Related papers: The Stochastic First Integrals, Kernel Functions f…
This paper presents a new stochastic finite element method for computing structural stochastic responses. The method provides a new expansion of stochastic response and decouples the stochastic response into a combination of a series of…
We estimate the kernel function of a symmetric alpha stable ($S\alpha S$) moving average random function which is observed on a regular grid of points. The proposed estimator relies on the empirical normalized (smoothed) periodogram. It is…
In \cite{GUW} we introduced a class of "semi-classical functions of isotropic type", starting with a model case and applying Fourier integral operators associated with canonical transformations. These functions are a substantial…
The article is devoted to the expansions of iterated Stratonovich stochastic integrals on the basis of the method of generalized multiple Fourier series that converge in the sense of norm in Hilbert space $L_2([t, T]^k),$ $k\in\mathbb{N}.$…
In the article, integration of temporal functions in (possibly non-UMD) Banach spaces with respect to (possibly non-Gaussian) fractional processes from a finite sum of Wiener chaoses is treated. The family of fractional processes that is…
This paper provide a comprehensive analysis of the finite and long time behavior of continuous-time non-Markovian dynamical systems, with a focus on the forward Stochastic Volterra Integral Equations(SVIEs).We investigate the properties of…
A latent force model is a Gaussian process with a covariance function inspired by a differential operator. Such covariance function is obtained by performing convolution integrals between Green's functions associated to the differential…
We study variational problems for integral invariants, which are defined as integrations of invariant functions of the second fundamental form, of a smooth map between pseudo-Riemannian manifolds. We derive the first variational formulae…
In this article we define Kober fractional integral operators in the multivariable case. First we consider one sequence of independent random variables and an arbitrary function, which can act as the joint density of another sequence of…
Astrophysical images issued from different instruments and/or spectral bands often require to be processed together, either for fitting or comparison purposes. However each image is affected by an instrumental response, also known as PSF,…
We present a new and simple approach to the theory of multiple operator integrals that applies to unbounded operators affiliated with general von Neumann algebras. For semifinite von Neumann algebras we give applications to the Fr\'echet…
A spectral mixture (SM) kernel is a flexible kernel used to model any stationary covariance function. Although it is useful in modeling data, the learning of the SM kernel is generally difficult because optimizing a large number of…
We consider integrals of spherical harmonics with Fourier exponents on the sphere $S^n ,\, n \geq 1$. Such transforms arise in the framework of the theory of weighted Radon transforms and vector diffraction in electromagnetic fields theory.…
We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order…
In the present paper, a stochastic Taylor expansion of some functional applied to the solution process of an It\^o or Stratonovich stochastic differential equation with a multi-dimensional driving Wiener process is given. Therefore, the…
In this paper we obtain an It\^o differential representation for a class of singular stochastic Volterra integral equations. As an application, we investigate the rate of convergence in the small time central limit theorem for the solution.
The solution of a (stochastic) differential equation (SDE) can be locally approximated by a stochastic expansion, a linear combination of iterated integrals. Quantities of interest, like moments, can then be approximated with the expansion.…
A recent development in the theory of fractional differential equations with variable coefficients has been a method for obtaining an exact solution in the form of an infinite series involving nested fractional integral operators. This…
In this paper, we prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations. As an application, we derive a functional iterated logarithm law for the solutions of multivalued…
In this paper, we consider stochastic Schroedinger equations with two-dimensional white noise. Such equations are used to describe the evolution of an open quantum system undergoing a process of continuous measurement. Representations are…