in $(S)^{\ast}$}
We study the problem of denoising when only the noise level is known, not the noise distribution. Independent noise $Z$ corrupts a signal $X$, yielding the observation $Y = X + \sigma Z$ with known $\sigma \in (0,1)$. We propose…
We prove that the Dean-Kawasaki-type stochastic partial differential equation $$\partial \rho= \nabla\cdot (\sqrt{\rho\,}\, \xi) + \nabla\cdot \left(\rho\, H(\rho)\right)$$ with vector-valued space-time white noise $\xi$, does not admit…
A well known result on pseudodifferential operators states that the noncommutative residue (Wodzicki residue) of a pseudodifferential projection vanishes. This statement is non-local and implies the regularity of the eta invariant at zero…
Given a Gaussian stationary increment processes with spectral density, we show that a Wick-Ito integral with respect to this process can be naturally obtained using Hida's white noise space theory. We use the Bochner-Minlos theorem to…
We extend to the multidimensional case a Wong-Zakai-type theorem proved by Hu and {\O}ksendal in [7] for scalar quasi-linear It\^o stochastic differential equations (SDEs). More precisely, with the aim of approximating the solution of a…
We prove the existence, uniqueness, and comparison of solutions for a nonlinear stochastic parabolic partial differential equation that includes the Solar variability in terms of a multiplicative Wiener cylindrical noise in the term of the…
Conventional score-based diffusion models (DMs) may struggle with anisotropic Gaussian diffusion processes due to the required inversion of covariance matrices in the denoising score matching training objective…
It has been known for a while that a nonlinear equation driven by singular noise must be interpreted in the re-normalized, or Wick, form. For the stochastic Burgers equation, Wick nonlinearity forces the solution to be a generalized process…
The energy representation of a gauge group on a Riemannian manifold has been discussed by several authors. Y. Shimada has shown the irreducibility for compact Riemannian manifold, using white noise analysis. In this paper we extend its…
We prove asymptotic equivalence of nonparametric additive regression and an appropriate Gaussian white noise experiment in which a multidimensional shifted Wiener process is observed, whose dimension equals the number of additive…
The celebrated Hudson theorem states that the Gaussian functions in $\mathbb{R}^d$ are the only functions whose Wigner distribution is everywhere positive. Motivated by quantum information theory, D. Gross proved an analogous result on the…
In this article we construct a large class of interacting Euclidean quantum field theories, over a p-adic space time, by using white noise calculus. We introduce p-adic versions of the Kondratiev and Hida spaces in order to use the Wick…
We study distribution-free property testing and learning problems where the unknown probability distribution is a product distribution over $\mathbb{R}^d$. For many important classes of functions, such as intersections of halfspaces,…
The covariance for clean data given a noisy observation is an important quantity in many training-free guided generation methods for diffusion models. Current methods require heavy test-time computation, altering the standard diffusion…
White noise is a fundamental and fairly well understood stochastic process that conforms the conceptual basis for many other processes, as well as for the modeling of time series. Here we push a fresh perspective toward white noise that,…
We study existence and uniqueness of a variational solution in terms of stochastic variational inequalities (SVI) to stochastic nonlinear diffusion equations with a highly singular diffusivity term and multiplicative Stratonovich…
The Bayesian approach to inverse problems is of paramount importance in quantifying uncertainty about the input to and the state of a system of interest given noisy observations. Herein we consider the forward problem of the forced 2D…
This paper identifies certain interesting mathematical problems of stochastic quantization type in the modeling of Laser propagation through turbulent media. In some of the typical physical contexts the problem reduces to stochastic…
It is shown that if a probability measure $\nu$ is supported on a closed subset of $(0,\infty)$, that is, its support is bounded away from zero, then the free multiplicative convolution of $\nu$ and the semicircle law is absolutely…
In this paper we construct a framework for doing statistical inference for discretely observed stochastic differential equations (SDEs) where the driving noise has 'memory'. Classical SDE models for inference assume the driving noise to be…