Related papers: An extension of Wiener integration with the use of…
The article is devoted to comparison of the Milstein expansion of iterated Stratonovich stochastic integrals with the method of expansion of iterated stochastic integrals based on generalized multiple Fourier series. We consider some…
We introduce a new class of unitary transformations based on the su(1,1) Lie algebra that generalizes, for certain particular representations of its generators, well-known squeezing transformations in quantum optics. To illustrate our…
In this note a general approach is suggested for comparison of operators. This is done by means of the Fourier transform of a measure. This approach is applied to comparison of approximation properties of various summability methods of the…
We consider positive, integral-preserving linear operators acting on $L^1$ space, known as stochastic operators or Markov operators. We show that, on finite-dimensional spaces, any stochastic operator can be approximated by a sequence of…
In this article, we collected more than thirty theorems on expansions of iterated Ito and Stratonovich stochastic integrals, which have been formulated and proved by the author in the period from 1997 to 2025. These theorems open up a new…
We study a (relativistic) Wiener process on a complexified (pseudo-)Riemannian manifold. Using Nelson's stochastic quantization procedure, we derive three equivalent descriptions for this problem. If the process has a purely real quadratic…
We propose a forward-backward splitting dynamical system for solving inclusion problems of the form $0\in A(x)+B(x)$ in Hilbert spaces, where $A$ is a maximal operator and $B$ is a single-valued operator. Involved operators are assumed to…
We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, namely those with bounded operators as well as the conservative stochastic Schr\"odinger equations, can be obtained - along the lines of the…
We aim to give a self-contained and detailed yet simplified account of the foundations of the theory of double operator integrals, in order to provide an accessible entry point to the theory. We make two new contributions to these…
This paper presents a novel generic asymptotic expansion formula of expectations of multidimensional Wiener functionals through a Malliavin calculus technique. The uniform estimate of the asymptotic expansion is shown under a weaker…
We introduce the Wick integral $\int_s^t p(X_u) \Diamond \mathrm{d} X_u$ for a class of stochastic processes $X$ which are not necessarily Gaussian, in the regime of bounded $2> q$-variation. The integral is defined for polynomial…
Path integral representations for generalized Schr\"odinger operators obtained under a class of Bernstein functions of the Laplacian are established. The one-to-one correspondence of Bernstein functions with L\'evy subordinators is used,…
We obtain new estimates for a class of oscillatory integral operators with folding canonical relations satisfying a curvature condition. The main lower bounds showing sharpness are proved using Kakeya set constructions. As a special case of…
In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of…
We present a numerical method for the approximation of solutions for the class of stochastic differential equations driven by Brownian motions which induce stochastic variation in fixed directions. This class of equations arises naturally…
The purpose of this paper is to establish the convergence in distribution of the normalized error in the Euler approximation scheme for stochastic Volterra equations driven by a standard Brownian motion, with a kernel of the form…
We prove an extension of the Ocone-Karatzas integral representation, valid for all $BV$ functions on the classical Wiener space. We establish also an elementary chain rule formula and combine the two results to compute explicit integral…
The classical representation of random variables as the Ito integral of nonanticipative integrands is extended to include Banach space valued random variables on an abstract Wiener space equipped with a filtration induced by a resolution of…
We propose an inertial forward-backward splitting algorithm to compute the zero of a sum of two monotone operators allowing for stochastic errors in the computation of the operators. More precisely, we establish almost sure convergence in…
We develop a fractional extension of the classical binomial distribution and the associated Bernstein operator, formulated within the framework of the generalized binomial theorem (Hara and Hino [Bull.\ London Math.\ Soc. \textbf{42}…