Related papers: Representation and approximation of ambit fields i…

Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit…

In this paper we show that Hilbert space-valued stochastic models are robust with respect to perturbation, due to measurement or approximation errors, in the underlying volatility process. Within the class of stochastic volatility modulated…

We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued \Levy noise and integration kernels may have non-linear dependence on the current state…

We introduce an abstract Hilbert space-valued framework of Markovian lifts for stochastic Volterra equations with operator-valued Volterra kernels. Our main results address the existence and characterisation of possibly multiple limit…

This paper provides some first steps in developing empirical process theory for functions taking values in a vector space. Our main results provide bounds on the entropy of classes of smooth functions taking values in a Hilbert space, by…

In the paper stochastic Volterra equations of nonscalar type in Hilbert space are studied. The aim of the paper is to provide some results on stochastic convolution and mild solutions to those Volterra equations. The motivation of the paper…

In previous work, the first author developed an algorithm for the computation of Hilbert modular forms. In this paper, we extend this to all totally real number fields of even degree and nontrivial class group. Using the algorithm over…

We introduce a flexible and tractable infinite-dimensional stochastic volatility model. More specifically, we consider a Hilbert space valued Ornstein-Uhlenbeck-type process, whose instantaneous covariance is given by a pure-jump stochastic…

We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, namely those with bounded operators as well as the conservative stochastic Schr\"odinger equations, can be obtained - along the lines of the…

This article generalises the concept of realised covariation to Hilbert-space-valued stochastic processes. More precisely, based on high-frequency functional data, we construct an estimator of the trace-class operator-valued integrated…

Consider a Hilbert space obtained as the completion of the polynomials C[z} in m-variables for which the mnonomials are orthogonal. If the commuting weighted shifts defined by the coordinate functions are essentially normal, then the same…

In this paper we are interested in the numerical approximation of the marginal distributions of the Hilbert space valued solution of a stochastic Volterra equation driven by an additive Gaussian noise. This equation can be written in the…

Motivated by trans-Planckian issues in inflation, we determine the Hilbert space and amplitudes of quantum perturbations in the general low-energy effective theory of (multi-)field inflation without relying on the sub-horizon limit. The…

The prime number decomposition of a finite dimensional Hilbert space reflects itself in the representations that the space accommodates. The representations appear in conjugate pairs for factorization to two relative prime factors which can…

We exhibit algorithms to compute systems of Hecke eigenvalues for spaces of Hilbert modular forms over a totally real field. We provide many explicit examples as well as applications to modularity and Galois representations.

In this paper stochastic Volterra equations admitting exponentially bounded resolvents are studied. After obtaining convergence of resolvents, some properties of stochastic convolutions are given. The paper provides a sufficient condition…

We propose a finite difference scheme to simulate solutions to a certain type of hyperbolic stochastic partial differential equation (HSPDE). These solutions can in turn estimate so called volatility modulated Volterra (VMV) processes and…

Many properties of a module can be expressed in terms of the dimension of the vector space obtained by applying a finitely presented functor to that module. For example, the dimension of the kernel, image or cokernel of the multiplication…

We construct a class of representations of the Heisenberg algebra in terms of the complex shift operators subject to the proper continuous limit imposed by the correspondence principle. We find a suitable Hilbert space formulation of our…

For each subset of primes in a totally real field above a rational prime $p$, there is the notion of partially classical Hilbert modular forms, where the empty set recovers the overconvergent forms and the full set of primes above $p$…