Related papers: A Pseudo-Differential Operator Construction of Mar…
A calculation is presented that shows that Feynman's path integral implies Ostrogradsky's Hamiltonian for nonsingular Lagrangians with second derivatives. The procedure employs the stationary phase approximation to obtain the limiting…
We propose a method for describing stationary Markov processes on the class of ultrametric spaces $\mathbb{U}$ isometrically embeddable in the field $\mathbb{Q}_{p}$ of $p$-adic numbers. This method is capable of reducing the study of such…
The purpose of this paper is to establish the theory of stochastic pseudo-differential operators and give its applications in stochastic partial differential equations. First, we introduce some concepts on stochastic pseudo-differential…
We present a novel algorithm for constructing differential operators with respect to external variables that annihilate Feynman-like integrals and give rise to the associated $\mathcal{D}$-modules, based on Griffiths-Dwork reduction. By…
In this paper, we investigate the mapping properties of pseudo-differential operators with operator-valued symbols. Thanks to the smooth atomic decomposition of the operator-valued Triebel-Lizorkin spaces…
We consider the estimation of the transition matrix of a hidden Markovian process by using information geometry with respect to transition matrices. In this paper, only the histogram of $k$-memory data is used for the estimation. To…
We give background material and some details of calculations for two recent papers [1,2] where we derived a path integral representation of the transition element for supersymmetric and nonsupersymmetric nonlinear sigma models in one…
We treat the class of universal Markov processes on the d-dimensional Euklidean space which do not depend on random. For these, as well as for several subclasses, we prove criteria whether a function f, defined on the positive half-line,…
Consider an elliptic self-adjoint pseudodifferential operator $A$ acting on $m$-columns of half-densities on a closed manifold $M$, whose principal symbol is assumed to have simple eigenvalues. We show existence and uniqueness of $m$…
In this paper, we introduce the truncated symbol $\mathrm{Symb}_0(\mathbb{D})$ of a differential symmetry breaking operator $\mathbb{D}$ between parabolically induced representations. This generalizes the symbol map $\mathrm{Symb}$, which…
The gauge covariant magnetic Weyl calculus has been introduced and studied in previous works. We prove criteria in terms of commutators for operators to be magnetic pseudo-differential operators of suitable symbol classes. The approach is…
The discrete class algorithm presented in this paper is an efficient simulation tool for stochastic processes governed by a reasonably small set of transition rates. The algorithm is presented, its performance compared to prevailing methods…
In this work, we consider, in a general setting, multiparameter multidimensional Markov processes that are time-changed by an independent additive subordinator. By extending Phillips theorem, we show that the resulting process is a Feller…
We introduce the concept evolutionary semigroups on path spaces, generalizing the notion of transition semigroups to possibly non-Markovian stochastic processes. We study the basic properties of evolutionary semigroups and, in particular,…
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…
Let $A$ be a pseudo-differential operator with symbol $q(x,\xi)$. In this paper we derive sufficient conditions which ensure the existence of a solution to the $(A,C_c^{\infty}(\mathbb{R}^d))$-martingale problem. If the symbol $q$ depends…
We introduce some general classes of pseudodifferential operators with symbols admitting exponential type growth at infinity and we prove mapping properties for these operators on Gelfand-Shilov spaces both in the quasi-analytic and in the…
The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of…
We consider the stochastic differential equations of the form \begin{equation*} \begin{cases} dX^ x(t) = \sigma(X(t-)) dL(t) \\ X^ x(0)=x,\quad x\in\mathbb{R}^ d, \end{cases} \end{equation*} where $\sigma:\mathbb{R}^ d\to \mathbb{R}^ d$ is…
In this paper, we aim to develop a new weak formulation that ensures well-posedness for a broad range of stochastic partial differential equations with pseudo-differential operators whose symbols depend only on time and spatial frequencies.…