Related papers: Discrete Hilbert Transform a la Gundy-Varopoulos
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…
The discretization of Cartan's exterior calculus of differential forms has been fruitful in a variety of theoretical and practical endeavors: from computational electromagnetics to the development of Finite-Element Exterior Calculus, the…
The discrete Fourier transform (DFT) is an important operator which acts on the Hilbert space of complex valued functions on the ring Z/NZ. In the case where N=p is an odd prime number, we exhibit a canonical basis of eigenvectors for the…
Stochastic differential equations (SDE) are widely used in modeling stochastic dynamics in literature. However, SDE alone is not enough to determine a unique process. A specified interpretation for stochastic integration is needed.…
We introduce a new family of integrable stochastic processes, called \textit{dynamical stochastic higher spin vertex models}, arising from fused representations of Felder's elliptic quantum group $E_{\tau, \eta} (\mathfrak{sl}_2)$. These…
In this paper we construct a theory of stochastic integration of processes with values in $\mathcal{L}(H,E)$, where $H$ is a separable Hilbert space and $E$ is a UMD Banach space (i.e., a space in which martingale differences are…
The final goal of the present work is to extend the Fourier transform on the Heisenberg group $\H^d,$ to tempered distributions. As in the Euclidean setting, the strategy is to first show that the Fourier transform is an isomorphism on the…
Several new properties of weighted Hilbert transform are obtained. If mu is zero, two Plancherel-like equations and the isotropic properties are derived. For mu is real number, a coerciveness is derived and two iterative sequences are…
We prove maximum and comparison principles for fractional discrete derivatives in the integers. Regularity results when the space is a mesh of length $h$, and approximation theorems to the continuous fractional derivatives are shown. When…
The discrete Fourier transform (DFT) is an important operator which acts on the Hilbert space of complex valued functions on the ring Z/NZ. In the case where N=p is an odd prime number, we exhibit a canonical basis of eigenvectors for the…
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…
This article proposes a new approach in the treatment of the Hilbert transform and some cases of the Fourier transform whose improper integrals are principal values. This approach may be useful for teaching these issues to undergraduate…
In this paper, we present a generalization of a Hamilton--Jacobi theory to higher order implicit differential equations. We propose two different backgrounds to deal with higher order implicit Lagrangian theories: the Ostrogradsky approach…
We study integral representations of random variables with respect to general H\"older continuous processes and with respect to two particular cases; fractional Brownian motion and mixed fractional Brownian motion. We prove that arbitrary…
We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in a separable Hilbert space $H$ \begin{equation*} dX_t= (A…
Finding appropriate notions of discrete holomorphic maps and, more generally, conformal immersions of discrete Riemann surfaces into 3-space is an important problem of discrete differential geometry and computer visualization. We propose an…
Imposing some flexible sampling scheme we provide some discretization of continuous time discrete scale invariant (DSI) processes which is a subsidiary discrete time DSI process. Then by introducing some simple random measure we provide a…
We consider inequalities where integrals are defined in the sense of Choquet with respect to Hausdorff content. We study cases where continuously differentiable functions are defined on open, connected sets with so much regularity that…
We develop in this paper a new framework for discrete calculus of variations when the actions have densities involving an arbitrary discretization operator. We deduce the discrete Euler-Lagrange equations for piecewise continuous critical…
We propose a numerical method to spline-interpolate discrete signals and then apply the integral transforms to the corresponding analytical spline functions. This represents a robust and computationally efficient technique for estimating…