Related papers: Cylindrical continuous martingales and stochastic …

In this work, we consider the regularity property of stochastic convolutions for a class of abstract linear stochastic retarded functional differential equations with unbounded operator coefficients. We first establish some useful estimates…

This paper describes the connection between scattering matrices on conformally compact asymptotically Einstein manifolds and conformally invariant objects on their boundaries at infinity. The conformally invariant powers of the Laplacian…

We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…

We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…

The problem of finding a martingale on a manifold with a fixed random terminal value can be solved by considering BSDEs with a generator with quadratic growth. We study here a generalization of these equations and we give uniqueness and…

This paper introduces a novel deep-learning-based approach for numerical simulation of a time-evolving Schr\"odinger equation inspired by stochastic mechanics and generative diffusion models. Unlike existing approaches, which exhibit…

This paper contributes to the study of stochastic processes of the class $(\Sigma)$. First, we extend the notion of the above-mentioned class to c\`adl\`ag semi-martingales, whose finite variational part is considered c\`adl\`ag instead of…

New universal invariant operators are introduced in a class of geometries which include the quaternionic structures and their generalisations as well as 4-dimensional conformal (spin) geometries. It is shown that, in a broad sense, all…

We develop a novel theory of weak and strong stochastic integration for cylindrical martingale-valued measures taking values in the dual of a nuclear space. This is applied to develop a theory of SPDEs with rather general coefficients. In…

In this paper a new variational approach concerning functions (continuous) over Hilbert spaces is presented.

We study the global invertibility of non-smooth, locally Lipschitz maps between infinite-dimensional Banach spaces, using a kind of Palais-Smale condition. To this end, we consider the Chang version of the weighted Palais-Smale condition…

Stochastic exponentials are defined for semimartingales on stochastic intervals, and stochastic logarithms are defined for semimartingales, up to the first time the semimartingale hits zero continuously. In the case of (nonnegative) local…

There is a classical geometric construction which uses a binary quadratic form to define an involution on the space of binary d-ics. We give a complete characterization of a general class of such involutions which are definable using…

In this note we introduce a new kind of augmentation of filtrations along a sequence of stopping times. This augmentation is suitable for the construction of new probability measures associated to a positive strict local martingale as done…

We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to…

We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…

For a real c\`adl\`ag path $x$ we define sequence of semi-explicit quantities, which do not depend on any partitions and such that whenever $x$ is a path of a c\`adl\`ag semimartingale then these quantities tend a.s. to the continuous part…

If we take a superintegrable Stackel system and make variables "faster" or "slower", that is equivalent to a trivial transformation of the Stackel matrix and potentials, then we obtain an infinite family of superintegrable systems with…

Usually, for extension of local maps, one uses multiplication by so called bump functions. However, majority of infinite-dimensional linear topological spaces do not have smooth bump functions. Therefore, in \cite{BR} we suggested a new…

We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…