Related papers: G-expectations in infinite dimensional spaces and …
We investigate the application of Parisi-Wu stochastic quantization to the construction of random fields within the sublinear expectation framework. Using the semigroup approach and the infinite dimensional $G$-Ornstein Uhlenbeck process,…
We consider semilinear parabolic stochastic PDEs driven by additive noise. The question addressed in this note is that of the regularity of transition probabilities. If the equation satisfies a Hormander 'bracket condition', then any…
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…
We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…
This paper presents a finite-dimensional approximation for a class of partial differential equations on the space of probability measures. These equations are satisfied in the sense of viscosity solutions. The main result states the…
An approach to infinite dimensional integration which unifies the case of oscillatory integrals and the case of probabilistic type integrals is presented. It provides a truly infinite dimensional construction of integrals as linear…
In this paper, we study the existence and uniqueness of solutions to the fully coupled nonlinear forward-backward stochastic differential equations driven by G-Brownian motion. Assuming that the diffusion coefficient $\sigma$ is uniformly…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
We develop a synthesis of Turing's paradigm of computation and von Neumann's quantum logic to serve as a model for quantum computation with recursion, such that potentially non-terminating computation can take place, as in a quantum Turing…
We study one-dimensional very singular parabolic equations with periodic boundary conditions and initial data in $BV$, which is the energy space. We show existence of solutions in this energy space and then we prove that they are viscosity…
The notion of geometric version of an infinitely divisible law is introduced. Concepts parallel to attraction and partial attraction are developed and studied in the setup of geometric summing of random variables.
The aim of this paper is to present the analysis for the solutions of nonlinear stochastic functional differential equation driven by G-Brownian motion with infinite delay (G-SFDEwID). Under some useful assumptions, we have proved that the…
We study asymptotic behaviour at time infinity of solutions close to the non-zero constant equilibrium for the Gross-Pitaevskii equation in two and three spatial dimensions. We construct a class of global solutions with prescribed…
We introduce a class of probability measure-valued diffusions, coined polynomial, of which the well-known Fleming--Viot process is a particular example. The defining property of finite dimensional polynomial processes considered by Cuchiero…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…
In one dimension, the theory of the $G$-normal distribution is well-developed, and many results from the classical setting have a nonlinear counterpart. Significant challenges remain in multiple dimensions, and some of what has already been…
We consider Bayesian linear inverse problems in infinite-dimensional separable Hilbert spaces, with a Gaussian prior measure and additive Gaussian noise model, and provide an extension of the concept of Bayesian D-optimality to the…
We introduce a notion of duality solution for a single or a system of transport equations in spaces of probability measures reminiscent of the viscosity solution notion for nonlinear parabolic equations. Our notion of solution by duality…
This paper provides an overview of the recently developed notion of viscosity solutions of path-dependent partial di erential equations. We start by a quick review of the Crandall- Ishii notion of viscosity solutions, so as to motivate the…
In this article we prove new results regarding the existence and the uniqueness of global variational solutions to Neumann initial-boundary value problems for a class of non-autonomous stochastic parabolic partial differential equations.…