Related papers: Variational calculus on Wiener space with respect …
The primary purpose of this paper is to study the Wiener-type regularity criteria for non-linear equations driven by integro-differential operators, whose model is the fractional $p-$Laplace equation. In doing so, with the help of tools…
We study the problem of conditional expectations in free random variables and provide closed formulas for the conditional expectation of resolvents of arbitrary non-commutative polynomials in free random variables onto the subalgebra of an…
We establish differentiability properties of the value function of problems of Static Optimization in an abstract infinite dimensional setting and we apply that to problems of Calculus of Variations. We lighten the assumptions of existing…
Two sequential estimators are proposed for the odds p/(1-p) and log odds log(p/(1-p)) respectively, using independent Bernoulli random variables with parameter p as inputs. The estimators are unbiased, and guarantee that the variance of the…
In this paper, we show that the conditional expectation of a random variable with finite second moment given a $\sigma$-algebra is the unique critical point of an energy functional in Hilbert space $L^2$. Then, we extend by density the…
We review recent progress in the study of varying constants and attempts to explain the observed values of the fundamental physical constants. We describe the variation of $G$ in Newtonian and relativistic scalar-tensor gravity theories. We…
The continuity of conditional expectation on Orlicz spaces is investigated. Indeed, we provide some necessary and sufficient conditions on a sequence $\{\mathcal{A}_n\}_{n\in\mathbb{N}}$ of $\sigma$-subalgebras for $L^{\varphi}$-convergence…
We introduce an algebra $\mathcal W_t$ of linear operators that act continuously on each of the Fock spaces $F_t^p$, $1 \leq p \leq \infty$, and contains all Toeplitz operators with bounded symbols. We show that compactness, the spectrum,…
Weighted Poincar\'e-type and related inequalities provide upper bounds of the variance of functions. Their application in sensitivity analysis allows for quickly identifying the active inputs. Although the efficiency in prioritizing inputs…
The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…
We solve the long-standing problem of variational calculus on a noncommutative space or spacetime for a significant class of models with trivial jet bundle. Our approach entails a quantum version of the Anderson variational double complex…
In this paper, we prove the existence and uniqueness of the conditional expectation of an event $A$ given a $\sigma$-algebra $\mathcal{G}$ as a linear problem in the Lebesgue spaces $L^{p}$ associated with a probability space through the…
We establish Euler-Lagrange equations for a problem of Calculus of variations where the unknown variable contains a term of delay on a segment.
We derive a functional change of variable formula for {\it non-anticipative} functionals defined on the space of right continuous paths with left limits. The functional is only required to possess certain directional derivatives, which may…
A deformation of the canonical algebra for kinematical observables of the quantum field theory in Minkowski space-time has been considered under the condition of Lorentz invariance. A relativistic invariant algebra obtained depends on…
We completely characterize all nonlinear partial differential equations leaving a given finite-dimensional vector space of analytic functions invariant. Existence of an invariant subspace leads to a re duction of the associated dynamical…
The inverse problem of the calculus of variations asks whether a given system of partial differential equations (PDEs) admits a variational formulation. We show that the existence of a presymplectic form in the variational bicomplex, when…
In this paper, we have investigated the generalized Wiener space of bounded variation with $p$-variable. Various results are obtained such as uniform convexity and reflexivity, there was characterized the set of points of discontinuity of…
We show convexity of solutions to a class of convex variational problems in the Gauss and in the Wiener space. An important tool in the proof is a representation formula for integral functionals in this infinite dimensional setting, that…
Let $(W,H,\mu)$ be the classical Wiener space, assume that $U=I_W+u$ is an adapted perturbation of identity satisfying the Girsanov identity. Then, $U$ is invertible if and only if the kinetic energy of $u$ is equal to the relative entropy…