Related papers: Comparison inequalities on Wiener space
In this paper, we consider a target random variable $Y \sim \CVG$ distributed according to a centered Variance--Gamma distribution. For a generic random element $F=I_2(f)$ in the second Wiener chaos with $\E[F^2]= \E[Y^2]$ we establish a…
The purpose of this paper is to provide a more general Cameron-Storvick theorem for the generalized analytic Feynman integral associated with Gaussian process $\mathcal Z_k$ on a very general Wiener space $C_{a,b}[0,T]$. The general Wiener…
We prove variants of Wiener's Tauberian theorem in the framework of quantum harmonic analysis, i.e. for convolutions between an absolutely integrable function and a trace class operator, or of two trace class operators. Our results include…
One way to interpret smoothness of a measure in infinite dimensions is quasi-invariance of the measure under a class of transformations. Usually such settings lack a reference measure such as the Lebesgue or Haar measure, and therefore we…
Maximizing the likelihood has been widely used for estimating the unknown covariance parameters of spatial Gaussian processes. However, evaluating and optimizing the likelihood function can be computationally intractable, particularly for…
We construct and study properties of an infinite dimensional analog of Kahane's theory of Gaussian multiplicative chaos \cite{K85}. Namely, if $H_T(\omega)$ is a random field defined w.r.t. space-time white noise $\dot B$ and integrated…
We prove the $\Gamma$-convergence of sequences of differentially constrained, random integral functionals of the form \begin{equation*} \int_{U} f\Big(\omega, x/\varepsilon, \mathbb{A} u\Big) \mathrm{d} x \end{equation*} for the class of…
Gaussian Processes (GPs) are a versatile method that enables different approaches towards learning for dynamics and control. Gaussianity assumptions appear in two dimensions in GPs: The positive semi-definite kernel of the underlying…
We first prove the L^p-convergence (p\geq 1) and a Fernique-type exponential integrability of divergence functionals for all Cameron-Martin vector fields with respect to the pinned Wiener measure on loop spaces over a compact Riemannian…
We present a model unifying general relativity and quantum mechanics. The model is based on the (noncommutative) algebra \mbox{{\cal A}} on the groupoid \Gamma = E \times G where E is the total space of the frame bundle over spacetime, and…
We give estimates of the distance between the densities of the laws of two functionals $F$ and $G$ on the Wiener space in terms of the Malliavin-Sobolev norm of $F-G.$ We actually consider a more general framework which allows one to treat…
A generalized Feynman-Kac formula based on the Wiener measure is presented. Within the setting of a quantum particle in an electromagnetic field it yields the standard Feynman-Kac formula for the corresponding Schr\"odinger semigroup. In…
We consider the quantum mechanical equivalence of the Seiberg-Witten map in the context of the Weyl-Wigner-Groenewold-Moyal phase-space formalism in order to construct a quantum mechanics over noncommutative Heisenberg algebras. The…
We propose probabilistic representations for inverse Stein operators (i.e. solutions to Stein equations) under general conditions; in particular we deduce new simple expressions for the Stein kernel. These representations allow to deduce…
We establish a direct connection between the Feynman-Vernon path integral formalism for open quantum systems and the Wiener path integral used in classical stochastic dynamics. By considering a generalized influence functional in the strong…
In this article, we will first introduce a class of Gaussian processes, and prove the quasi-invariant theorem with respect to the Gaussian Wiener measure, which is the law of the associated Gaussian process. In particular, it includes the…
We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…
By adapting the mass transportation technique of Cordero-Erausquin, Nazaret and Villani, we obtain a family of sharp Sobolev and Gagliardo-Nirenberg (GN) inequalities on the half space $\mathbf{R}^{n-1}\times\mathbf{R}_+$, $n\geq 1$…
We prove asymptotic equivalence of nonparametric additive regression and an appropriate Gaussian white noise experiment in which a multidimensional shifted Wiener process is observed, whose dimension equals the number of additive…
The differential structure of operator bases used in various forms of the Weyl-Wigner-Groenewold-Moyal (WWGM) quantization is analyzed and a derivative-based approach, alternative to the conventional integral-based one is developed. Thus…