Related papers: Algebraic Stochastic Calculus
Exact generalized stochastic representation of deterministic interaction between two dynamical (quantum or classical) systems is derived which helps when considering one of them to replace another by equivalent commutative ($c$-number…
We explore a differential calculus on the algebra of smooth functions on a manifold. The former is `noncommutative' in the sense that functions and differentials do not commute, in general. Relations with bicovariant differential calculus…
The main tool for stochastic calculus with respect to a multidimensional process $B$ with small H\"older regularity index is rough path theory. Once $B$ has been lifted to a rough path, a stochastic calculus -- as well as solutions to…
We define and study stochastic areas processes associated with Brownian motions on the complex symmetric spaces $\mathbb{CP}^n$ and $\mathbb{CH}^n$. The characteristic functions of those processes are computed and limit theorems are…
We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment…
We construct a sheaf-theoretic representation of quantum observables algebras over a base category equipped with a Grothendieck topology, consisting of epimorphic families of commutative observables algebras, playing the role of local…
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…
We construct in a rigorous mathematical way interacting quantum field theories on a p-adic spacetime. The main result is the construction of a measure on a function space which allows a rigorous definition of the partition function. The…
We introduced a new algebra of stochastic generalized functions which contains to the space of stochastic distributions G, [25]. As an application, we prove existence and uniqueness of the solution of a stochastic Cauchy problem involving…
Stochastic mechanics---the study of classical stochastic systems governed by things like master equations and Fokker-Planck equations---exhibits striking mathematical parallels to quantum mechanics. In this article, we make those parallels…
Both algebraic and computational approaches for dealing with similarity spaces are well known in generalized rough set theory. However, these studies may be said to have been confined to particular perspectives of distinguishability in the…
A mathematical framework for Continuous Time Finance based on operator algebraic methods offers a new direct and entirely constructive perspective on the field and leads to new numerical analysis techniques. This is partly a review paper as…
We show that a substantial portion of stochastic calculus can be developed along similar lines to ordinary calculus, with derivative-based concepts driving the development. We define a notion of stopping derivative, which is a form of right…
We tackle the problem of conditioning probabilistic programs on distributions of observable variables. Probabilistic programs are usually conditioned on samples from the joint data distribution, which we refer to as deterministic…
Condensed mathematics, developed by Clausen and Scholze over the last few years, proposes a generalization of topology with better categorical properties. It replaces the concept of a topological space by that of a condensed set, which can…
Stochastic integrals are defined with respect to a collection $P = (P_i; \, i \in I)$ of continuous semimartingales, imposing no assumptions on the index set $I$ and the subspace of $\mathbb{R}^I$ where $P$ takes values. The integrals are…
We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end, we first prove new existence, uniqueness and approximation…
A new calculus of planar diagrams involving diagrammatics for biadjoint functors and degenerate affine Hecke algebras is introduced. The calculus leads to an additive monoidal category whose Grothendieck ring contains an integral form of…
We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, motivated in particular by its applications in Internet traffic modeling, biomedicine and finance. The aim of this work is to define and…