Related papers: Stochastic Levy Differential Operators and Yang-Mi…
In this paper, we derive a Chen-Strichartz formula for stochastic differential equations driven by Levy processes, that is, we derive a series expansion of the logarithm of the flowmap of the stochastic differential equation in terms of…
It is shown that classical nonsupersymmetric Yang-Mills theory in 4 dimensions is symmetric under a generalized dual transform which reduces to the usual dual *-operation for electromagnetism. The parallel phase transport $\tilde{A}_\mu(x)$…
The fractional laplacian is an operator appearing in several evolution models where diffusion coming from a L\'evy process is present but also in the analysis of fluid interphases. We provide an extension of a pointwise inequality that…
An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…
We consider the integrated correlators associated with four-point correlation functions $\langle \mathcal{O}_2\mathcal{O}_2\mathcal{O}^{(i)}_p \mathcal{O}^{(j)}_p \rangle$ in four-dimensional $\mathcal{N}=4$ supersymmetric Yang-Mills theory…
The Stochastic Partial Differential Equation (SPDE) approach, now commonly used in spatial statistics to construct Gaussian random fields, is revisited from a mechanistic perspective based on the movement of microscopic particles, thereby…
We set up a general framework tailor-made to solve complement value problems governed by symmetric nonlinear integrodifferential $p$-L\'evy operators. A prototypical example of integrodifferential $p$-L\'evy operators is the well-known…
The L\'evy-stable distribution is the attractor of distributions which hold power laws with infinite variance. This distribution has been used in a variety of research areas, for example in economics it is used to model financial market…
In this paper, we consider a Lewy-Stampacchia-type inequality for the fractional Laplacian on a bounded domain in Euclidean space. Using this inequality, we can show the well-posedness of fractional-type anomalous unidirectional diffusion…
It has recently been shown that complete Bernstein functions of the Laplace operator map the Dirichlet boundary condition of a related elliptic PDE to the Neumann boundary condition. The importance of this mapping consists in being able to…
This paper is devoted to the characterization of an extended family of CARMA (continuous-time autoregressive moving average) processes that are solutions of stochastic differential equations driven by white Levy innovations. These are…
We show that an interesting class of functionals of stochastic differential equations can be approximated by a Chen-Fliess series of iterated stochastic integrals and give a L^{2} error estimate, thus generalizing the standard stochastic…
We analyze quantum Yang-Mills theory on $\mathbb{R}^2$ using a novel discretization method based on an algebraic analogue of stochastic calculus. Such an analogue involves working with "Gaussian" free fields whose covariance matrix is…
We analyze the extension of the well known relation between Brownian motion and Schroedinger equation to the family of Levy processes. We consider a Levy-Schroedinger equation where the usual kinetic energy operator - the Laplacian - is…
Using key tools such as It\^o formula for general semi-martingales, moments estimates for L\'{e}vy-type stochastic integrals and properties of regular varying functions we find conditions under which solutions of stochastic differential…
We show that, in one spatial and arbitrary jump dimension, the averaged solution of a Marcustype SPDE with pure jump L\'evy transport noise satisfies a dissipative deterministic equation involving a fractional Laplace-type operator. To this…
We study translation-invariant integrodifferential operators that generate L\'{e}vy processes. First, we investigate different notions of what a solution to a nonlocal Dirichlet problem is and we provide the classical representation formula…
The partition function of four dimensional Euclidean, non-supersymmetric SU(2) Yang--Mills theory is calculated in the perturbative and weak coupling regime i.e. in a small open ball about the flat connection (what we call the vicinity of…
We show that a conditional characteristic function of generalized L\'evy stochastic areas can be viewed as a product a selfdecomposable distribution (i.e., L\'evy class L distribution) and its background driving characteristic function.…
The explicit form for the characteristic function of a stable distribution on the line is derived analytically by solving the associated functional equation and applying theory of regular variation, without appeal to the general…