Related papers: Conditional G-expectation in $\mathbb{L}^{p}$ and …
We prove that for any (trace-preserving) conditional expectation $\mathcal E$ on a noncommutative $L_p$ with $p>2$, $Id-\mathcal E$ is a contraction on the positive cone $L_p^+$.
A necessary and sufficient condition is given for a subshift presentation to have a continuous $g$-function. An invariant necessary and sufficient condition is formulated for a subshift to posses a presentation that has a continuous…
The standard lore in noncommutative physics is the use of first order variational description of a dynamical system to probe the space noncommutativity and its consequences in the dynamics in phase space. As the ultimate goal is to…
We give a variational formulation for $-\log\mathbb{E}_\nu\left[e^{-f}|\mathcal{F}_t\right]$ for a large class of measures $\nu$. We give a refined entropic characterization of the invertibility of some perturbations of the identity. We…
This letter aims at justifying the stochastic equations in terms of the number density variable, which are still controversial, via complementing Dean's approach [Dean D S 1996 {\itshape J. Phys. A} {\bf 29} L613]. Our course is twofold:…
For various function spaces of the form gU or U+gV, U and V e.g. almost periodic functions AP, (bounded) uniformly continuous functions BUC, UC, g(t) = exp(it^2), their properties are discussed, especially a Loomis type condition (Delta)…
In this paper we study dynamic pricing mechanism of contingent claims. A typical model of such pricing mechanism is the so-called g-expectation $E^g_{s,t}[X]$ defined by the solution of the backward stochastic differential equation with…
In this paper first we define generalized Carleson mea- sure. Then we consider a special case of it, named conditional Carleson measure on the Bergman spaces. After that we give a characterization of conditional Carleson measures on Bergman…
In this paper, we introduce a large class of (so-called) conditional indicators, on a complete probability space with respect to a sub $\sigma$-algebra. A conditional indicator is a positive mapping, which is not necessary linear, but may…
A generalization of stable and casual stable probability distribution is proposed. The notion of $\go G$-casual stability can be used to introduce discrete analogues of stable distributions on the sent $\mathbb Z$ of integers. In contrary…
We define a p-norm in the context of quantum random variables, measurable operator-valued functions with respect to a positive operator-valued measure. This norm leads to a operator-valued L^p space that is shown to be complete. Various…
Let $(\Omega, \mathcal{F}, \mathbf{P})$ be a probability space, $\xi$ be a random variable on $(\Omega, \mathcal{F}, \mathbf{P})$, $\mathcal{G}$ be a sub-$\sigma$-algebra of $\mathcal{F}$, and let $\mathbf{E}^\mathcal{G} = \mathbf{ E}(\cdot…
A class of generalized definitions of expectation value is often employed in nonequilibrium statistical mechanics for complex systems. Here, the necessary and sufficient condition is presented for such a class to be stable under small…
The conditional Lyapunov exponent is defined for investigating chaotic synchronization, in particular complete synchronization and generalized synchronization. We find that the conditional Lyapunov exponent is expressed as a formula in…
A stochastic process $X$ becomes occupied when it is enlarged with its occupation flow $\mathcal{O}$ that tracks the time spent by the path at each level. When $X$ is Markov, the occupied process $(\mathcal{O},X)$ enjoys a Markov structure…
A peculiar feature of It\^o's calculus is that it is an integral calculus that gives no explicit derivative with a systematic differentiation theory counterpart, as in elementary calculus. So, can we define a pathwise stochastic derivative…
We introduce some notions of conditional mean dimension for a factor map between two topological dynamical systems and discuss their properties. With the help of these notions, we obtain an inequality to estimate the mean dimension of an…
The hyperfinite $G$-expectation is a nonstandard discrete analogue of $G$-expectation (in the sense of Robinsonian nonstandard analysis). A lifting of a continuous-time $G$-expectation operator is defined as a hyperfinite $G$-expectation…
We study the problem of conditional expectations in free random variables and provide closed formulas for the conditional expectation of resolvents of arbitrary non-commutative polynomials in free random variables onto the subalgebra of an…
The paper develops a general methodology for analyzing policies with path-dependency (hysteresis) in stochastic models with forward looking optimizing agents. Our main application is a macro-climate model with a path-dependent climate…