Related papers: A note on stochastic Fubini's theorem and stochast…

Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…

We review some results on the logarithmic convexity for evolution equations, a well-known method in inverse and ill-posed problems. We start with the classical case of self-adjoint operators. Then, we analyze the case of analytic…

With the use of tensor product of Hilbert space, and a diagonalization procedure from operator theory, we derive an approximation formula for a general class of stochastic integrals. Further we establish a generalized Fourier expansion for…

We introduce a theory of non-commutative $L^{p}$ spaces suitable for non-commutative probability in a non-tracial setting and use it to develop stochastic analysis of Grassmann-valued processes, including martingale inequalities, stochastic…

We characterize classes of linear maps between operator spaces $E$, $F$ which factorize through maps arising in a natural manner via the Pisier vector-valued non-commutative $L^p$ spaces $S_p[E^*]$ based on the Schatten classes on the…

Consider the fractional Brownian Motion (fBM) $B^H=\{B^H(t): t \in [0,1] \}$ with Hurst index $H\in (0,1)$. We construct a probability space supporting both $B^H$ and a fully simulatable process $\hat B_{\epsilon}^H $ such that $$\sup_{t\in…

In this paper analogically as quadratic stochastic operators and processes we define cubic stochastic operator (CSO) and cubic stochastic processes (CSP). These are defined on the set of all probability measures of a measurable space. The…

Suppose -A admits a bounded H-infinity calculus of angle less than pi/2 on a Banach space E with Pisier's property (alpha), let B be a bounded linear operator from a Hilbert space H into the extrapolation space E_{-1} of E with respect to…

We show that every separable Gaussian process with integrable variance function admits a Fredholm representation with respect to a Brownian motion. We extend the Fredholm representation to a transfer principle and develop stochastic…

We present an approach to defining Hilbert spaces of functions depending on infinitely many variables or parameters, with emphasis on a weighted tensor product construction based on stable space splittings, The construction has been used in…

Our study focuses on fractional order compartment models derived from underlying physical stochastic processes, providing a more physically grounded approach compared to models that use the dynamical system approach by simply replacing…

The aim of this work is to present, in self-contained form, results concerning fundamental and the most important questions related to linear stochastic Volterra equations of convolution type. The paper is devoted to study the existence and…

We study Lebesgue integration of sums of products of globally subanalytic functions and their logarithms, called constructible functions. Our first theorem states that the class of constructible functions is stable under integration. The…

We consider the question of existence of a unique invariant probability distribution which satisfies some evolutionary property. The problem arises from the random graph theory but to answer it we treat it as a dynamical system in the…

We consider the framework of an operator-valued noncommutative probability space over a unital C*-algebra B. We show how for a B-valued distribution \mu one can define convolution powers with respect to free additive convolution and with…

A continuous frame is a family of vectors in a Hilbert space which allows reproductions of arbitrary elements by continuous superpositions. Associated to a given continuous frame we construct certain Banach spaces. Many classical function…

We propose a stochastic interpretation of spacetime non-commutativity starting from the path integral formulation of quantum mechanical commutation relations. We discuss how the (non-)commutativity of spacetime is inherently related to the…

Various approaches to stochastic processes exist, noting that key properties such as measurability and continuity are not trivially satisfied. We introduce a new theory for Gaussian processes using improper linear functionals. Using a…

We study the strong continuity of weighted composition semigroups of the form $T_tf=\varphi_t'\left(f\circ\varphi_t\right)$ in several spaces of analytic functions. First we give a general result on separable spaces and use it to prove that…

We present an $L_{p}$-theory ($p\geq 2$) for time-fractional stochastic partial differential equations driven by L\'evy processes of the type $$ \partial^{\alpha}_{t}u=\sum_{i,j=1}^d a^{ij}u_{x^{i}x^{j}}…