Related papers: Smooth approximations for fractional and multifrac…

We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end, we first prove new existence, uniqueness and approximation…

We consider a L\'evy process in the plane and we use it to construct a family of complex-valued random fields that we show to converge in law, in the space of continuous functions, to a complex Brownian sheet. We apply this result to obtain…

We construct generalised shift-invariant systems of functions of several real variables for anisotropic Besov spaces that can be generated by the decomposition method using any given expansive matrix and establish the conditions on those…

Given any smooth Anosov map we construct a Banach space on which the associated transfer operator is quasi-compact. The peculiarity of such a space is that in the case of expanding maps it reduces exactly to the usual space of functions of…

We construct a family $I_{n_{\eps}}(f)_{t}$ of continuous stochastic processes that converges in the sense of finite dimensional distributions to a multiple Wiener-It\^o integral $I_{n}^{H}(f1^{\otimes n}_{[0,t]})$ with respect to the…

In this paper, we show an approximation in law, in the space of the continuous functions on $[0,1]^2$, of two-parameter Gaussian processes that can be represented as a Wiener type integral by processes constructed from processes that…

Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…

We consider Gaussian Besov spaces obtained by real interpolation and Riemann-Liouville operators of fractional integration on the Gaussian space and relate the fractional smoothness of a functional to the regularity of its heat extension.…

This article is devoted to nonlinear approximation and estimation via piecewise polynomials built on partitions into dyadic rectangles. The approximation rate is studied over possibly inhomogeneous and anisotropic smoothness classes that…

We study absolutely continuous curves in the adapted Wasserstein space of filtered processes. We provide a probabilistic representation of such curves as flows of adapted processes on a common filtered probability space, extending classical…

We investigate a new class of self-similar fractional Brownian fields, called Weighted Tensorized Fractional Brownian Fields (WTFBS). These fields, introduced in the companion paper \cite{ELLV}, generalize the well-known fractional Brownian…

We propose a curvelet-based model for the generation of Anisotropic Fractional Brownian Fields, that are suited to model systems with orientation-dependent self-similar properties. The synthesis procedure consists of generating coefficients…

Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the…

We study analytically the dynamics of anisotropic active Brownian particles (ABPs), and more precisely their intermediate scattering function (ISF). To this end, we develop a systematic closure scheme for the moment expansion of their…

We develop a technique for the construction of random fields on algebraic structures. We deal with two general situations: random fields on homogeneous spaces of a compact group and in the spin-line bundles of the 2-sphere. In particular,…

Many results in the theory of Gaussian processes rely on the eigenstructure of the covariance operator. However, eigenproblems are notoriously hard to solve explicitly and closed form solutions are known only in a limited number of cases.…

We define weighted fractional Brownian sheets, which are a class of Gaussian random fields with four parameters that include fractional Brownian sheets as special cases, and we give some of their properties. We show that for certain values…

In this paper we develop a stochastic integration theory for processes with values in a quasi-Banach space. The integrator is a cylindrical Brownian motion. The main results give sufficient conditions for stochastic integrability. They are…

We present a new simple method for rounding a semidefinite programming relaxation of a constraint satisfaction problem. We apply it to the problem of approximate angular synchronization. Specifically, we are given directed distances on a…

We apply spectral theoretic methods to obtain a Littlewood-Paley decomposition of abstract inhomogeneous Besov spaces in terms of "smooth" and "bandlimited" functions. Well-known decompositions in several contexts are as special examples…