Related papers: Algebraic Stochastic Calculus
We associate with the Grassmann algebra a topological algebra of distributions, which allows the study of processes analogous to the corresponding free stochastic processes with stationary increments, as well as their derivatives.
There is much interest in providing probabilistic semantics for defaults but most approaches seem to suffer from one of two problems: either they require numbers, a problem defaults were intended to avoid, or they generate peculiar side…
We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…
The syntactic nature and compositionality characteristic of stochastic process algebras make models to be easily understood by human beings, but not convenient for machines as well as people to directly carry out mathematical analysis and…
Let $B=(B_1(t),\ldots,B_d(t))$ be a $d$-dimensional fractional Brownian motion with Hurst index $\alpha<1/4$. Defining properly iterated integrals of $B$ is a difficult task because of the low H\"older regularity index of its paths. Yet…
Continuous first-order logic is used to apply model-theoretic analysis to analytic structures (e.g. Hilbert spaces, Banach spaces, probability spaces, etc.). Classical computable model theory is used to examine the algorithmic structure of…
The Stochastic Partial Differential Equation (SPDE) approach, now commonly used in spatial statistics to construct Gaussian random fields, is revisited from a mechanistic perspective based on the movement of microscopic particles, thereby…
We introduce the notion of a stochastic probabilistic program and present a reference implementation of a probabilistic programming facility supporting specification of stochastic probabilistic programs and inference in them. Stochastic…
We compute the value of finitary localizing invariants, including algebraic $K$-theory, on categories of sheaves over stably locally compact spaces $X$. Our formula simultaneously generalizes the cases of locally compact Hausdorff and…
The notion of Fourier transformation is described from an algebraic perspective that lends itself to applications in Symbolic Computation. We build the algebraic structures on the basis of a given Heisenberg group (in the general sense of…
An open stochastic system \`a la Jan Willems is a system affected by two qualitatively different kinds of uncertainty: one is probabilistic fluctuation, and the other one is nondeterminism caused by a fundamental lack of information. We…
We give an overview of a program of Stochastic Deformation of Classical Mechanics and the Calculus of Variations, strongly inspired by the quantization method.
Stochastic differential equations and stochastic dynamics are good models to describe stochastic phenomena in real world. In this paper, we study N independent stochastic processes Xi(t) with real entries and the processes are determined by…
This paper begins by giving an historical context to fractional Brownian Motion and its development. Section 2 then introduces the fractional calculus, from the Riemann-Liouville perspective. In Section 3, we introduce Brownian motion and…
The study of stochastic variational principles involves the problem of constructing fixed-endpoint and adapted variations of semimartingales. We provide a detailed construction of variations of semimartingales that are not only fixed at…
We lift the Lefschetz number from an algebraic invariant of maps between spaces to an invariant of morphisms of data over the spaces.
We study the dynamics of a particle in a space that is non-differentiable. Non-smooth geometrical objects have an inherently probabilistic nature and, consequently, introduce stochasticity in the motion of a body that lives in their realm.…
We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional inequalities are obtained through new integration by parts…
The purely mathematical root of the dequantization constructions is the quest for a sheafification needed for presheaves on a noncommutative space. The moment space is constructed as a commutative space, approximating the noncommutative…
The paper is devoted to peculiarities of the deformation quantization in the algebro-geometric context. A direct application of the formality theorem to an algebraic Poisson manifold gives a canonical sheaf of categories deforming coherent…