Related papers: An exponential estimate for Hilbert space-valued O…

Let $(X_{k})_{k \in \mathbb Z }$ be a linear process with values in a separable Hilbert space $\mathbb{H}$ given by $X_{k} =\sum_{j=0}^{\infty} (j+1)^{-N}\varepsilon_{k-j}$ for each $k \in \mathbb Z$, where $N:\mathbb{H} \to \mathbb{H}$ is…

In this paper we consider a superprocess being a measure-valued diffusion corresponding to the equation $u_{t}=Lu+\alpha u-\beta u^{2}$, where $L$ is the infinitesimal operator of the \emph{Ornstein-Uhlenbeck process} and…

Veestraeten [1] recently derived inverse Laplace transforms for Laplace transforms that contain products of two parabolic cylinder functions by exploiting the link between the parabolic cylinder function and the transition density and…

The Born-Oppenheimer potential for the $^1\Sigma_g^+$ state of H$_2$ is obtained in the range of 0.1 -- 20 au, using analytic formulas and recursion relations for two-center two-electron integrals with exponential functions. For small…

In this paper, we introduce a Weyl functional calculus $a \mapsto a(Q,P)$ for the position and momentum operators $Q$ and $P$ associated with the Ornstein-Uhlenbeck operator $ L = -\Delta + x\cdot \nabla$, and give a simple criterion for…

Given the observation of a high-dimensional Ornstein-Uhlenbeck (OU) process in continuous time, we proceed to the inference of the drift parameter under a row-sparsity assumption. Towards that aim, we consider the negative log-likelihood of…

An Ornstein-Uhlenbeck (OU) process can be considered as a continuous time interpolation of the discrete time AR$(1)$ process. Departing from this fact, we analyse in this work the effect of iterating OU treated as a linear operator that…

We consider Ornstein-Uhlenbeck processes (OU-processes) associated to hypoelliptic diffusion processes on finite-dimensional Lie groups: let $ \mathcal{L} $ be a hypoelliptic, left-invariant ``sum of the squares''-operator on a Lie group $…

For an Ornstein-Uhlenbeck process driven by a double exponential jump diffusion process, we obtain formulas for the joint Laplace transform of it and its occupation times. The approach used is remarkable and can be extended to investigate…

We find a relation guaranteeing that Hankel operators realized in the space of sequences $\ell^2 ({\Bbb Z}_{+}) $ and in the space of functions $L^2 ({\Bbb R}_{+}) $ are unitarily equivalent. This allows us to obtain exhaustive spectral…

In the setting of Euclidean space with the Gaussian measure g, we consider all first-order Riesz transforms associated to the infinitesimal generator of the Ornstein-Uhlenbeck semigroup. These operators are known to be bounded on L^p(g),…

In this paper we consider an Ornstein-Uhlenbeck (OU) process $(M(t))_{t\geqslant 0}$ whose parameters are determined by an external Markov process $(X(t))_{t\geqslant 0}$ on a finite state space $\{1,\ldots,d\}$; this process is usually…

We consider the problem of estimation of the drift parameter of an ergodic Ornstein--Uhlenbeck type process driven by a L\'evy process with heavy tails. The process is observed continuously on a long time interval $[0,T]$, $T\to\infty$. We…

Motivated by questions in quantum theory, we study Hilbert space valued Gaussian processes, and operator-valued kernels, i.e., kernels taking values in B(H) (= all bounded linear operators in a fixed Hilbert space H). We begin with a…

In this article we introduce the Gaussian Sobolev space $W^{1,2}(\mathscr O,\gamma)$, where $\mathscr O$ is an arbitrary open set of a separable Banach space $E$ endowed with a nondegenerate centered Gaussian measure $\gamma$. Moreover, we…

We construct a supercritical interacting measure-valued diffusion with representative particles that are attracted to, or repelled from, the center of mass. Using the historical stochastic calculus of Perkins, we modify a super…

Given a separable and real Hilbert space $\mathbb{H}$ and a trace-class, symmetric and non-negative operator $\mathcal{G}:\mathbb{H}\rightarrow\mathbb{H}$, we examine the equation \begin{align*} dX_t = -X_t\, dt + b(X_t) \, dt + \sqrt{2} \,…

An elementary method is given for estimates of the norms of the Toeplitz operators, determined by rational inner functions

For $a,\alpha>0$ let $E(a,\alpha)$ be the set of all compact operators $A$ on a separable Hilbert space such that $s_n(A)=O(\exp(-an^\alpha))$, where $s_n(A)$ denotes the $n$-th singular number of $A$. We provide upper bounds for the norm…

Let $\mu$ be a positive Borel measure on the interval [0,1). For $\alpha>0$, the Hankel matrix $\mathcal{H}_{\mu,\alpha}=(\mu_{n,k,\alpha})_{n,k\geq 0}$ with entries…