Related papers: Wong-Zakai type convergence in infinite dimensions
We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to…
Starting from the seventies mathematicians face the question whether a non-negative local martingale is a true or a strict local martingale. In this article we answer this question from a semimartingale perspective. We connect the…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the fractional method of infinite dimensional stochastic…
The primary goal of this paper is to prove a near-martingale optional stopping theorem and establish solvability and large deviations for a class of anticipating linear stochastic differential equations. We prove the existence and…
Typically, a stochastic model relates stochastic "inputs" and, perhaps, controls to stochastic "outputs". A general version of the Yamada-Watanabe and Engelbert theorems relating existence and uniqueness of weak and strong solutions of…
We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…
We study correlation functions in five-dimensional non-Lorentzian theories with an $SU(1,3)$ conformal symmetry. Examples of such theories have recently been obtained as $\Omega$-deformed Yang-Mills Lagrangians arising from a null reduction…
The solvability for infinite dimensional differential algebraic equations possessing a resolvent index and a Weierstra{\ss} form is studied. In particular, the concept of integrated semigroups is used to determine a subset on which…
We prove the convergence of $ \nN $-particle systems of Brownian particles with logarithmic interaction potentials onto a system described by the infinite-dimensional stochastic differential equation (ISDE). % For this proof we present two…
We introduce parabolic presentations of twisted Yangians of types AI and AII, interpolating between the R-matrix presentation and the Drinfeld presentation. Then we formulate and provide parabolic presentations for the shifted twisted…
For a large class of finite W algebras, the defining relations of a Yangian are proved to be satisfied. Therefore such finite W algebras appear as realisations of Yangians. This result is useful to determine properties of such W algebra…
This book aims to provide a brief overview of recent advancements in the theory of inverse problems for stochastic partial differential equations. In order to keep the content concise, we will only discuss the inverse problems of two…
In this paper, we study direct and inverse images for fractional stochastic tangent sets and we establish the deterministic necessary and sufficient conditions that guarantee that the solution of a given stochastic differential equation…
We derive Wong's equations for the finite-dimensional dynamical system representing the motion of a scalar particle on a compact Riemannian manifold with a given free isometric smooth action of a compact semisimple Lie group. The obtained…
Two square matrices of (arbitrary) order N are introduced. They are defined in terms of N arbitrary numbers z_{n}, and of an arbitrary additional parameter (a respectively q), and provide finite-dimensional representations of the two…
The purpose of this paper is to generalize the self-duality equation by Tchrakian and Corrigan et. al.. Novel generalized self-duality equations on higher-dimensional spaces are discussed. This class of equations includes the usual…
In this paper, we propose a stochastic version of the classical Tseng's forward-backward-forward method with inertial term for solving monotone inclusions given by the sum of a maximal monotone operator and a single-valued monotone operator…
We derive global analytic representations of fundamental solutions for a class of linear parabolic systems with full coupling of first order derivative terms where coefficient may depend on space and time. Pointwise convergence of the…
We introduce the notion of a directed stratification for a finite-dimensional algebra. For algebras that admit such a stratification we characterise the projective resolutions of finitely generated modules and obtain a result for the…