Related papers: No Zero Divisor for Wick Product in $(S)^{\ast}$}
In the first part of this paper I give the historical background to my initial interest in stochastic analysis and to the writing of my book Stochastic Differential Equations. The first edition of this book was published by Springer in…
In this paper, we develop a new general approach to the existence and uniqueness theory of infinite dimensional stochastic equations of the form dX+A(t)Xdt = XdW in (0;T)xH, where A(t) is a nonlinear monotone and demicontinuous operator…
This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in…
We present the expansion of the multifractional Brownian (mBm) local time in higher dimensions, in terms of Wick powers of white noises (or multiple Wiener integrals). If a suitable number of kernels is subtracted, they exist in the sense…
Let $\mathcal M$ be a separable factor. An operator $T$ in $\mathcal{M}$ is said to be irreducible in $\mathcal{M}$ if the von Neumann algebra $W^*(T)$ generated by $T$ is an irreducible subfactor of $\mathcal{M}$, i.e.,…
Testing for white noise has been well studied in the literature of econometrics and statistics. For most of the proposed test statistics, such as the well-known Box-Pierce's test statistic with fixed lag truncation number, the asymptotic…
We set up a general framework for Calder\'on projectors (and their generalization to non-compact manifolds), associated with complex Laplacians e.g. obtained by Wick rotation of a Lorentzian metric. In the analytic case, we use this to show…
We present a systematic approach for the semiclassical treatment of many-body dynamics of interacting, open spin systems. Our approach overcomes some of the shortcomings of the recently developed discrete truncated Wigner approximation…
The paper deals with the stochastic two-dimensional Navier-Stokes equation for incompressible fluids, set in a bounded domain with Dirichlet boundary conditions. We consider additive noise in the form $G\, dW$, where $W$ is a cylindrical…
We study the almost sure behavior of solutions of stochastic differential equations (SDEs) as time goes to zero. Our main general result establishes a functional law of the iterated logarithm (LIL) that applies in the setting of SDEs with…
Drawing on analogies with the commutative case, the Wilsonian picture of renormalization is developed for noncommutative scalar field theory. The dimensionful noncommutativity parameter, theta, induces several new features. Fixed-points are…
We consider Schr\"{o}dinger equations with real quadratic Hamiltonians, for which the Wigner distribution of the solution at a given time equals, up to a linear coordinate transformation, the Wigner distribution of the initial condition.…
In exterior calculus on smooth manifolds, the exterior derivative and wedge product are natural with respect to smooth maps between manifolds, that is, these operations commute with pullback. In discrete exterior calculus (DEC), simplicial…
We address the problem of image denoising in additive white noise without placing restrictive assumptions on its statistical distribution. In the recent literature, specific noise distributions have been considered and correspondingly,…
We show that a quantum particle in $\mathbb{R}^d$, for $d \geq 1$, subject to a white-noise potential, moves super-ballistically in the sense that the mean square displacement $\int \|x\|^2 \langle \rho(x,x,t) \rangle ~dx$ grows like…
Through a reformulation of the local limit theorem and law of small numbers, which is obtained by working in the spaces naturally associated to the limiting distributions, we discover a general and abstract framework for the investigation…
An Ito-Skorokhod bi-linear equation driven by infinitely many independent colored noises is considered in a normal triple of Hilbert spaces. The special feature of the equation is the appearance of the Wick product in the definition of the…
In this paper, the distribution dependent stochastic differential equation in a separable Hilbert space with a Dini continuous drift is investigated. The existence and uniqueness of weak and strong solutions are obtained. Moreover, some…
The Wheeler-DeWitt (WDW) equation is analyzed using two boundary proposals: the Hartle-Hawking no-boundary condition and tunneling condition. By compactifying the scale factor $a$ into $ x = a/(1+a) $, we reformulate the WDW equation to…
We prove the well posedness: global existence, uniqueness and regularity of the solutions, of a class of d-dimensional fractional stochastic active scalar equations. This class includes the stochastic, dD-quasi-geostrophic equation, $ d\geq…