Related papers: Conditional G-expectation in $\mathbb{L}^{p}$ and …

A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite…

Using the white noise space setting, we define and study stochastic integrals with respect to a class of stationary increment Gaussian processes. We focus mainly on continuous functions with values in the Kondratiev space of stochastic…

For every $p>2$, we construct a regular and continuous specification ($g$-function), which has a variation sequence that is in $l^p$ and which admits multiple Gibbs measures. Combined with a recent result of Johansson and Oberg, this…

Dynamic equations concerning physical expectation values have been examined in terms of the real Hilbert space approach to quantum mechanics. The considered cases involve complex wave functions, as well as quaternionic wave functions. The…

We use here a recent idea of studying functions of free random variables using Boolean cumulants. We develop idea of explicit calculations of conditional expectation using Boolean cumulants. We demonstrate Boolean cumulants approach allows…

This paper presents a categorical account of conditional probability, covering both the classical and the quantum case. Classical conditional probabilities are expressed as a certain "triangle-fill-in" condition, connecting marginal and…

A necessary and sufficient condition on a sequence $\{\mathfrak{A}_n\}_{n\in \mathbb{N}}$ of $\sigma$-subalgebras that assures convergence almost every where of conditional expectations is given.

Given an imprecise probabilistic model over a continuous space, computing lower/upper expectations is often computationally hard to achieve, even in simple cases. Because expectations are essential in decision making and risk analysis,…

In the paper, we introduce the concept of weight with reasonable growth on a locally compact group $G$. We verify that these weights form a natural class to work with, by examining the most common examples. We proceed with the discussion of…

A quantum probability measure is a function on a sigma-algebra of subsets of a (locally compact and Hausdorff) sample space that satisfies the formal requirements for a measure, but whose values are positive operators acting on a complex…

The objective of this paper is to derive a representation of symmetric G-martingales as stochastic integrals with respect to the G-Brownian motion. For this end, we first study some extensions of stochastic calculus with respect to…

We characterize completely the Gneiting class of space-time covariance functions and give more relaxed conditions on the involved functions. We then show necessary conditions for the construction of compactly supported functions of the…

In this note, we study convergence rates in the law of large numbers for independent and identically distributed random variables under sublinear expectations. We obtain a strong $L^p$-convergence version and a strongly quasi sure…

Field-theoretic construction of functional representations of solutions of stochastic differential equations and master equations is reviewed. A generic expression for the generating function of Green functions of stochastic systems is put…

We define a fractional Ito stochastic integral with respect to a randomly scaled fractional Brownian motion via an $S$-transform approach. We investigate the properties of this stochastic integral, prove the Ito formula for functions of…

We give a new definition of a $p$-adic $L$-function for a mixed signature character of a real quadratic field and for a nontrivial ray class character of an imaginary quadratic field. We then state a $p$-adic Stark conjecture for this…

There is recent interest in finding a potential formulation for Stochastic Partial Differential Equations (SPDEs). The rationale behind this idea lies in obtaining all the dynamical information of the system under study from one single…

In this paper, we complete the study of mapping properties for a family of operators evaluating the difference between differentiation operators and conditional expectations acting on noncommutative $L_{p}$-spaces. To be more precise, we…

We consider the It\^o SDE with partially Sobolev coefficients. Under some suitable conditions, we show the existence, uniqueness and stability of generalized stochastic flows associated to such an equation. As an application, we prove the…

We consider a class of nonautonomous parabolic first-order coupled systems in the Lebesgue space $L^p({\mathbb R}^d;{\mathbb R}^m)$, $(d,m \ge 1)$ with $p\in [1,+\infty)$. Sufficient conditions for the associated evolution operator ${\bf…