Related papers: Wick Calculus For Nonlinear Gaussian Functionals
We derive the Wick calculus for test and generalized functionals of noncommutative white noise corresponding to $q$-deformed commutation relations with $q\in(-1,1)$. We construct a Gel'fand triple centered at the $q$-deformed Fock space in…
We investigate the properties of the Wick square of Gaussian white noises through a new method to perform non linear operations on Hida distributions. This method lays in between the Wick product interpretation and the usual definition of…
The stochastic parabolic equations with random potentials, driving forces and initial conditions are considered. The Wick product is used to give sense to the product of two generalized stochastic processes, and the existence and uniqueness…
In White Noise Analysis (WNA), various random quantities are analyzed as elements of $(S)^{\ast}$, the space of Hida distributions ([1]). Hida distributions are generalized functions of white noise, which is to be naturally viewed as the…
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…
We review the cumulant decomposition (a way of decomposing the expectation of a product of random variables (e.g. $\mathbb{E}[XYZ]$) into a sum of terms corresponding to partitions of these variables.) and the Wick decomposition (a way of…
We define and present an example of a deformation quantization product on a Hida space of test functions endowed with a Wick product.
Financial models based on the Wick product, and White Noise formalism have previously been suggested in order to incorporate integrals with respect to fractional Brownian motion. It has also been pointed out that this leads naturally to a…
In this article, we will construct an approximation of Gaussian white noise based on the sequence of Bernoulli random variables and define Wick's products and the stochastic exponent for the Bernoulli case. Here we will propose a method to…
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…
On a connected, oriented, smooth Riemannian manifold without boundary we consider a real scalar field whose dynamics is ruled by $E$, a second order elliptic partial differential operator of metric type. Using the functional formalism and…
In this work, we consider a non-standard preconditioning strategy for the numerical approximation of the classical elliptic equations with log-normal random coefficients. In \cite{Wan_model}, a Wick-type elliptic model was proposed by…
We study formal and non-formal deformation quantizations of a family of manifolds that can be obtained by phase space reduction from $\mathbb{C}^{1+n}$ with the Wick star product in arbitrary signature. Two special cases of such manifolds…
An effective formalism for white noise analysis, conceptually equivalent to Wilsonian renormalization theory, is introduced. Space-time gets represented by a boolean lattice of coarse regions, energy scales become space-time partitions by…
The renormalization scheme for the Wick expansion of a modified version of the perturbative QCD introduced in previous works is discussed. Massless QCD is considered, by implementing the usual multiplicative scaling of the gluon and quark…
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…
Using the Feynman path integral representation of quantum mechanics it is possible to derive a model of an electron in a random system containing dense and weakly-coupled scatterers, see [Proc. Phys. Soc. 83, 495-496 (1964)]. The main goal…
We revisit the recently proposed ``self-Wiener" (SW) filtering method for robust deconvolution, and generalize it to the classical denoising problem. The resulting estimator, termed generalized SW (GSW) filtering, retains the nonlinear…
Generalized product formulas and index transforms, involving products of Whittaker's functions of different indices are established and investigated. The corresponding inversion formulas are found. Particular cases cover index transforms…
Using product integrals we review the unambiguous mathematical representation of Wilson line and Wilson loop operators, including their behavior under gauge transformations and the non-abelian Stokes theorem. Interesting consistency…