Related papers: Value functions in the Wasserstein spaces: finite …
We show that the unitary operator on a separable Hilbert space is a parametrization of any conditional probability measure in a standard measure space. We propose unitary inference, a generalization of Bayesian inference. We study…
This paper concerns value functions of time-dependent tug-of-war games. We first prove the existence and uniqueness of value functions and verify that these game values satisfy a dynamic programming principle. Using the arguments in the…
This paper provides some first steps in developing empirical process theory for functions taking values in a vector space. Our main results provide bounds on the entropy of classes of smooth functions taking values in a Hilbert space, by…
We consider stochastic impulse control problems when the impulses cost functions are arbitrary. We use the dynamic programming principle and viscosity solutions approach to show that the value function is a unique viscosity solution for the…
Weighted mean value identities over balls are considered for harmonic functions and their derivatives. Logarithmic and other weights are involved in these identities for functions. Some applications of weighted identities are presented.…
The Hamilton-Jacobi method is generalized, both, in classical and relativistic mechanics. The implications in quantum mechanics are considered in the case of Klein-Gordon equation. We find that the wave functions of Klein-Gordon theory can…
The concept of time emerges as an ordering structure in a classical statistical ensemble. Probability distributions $p_\tau(t)$ at a given time $t$ obtain by integrating out the past and future. We discuss all-time probability distributions…
We show that the algebra of cylinder functions in the Wasserstein Sobolev space $H^{1,q}(\mathcal{P}_p(X,\mathsf{d}), W_{p, \mathsf{d}}, \mathfrak{m})$ generated by a finite and positive Borel measure $\mathfrak{m}$ on the…
We present a theory of optimal control for McKean-Vlasov stochastic differential equations with infinite time horizon and discounted gain functional. We first establish the well-posedness of the state equation and of the associated control…
In this paper, we are concerned with the classical solvability of a class of second-order Hamilton-Jacobi-Bellman equations (HJB equations) arising from stochastic optimal control problems with linear dynamics and uniformly convex cost…
In this work, we investigate a stochastic control framework for global optimization over both Euclidean spaces and the Wasserstein space of probability measures, where the objective function may be non-convex and/or non-differentiable. In…
We propose a new point of view regarding the problem of time in quantum mechanics, based on the idea of replacing the usual time operator $\mathbf{T}$ with a suitable real-valued function $T$ on the space of physical states. The proper…
Some integration techniques for real-valued functions with respect to vector measures with values in Banach spaces (and viceversa) are investigated in order to establish abstract versions of classical theorems of Probability and Stochastic…
A complete classification of space-time models is presented, which admit the privileged coordinate systems, where the Hamilton-Jacobi equation for a test particle is integrated by the method of complete separation of variables with…
We study the heat equation on time-dependent metric measure spaces (as well as the dual and the adjoint heat equation) and prove existence, uniqueness and regularity. Of particular interest are properties which characterize the underlying…
Canonical variables for the Poisson algebra of quantum moments are introduced here, expressing semiclassical quantum mechanics as a canonical dynamical system that extends the classical phase space. New realizations for up to fourth order…
We consider the solution $\mathcal V_\delta$ of the discounted Hamilton-Jacobi equation in the Wasserstein space arising from potential MFG and we prove its full convergence to a corrector function $\chi_0$. We follow the structure of the…
We propose a new notion of the formal tangent space to the Wasserstein space $\mathcal{P}(X)$ at a given measure. Modulo an integrability condition, we say that this tangent space is made of functions over $X$ which are valued in the…
Positive-energy solutions of the Klein-Gordon equation form a Hilbert space of holomorphic functions on the future tube. This domain is interpreted as an extended phase space for the associated classical particle, the extra dimensions being…
Bohmian mechanics can be generalized to a relativistic theory without preferred foliation, with a price of introducing a puzzling concept of spacetime probability conserved in a scalar time. We explain how analogous concept appears…