Related papers: Infinite dimensional reflecting Ornstein-Uhlenbeck…

In this article we prove new results regarding the existence of Bernstein processes associated with the Cauchy problem of certain forward-backward systems of decoupled linear deterministic parabolic equations defined in Euclidean space of…

In this paper we consider the analytic continuation of the weighted Bergman spaces on the Lie ball $$\mathscr{D}=SO(2,n)/S(O(2) \times O(n))$$ and the corresponding holomorphic unitary (projective) representations of SO(2,n) on these…

In recent years there have been many proposals as flexible alternatives to Gaussian based continuous time stochastic volatility models. A great deal of these models employ positive L\'evy processes. Among these are the attractive…

We give sufficient conditions on the exponent $p: \mathbb R^d\rightarrow [1,\infty)$ for the boundedness of the non-centered Gaussian maximal function on variable Lebesgue spaces $L^{p(\cdot)}(\mathbb R^d, \gamma_d)$, as well as of the new…

This paper investigates the numerical approximation of integrals for functions in fractional Gaussian Sobolev spaces $W^s_{p}(\mathbb{R}^d,\gamma)$ with dominating mixed smoothness defined via kernel related to the fractional…

It is considered Ornstein-Uhlenbeck process $ x_t = x_0 e^{-\theta t} + \mu (1-e^{-\theta t}) + \sigma \int_0^t e^{-\theta (t-s)} dW_s$, where $x_0 \in R$, $\theta>0$, $ \mu \in R$ and $\sigma > 0$ are parameters. By use values $(z_k)_{k…

The purpose of this article is a set-indexed extension of the well-known Ornstein-Uhlenbeck process. The first part is devoted to a stationary definition of the random field and ends up with the proof of a complete characterization by its…

This paper studies one-dimensional Ornstein-Uhlenbeck processes, with the distinguishing feature that they are reflected on a single boundary (put at level 0) or two boundaries (put at levels 0 and d>0). In the literature they are referred…

In this work, we study the class of stochastic process that generalizes the Ornstein-Uhlenbeck processes, hereafter called by \emph{Generalized Ornstein-Uhlenbeck Type Process} and denoted by GOU type process. We consider them driven by the…

We construct whole-space extensions of functions in a fractional Sobolev space of order $s\in (0,1)$ and integrability $p\in (0,\infty)$ on an open set $O$ which vanish in a suitable sense on a portion $D$ of the boundary $\partial O$ of…

Spatio-temporal modelling is an increasingly popular topic in Statistics. Our paper contributes to this line of research by developing the theory, simulation and inference for a spatio-temporal Ornstein-Uhlenbeck process. We conduct…

We study the elliptic equation $\lambda u-L^{\Omega}u=f$ in an open convex subset $\Omega$ of an infinite dimensional separable Banach space $X$ endowed with a centered non-degenerate Gaussian measure $\gamma$, where $L^\Omega$ is the…

We study asymptotics of traces of (noncommutative) monomials formed by images of certain elements of the universal enveloping algebra of the infinite-dimensional unitary group in its Plancherel representations. We prove that they converge…

In the previous works \cite{N46,N47} authors have defined the oscillator-like system that associated with the two variable Chebyshev-Koornwinder polynomials. We call this system the generalized Chebyshev - Koornwinder oscillator. In this…

We discuss new proofs, and new forms, of a reverse logarithmic Sobolev inequality, with respect to the standard Gaussian measure, for low complexity functions, measured in terms of Gaussian-width. In particular, we provide a dimension-free…

We derive a precise link between series expansions of Gaussian random vectors in a Banach space and Parseval frames in their reproducing kernel Hilbert space. The results are applied to pathwise continuous Gaussian processes and a new…

The multivariate Ornstein-Uhlenbeck process is used in many branches of science and engineering to describe the regression of a system to its stationary mean. Here we present an $O(N)$ Bayesian method to estimate the drift and diffusion…

In this paper, we consider in $\mathbb{R}^3$ the following zero mass Schr\"odinger-Bopp-Podolsky system \[ \begin{cases} -\Delta u +q^2\phi u=|u|^{p-2}u\\ -\Delta \phi+a^2\Delta^2\phi=4\pi u^2 \end{cases} \] where $a>0$, $q\ne 0$ and $p\in…

We attempt to reconstruct the irreducible unitary representations of the Banach Lie group $U_0(\H)$ of all unitary operators $U$ on a separable Hilbert space $\H$ for which $U-{\mathbb I}$ is compact, originally found by Kirillov and…

In this paper, we consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process $(G_t)_{t\ge 0}$. The second order mixed partial derivative of the covariance function $ R(t,\,…