Related papers: No Zero Divisor for Wick Product in $(S)^{\ast}$}
This paper deals with the consistency and a rate of convergence for a Nadaraya-Watson estimator of the drift function of a stochastic differential equation driven by an additive fractional noise. The results of this paper are obtained via…
This work, to be published in Transformation Groups in two parts, is devoted to the theory of nil-DAHA for the root system A_1 and its applications to symmetric and nonsymmetric (spinor) global q-Whittaker functions. These functions…
We investigate the mixing properties of solutions to the stochastic transport equation $d u= \circ d W \cdot\nabla u$, where the driving noise $W(t,x)$ is white in time, colored and divergence-free in space. Furthermore, we prove the…
A general scheme for analyzing reductions of Whitham hierarchies is presented. It is based on a method for determining the $S$-function by means of a system of first order partial differential equations. Compatibility systems of…
A generalisation of the narrow-width approximation (NWA) is formulated which allows for a consistent treatment of interference effects between nearly mass-degenerate particles in the factorisation of a more complicated process into…
In this work we introduce a novel stochastic algorithm dubbed SNIPS, which draws samples from the posterior distribution of any linear inverse problem, where the observation is assumed to be contaminated by additive white Gaussian noise.…
This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space G* of Potthoff-Timpel distributions. Sufficient conditions for integrability of generalized processes are given,…
Wick's theorem, known for yielding normal ordered from time-ordered bosonic fields may be generalized for a simple relationship between any two orderings that we define over canonical variables, in a broader sense than before. In this broad…
We study the stochastic Korteweg-de Vries equation (SKdV) with an additive space-time white noise forcing, posed on the one-dimensional torus. In particular, we construct global-in-time solutions to SKdV with spatial white noise initial…
The Wheeler-DeWitt equation arising from a Kantowski-Sachs model is considered for a Schwarzschild black hole under the assumption that the scale factors and the associated momenta satisfy a noncanonical noncommutative extension of the…
We establish the unique ergodicity of a fully discrete scheme for monotone SPDEs with polynomial growth drift and bounded diffusion coefficients driven by multiplicative white noise. The main ingredient of our method depends on the…
According to the `Cosmological Central Dogma', de Sitter space can be viewed as a quantum mechanical system with a finite number of degrees of freedom, set by the horizon area. We use this assumption together with the Wheeler-DeWitt (WDW)…
We consider the impact of additive Gaussian white noise on a supercritical pitchfork bifurcation in an unbounded domain. As an example we focus on the stochastic Swift-Hohenberg equation with polynomial nonlinearity. Here we identify the…
This paper establishes a version of Nevanlinna theory based on Askey-Wilson divided difference operator for meromorphic functions of finite logarithmic order in the complex plane $\mathbb{C}$. A second main theorem that we have derived…
This work concerns the direct and inverse potential problems for the stochastic diffusion equation driven by a multiplicative time-dependent white noise. The direct problem is to examine the well-posedness of the stochastic diffusion…
We approximate the solution of some linear systems of SDEs driven by a fractional Brownian motion $B^H$ with Hurst parameter $H\in(\frac{1}{2},1)$ in the Wick--It\^{o} sense, including a geometric fractional Brownian motion. To this end, we…
We make use of product integrals to provide an unambiguous mathematical representation of Wilson line and Wilson loop operators. Then, drawing upon various properties of product integrals, we discuss such properties of these operators as…
We introduce the uniqueness, existence, $L_p$-regularity, and maximal H\"older regularity of the solution to semilinear stochastic partial differential equation driven by a multiplicative space-time white noise: $$ u_t = au_{xx} + bu_{x} +…
Distinguishing cause and effect from bivariate observational data is a foundational problem in many disciplines, but challenging without additional assumptions. Additive noise models (ANMs) are widely used to enable sample-efficient…
In this work we consider the inverse problem of determining the properties of a Wigner function from the set of its zeros (the nodal set). The previous state of the art of the problem is Hudson's theorem, which shows that an empty nodal set…