Related papers: Operator scaled Wiener bridges
The purpose of the present work is to expand substantially the type of control and estimation problems that can be addressed following the paradigm of Schr\"odinger bridges, by incorporating termination (killing) of stochastic flows.…
We study the asymptotic distribution of the eigenvalues of a one-dimensional two-by-two semiclassical system of coupled Schr\"odinger operators in the presence of two potential wells and with an energy-level crossing. We provide…
We provide existence and uniqueness of global (and local) mild solutions for a general class of semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures under local Lipschitz and linear…
In this paper, we study the boundedness of the Schr\"odinger operator $e^{i \Delta}$ on Wiener amalgam spaces and determine its optimal condition.
In this note we report the results of our study of a 1D integrable spin chain whose critical behaviour is governed by a CFT possessing a continuous spectrum of scaling dimensions. It is argued that the computation of the density of Bethe…
Spectral components of one-dimensional Schr\"odinger operator with complex potential are investigated. An effective upper bound for the total number of eigenvalues and spectral singularities is established. For dissipative Schr\"odinger…
Autonomous vehicles (AVs) allow new ways of regulating the traffic flow on road networks. Most of available results in this direction are based on microscopic approaches, where ODEs describe the evolution of regular cars and AVs. In this…
In this paper, we provide a framework of estimates for describing 2D scaling limits by Schramm's SLE curves. In particular, we show that a weak estimate on the probability of an annulus crossing implies that a random curve arising from a…
We study the scaling behaviour of a class of compatible two-well problems for higher order, homogeneous linear differential operators. To this end, we first deduce general lower scaling bounds which are determined by the vanishing order of…
The paper is devoted to the derivation of random unitary matrices whose spectral statistics is the same as statistics of quantum eigenvalues of certain deterministic two-dimensional barrier billiards. These random matrices are extracted…
In this paper we look at transmission through one-dimensional potential barriers that are piece wise constant. The Transfer Matrix approach is adopted and a new formula is derived for multiplying long matrix sequences that not only leads to…
We introduce a smooth variant of the SCAD thresholding rule for wavelet denoising by replacing its piecewise linear transition with a raised cosine. The resulting shrinkage function is odd, continuous on R, and continuously differentiable…
The barrier billiard is the simplest example of pseudo-integrable models with interesting and intricate classical and quantum properties. Using the Wiener-Hopf method it is demonstrated that quantum mechanics of a rectangular billiard with…
We establish quantum dynamical lower bounds for discrete one-dimensional Schr\"odinger operators in situations where, in addition to power-law upper bounds on solutions corresponding to energies in the spectrum, one also has lower bounds…
Symplectic vector-valued scalar product is constructed on the spaces of solutions of the real discrete Shrodinger equation with fixed value of the spectral parameter on graphs. It takes values in the first homology group of the graph. This…
Following closely the construction of the Schrodinger bridge, we build a new class of Stochastic Volatility Models exactly calibrated to market instruments such as for example Vanillas, options on realized variance or VIX options. These…
Schr\"{o}dinger operators of the form $\Delta - W$ on $L^2_{\text{rad}}(\mathbb{R}^3)$, the space of radially symmetric square integrable functions are relevant in a variety of physical contexts. The potential $W$ is taken to be radially…
We develop an algebraic approach to studying the spectral properties of the stationary Schr\"odinger equation in one dimension based on its high order conditional symmetries. This approach makes it possible to obtain in explicit form…
The Wiener measure induces a measure of closed, convex, (d-1)-dimensional, Euclidean (hyper-)surfaces that are the convex hulls of closed d-dimensional Brownian bridges. I present arguments and numerical evidence that this measure, for odd…
This article is devoted to the spectral analysis of the electro-magnetic Schr\"odinger operator on the Euclidean plane. In the semiclassical limit, we derive a pseudo-differential effective operator that allows us to describe the spectrum…