Related papers: Vector measures of bounded gamma-variation and sto…
We introduce the notion of {\em covariance measure structure} for square integrable stochastic processes. We define Wiener integral, we develop a suitable formalism for stochastic calculus of variations and we make Gaussian assumptions only…
In this paper we construct general vector-valued infinite-divisible independently scattered random measures with values in $\mathbb{R}^m$ and their corresponding stochastic integrals. Moreover, given such a random measure, the class of all…
In this article we present an intrinsec construction of foliated Brownian motion via stochastic calculus adapted to foliation. The stochastic approach together with a proposed foliated vector calculus provide a natural method to work on…
The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.
In this article, we show that the standard vector-valued generalization of a generalized grey Brownian motion (ggBm) has independent components if and only if it is a fractional Brownian motion. In order to extend ggBm with independent…
The results on $\Gamma$-limits of sequences of free-discontinuity functionals with bounded cohesive surface terms are extended to the case of vector-valued functions. In this framework, we prove an integral representation result for the…
We find an explicit expression for the cross-covariance between stochastic integral processes with respect to a $d$-dimensional fractional Brownian motion (fBm) $B_t$ with Hurst parameter $H>1/2$, where the integrands are vector fields…
The paper deals with some properties of set-valued functions having a bounded Riesz p-variation. Set-valued integrals of a Young type for such multifunctions are introduced. Selection results and properties of such setvalued integrals are…
We study the Brownian motion of a charged test particle coupled to electromagnetic vacuum fluctuations near a perfectly reflecting plane boundary. The presence of the boundary modifies the quantum fluctuations of the electric field, which…
We study positive random variables whose moments can be expressed by products and quotients of Gamma functions; this includes many standard distributions. General results are given on existence, series expansion and asymptotics of density…
A new generalization of the vector Schwinger model is considered where gauge symmetry is broken at the quantum mechanical level. By proper extension of the phase space this broken symmetry has been restored. Also an equivalent first class…
A new notion of pairing between measure vector fields with divergence measure and scalar functions, which are not required to be weakly differentiable, is introduced. In particular, in the case of essentially bounded divergence-measure…
We show that for $\gamma<\sqrt{4/3}$, it is possible to define the Levy area of a planar Brownian motion with the Liouville measure of intermittency parameter $\gamma$ as the underlying area measure. We also consider the case of smoother…
We study the notions of differentiating and non-differentiating sigma-fields in the general framework of (possibly drifted) Gaussian processes, and characterize their invariance properties under equivalent changes of probability measure. As…
In this paper we introduce a projective invarinat measure on the special unitary group. It is directly related to transition probabilities. It has some interesting connection with convex geometry. Applications to approximation of quantum…
We extend some of the measures of association defined by Lazarsfeld and Martin, obtaining useful invariants to compare the birational geometry of two varieties having different dimensions. We explore such invariants providing examples and…
In this paper, we introduce and study the Fourier transform of functions which are integrable with respect to a vector measure on a compact group (not necessarily abelian). We also study the Fourier transform of vector measures. We also…
We develop a GMM approach for estimation of log-normal stochastic volatility models driven by a fractional Brownian motion with unrestricted Hurst exponent. We show that a parameter estimator based on the integrated variance is consistent…
We discuss the prospects of doing tests of Lorentz invariance with gamma-rays observed with present and future ground based gamma-ray observatories.
We provide three different characterizations of the space $BV(O,\gamma)$ of the functions of bounded variation with respect to a centred non-degenerate Gaussian measure $ \gamma$ on open domains $O$ in Wiener spaces. Throughout these…