Related papers: Fractional Brownian Fields over Manifolds
In this note, we characterize the sharp boundary condition such that the fractional harmonic extensions with H\"older regularity up to the boundary is globally H\"older continuous. The proofs are based on estimates of fractional harmonic…
In this paper we investigate the existence and some useful properties of the L\'evy areas of Ornstein-Uhlenbeck processes associated to Hilbert-space-valued fractional Brownian-motions with Hurst parameter $H\in (1/3,1/2]$. We prove that…
The fractional Brownian motion can be considered as a Gaussian field indexed by $(t,H)\in {\mathbb{R}_{+}\times (0,1)}$, where $H$ is the Hurst parameter. On compact time intervals, it is known to be almost surely jointly H\"older…
It is proved that the mean signature of multi-dimensional fractional brownian motion admits a meromorphic continuation in the hurst parameter to the entire complex plane. Each contstituent mean iterated integral is a sum of hypergeometric…
We consider one-parameter families of quadratic-phase integral transforms which generalize the fractional Fourier transform. Under suitable regularity assumptions, we characterize the one-parameter groups formed by such transforms.…
We construct the higher-spin massive fermionic fields in 2+1 dimensions. Their field equations and propagators are derived from first principle. For fields with j>1/2, complications arise from the non-linear behaviour of the boost…
We present an extended version of Riemannian geometry suitable for the description of current formulations of double field theory (DFT). This framework is based on graded manifolds and it yields extended notions of symmetries, dynamical…
Fractional Brownian motion (fBm) has been used as a theoretical framework to study real time series appearing in diverse scientific fields. Because its intrinsic non-stationarity and long range dependence, its characterization via the Hurst…
The $d$-dimensional fractional Brownian motion (FBM for short) $B_t=((B_t^{(1)},...,B_t^{(d)}),t\in\mathbb{R})$ with Hurst exponent $\alpha$, $\alpha\in(0,1)$, is a $d$-dimensional centered, self-similar Gaussian process with covariance…
We introduce fractional flat space, described by a continuous geometry with constant non-integer Hausdorff and spectral dimensions. This is the analogue of Euclidean space, but with anomalous scaling and diffusion properties. The basic tool…
We construct examples of Functorial Quantum Field Theories in the Riemannian setting by quantizing free massive bosons.
We study the relationship between the equations of first order Lagrangian field theory on fiber bundles and the covariant Hamilton equations on the finite-dimensional polysymplectic phase space of covariant Hamiltonian field theory. The…
We establish arithmetical properties and provide essential bounds for bi-sequences of approximation coefficients associated with the natural extension of maps, leading to continued fraction-like expansions. These maps are realized as the…
Permutation trinomials over finite fields consititute an active research due to their simple algebraic form, additional extraordinary properties and their wide applications in many areas of science and engineering. In the present paper, six…
The technique of "extension" allows to build $(n+1)$-dimensional Hamiltonian systems with a non-trivial polynomial in the momenta first integral of any given degree starting from a $n$-dimensional Hamiltonian satisfying some additional…
As an extension of isotropic Gaussian random fields and Q-Wiener processes on d-dimensional spheres, isotropic Q-fractional Brownian motion is introduced and sample H\"older regularity in space-time is shown depending on the regularity of…
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…
We consider various problems related to the persistence probability of fractional Brownian motion (FBM), which is the probability that the FBM $X$ stays below a certain level until time $T$. Recently, Oshanin et al. study a physical model…
In this paper, we focus on mean-field anticipated backward stochastic differential equations (MF-BSDEs, for short) driven by fractional Brownian motion with Hurst parameter H>1/2. First, the existence and uniqueness of this new type of…
We implement Bayesian model selection and parameter estimation for the case of fractional Brownian motion with measurement noise and a constant drift. The approach is tested on artificial trajectories and shown to make estimates that match…