Related papers: On Bernstein processes generated by hierarchies of…
The goal of this paper is to construct ergodic estimators for the parameters in the double exponential Ornstein-Uhlenbeck process, observed at discrete time instants with time step size h. The existence and uniqueness, the strong…
We obtain approximation results for general positive linear operators satisfying mild conditions, when acting on discontinuous functions and absolutely continuous functions having discontinuous derivatives. The upper bounds, given in terms…
A formula for the transition density of a Markov process defined by an infinite-dimensional stochastic equation is given in terms of the Ornstein--Uhlenbeck bridge and a useful lower estimate on the density is provided. As a consequence,…
The $q$-Ornstein-Uhlenbeck processes, $q\in(-1,1)$, are a family of stationary Markov processes that converge weakly to the standard Ornstein-Uhlenbeck process as $q$ tends to 1. It has been noticed recently that in terms of path…
We review recent progress on constructing non-equilibrium steady state density operators of boundary driven locally interacting quantum chains, where driving is implemented via Markovian dissipation channels attached to the chain's ends. We…
We consider the problem of parameter estimation for the partially observed linear stochastic differential equation. We assume that the unobserved Ornstein-Uhlenbeck process depends on some unknown parameter and estimate the unobserved…
The paper deals with (multidimensional and one-dimensional) Bochner-Phillips functional calculus. Bounded perturbations of Bernstein functions of (one or several commuting) semigroup generators on Banach spaces are considered, conditions…
In the paper we consider the problem of estimating parameters entering the drift of a fractional Ornstein-Uhlenbeck type process in the non-ergodic case, when the underlying stochastic integral is of Young type. We consider the sampling…
We consider a family of second-order parabolic operators $\partial_t+\mathcal{L}_\varepsilon$ in divergence form with rapidly oscillating, time-dependent and almost-periodic coefficients. We establish uniform interior and boundary H\"older…
A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian…
We establish the boundedness of time derivatives of solutions to parabolic $p$-Laplace equations. Our approach relies on the Bernstein technique combined with a suitable approximation method. As a consequence, we obtain an optimal…
We consider a sequence of fractional Ornstein-Uhlenbeck processes, that are defined as solutions of a family of stochastic Volterra equations with kernel given by the Riesz derivative kernel, and leading coefficients given by a sequence of…
We show that hierarchies of differential Schroedinger operators for identical particles which are separating for the usual (anti-)symmetric tensor product, are necessarily linear, and offer some speculations on the source of quantum…
We revise the construction of creation/annihilation operators in quantum mechanics based on the representation theory of the Heisenberg and symplectic groups. Besides the standard harmonic oscillator (the elliptic case) we similarly treat…
When the number of particles $N$ is finite, the noncolliding Brownian motion (BM) and the noncolliding squared Bessel process with index $\nu > -1$ (BESQ$^{(\nu)}$) are determinantal processes for arbitrary fixed initial configurations. In…
The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…
The (BC type) z-measures are a family of four parameter $z, z', a, b$ probability measures on the path space of the nonnegative Gelfand-Tsetlin graph with Jacobi-edge multiplicities. We can interpret the $z$-measures as random point…
We derive bridges from general multidimensional linear non time-homogeneous processes using only the transition densities of the original process giving their integral representations (in terms of a standard Wiener process) and so-called…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
The spectral analysis of a non-Hermitian unbounded operator appearing in quantum physics is our main concern. The properties of such an operator are essentially different from those of Hermitian Hamiltonians, namely due to spectral…