Related papers: Discrete Hilbert Transform a la Gundy-Varopoulos
We consider integrable discretizations of some soliton equations associated with the motions of plane curves: the Wadati-Konno-Ichikawa elastic beam equation, the complex Dym equation, and the short pulse equation. They are related to the…
We offer a spectral analysis for a class of transfer operators. These transfer operators arise for a wide range of stochastic processes, ranging from random walks on infinite graphs to the processes that govern signals and recursive wavelet…
Directional transforms have recently raised a lot of interest thanks to their numerous applications in signal compression and analysis. In this letter, we introduce a generalization of the discrete Fourier transform, called steerable DFT…
We give several sharp estimates for a class of combinations of second order Riesz transforms on Lie groups ${G}={G}_{x} \times {G}_{y}$ that are multiply connected, composed of a discrete abelian component ${G}_{x}$ and a connected…
We provide a version of the stochastic Fubini's theorem which does not depend on the particular stochastic integrator chosen as far as the stochastic integration is built as a continuous linear operator from an $L^p$ space of Banach…
We begin by reviewing a technique to approximate the dynamics of stochastic programs --written in a stochastic process algebra-- by a hybrid system, suitable to capture a mixed discrete/continuous evolution. In a nutshell, the discrete…
The two-dimensional Helmholtz equation separates in elliptic coordinates based on two distinct foci, a limit case of which includes polar coordinate systems when the two foci coalesce. This equation is invariant under the Euclidean group of…
Stieltjes integral theorem is more commonly known by the phrase 'integration by parts' and enables rearrangement of an otherwise intractable integral to a more amenable form; often permitting completion of an integral in closed form.…
We treat a stochastic integration theory for a class of Hilbert-valued, volatility-modulated, conditionally Gaussian Volterra processes. We apply techniques from Malliavin calculus to define this stochastic integration as a sum of a…
A finite Hilbert space can be associated to a periodic phase space, that is, a torus. A finite subgroup of operators corresponding to reflections and translations on the torus form respectively the basis for the discrete Weyl…
Integral transformations are used to estimate high order derivatives of various special functions. Applications are given to numerical integration, where estimates of high order derivatives of the integrand are needed to achieve bounds on…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…
This paper investigates abstract integro-differential hyperbolic equations, focusing on the probabilistic representation of their solutions. Our analysis is based on fractional derivatives and non-local operators, which are powerful tools…
In a Hilbert framework, we introduce continuous and discrete dynamical systems which aim at solving inclusions governed by structured monotone operators $A=\partial\Phi+B$, where $\partial\Phi$ is the subdifferential of a convex lower…
A simple shortcut to proving sharp weighted estimates for the Martingale Transform and for the dyadic shift of order 1 (and so for the Hilbert transform) is presented. It is a unified proof for these both transforms. Key words:…
In a separable Hilbert space, we study supercontractivity and ultracontractivity properties for a transition semigroups associated with a stochastic partial differential equations. This is done in terms of exponential integrability of…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
After a brief review of the historical role of analyticity in the study of critical phenomena, an account is given of recent discoveries of discretely holomorphic observables in critical two-dimensional lattice models. These are objects…
Discrete analogs of the index transforms, involving Bessel and the modified Bessel functions are introduced and investigated. The corresponding inversion theorems for suitable classes of functions and sequences are established.
The relationship between discontinuous and continuous stochastic processes in Hilbert space is investigated. It is shown that for any continuos process there is a parent discontinuous process, that becomes the continuous one in the proper…