Related papers: Stochastic integration in quasi-Banach spaces

We derive explicit integrability conditions for stochastic integrals taken over time and space driven by a random measure. Our main tool is a canonical decomposition of a random measure which extends the results from the purely temporal…

Stochastic calculus with respect to fractional Brownian motion (fBm) has attracted a lot of interest in recent years, motivated in particular by applications in finance and Internet traffic modeling. Multifractional Brownian motion (mBm) is…

We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correlation effect that is controlled by the proportion of the processes that have been absorbed. As the number of processes in the system becomes…

We consider a mixed stochastic differential equation driven by possibly dependent fractional Brownian motion and Brownian motion. Under mild regularity assumptions on the coefficients, it is proved that the equation has a unique solution.

Stochastic integrals are defined with respect to a collection $P = (P_i; \, i \in I)$ of continuous semimartingales, imposing no assumptions on the index set $I$ and the subspace of $\mathbb{R}^I$ where $P$ takes values. The integrals are…

In the context of stochastic thermodynamics, a minimal model for non equilibrium steady states has been recently proposed: the Brownian Gyrator (BG). It describes the stochastic overdamped motion of a particle in a two dimensional harmonic…

Stochastic mechanics is based on the hypothesis that all matter is subject to universal modified Brownian motion. In this report, we calculated probability density distributions using concepts of stochastic mechanics independent of…

This paper explores some important aspects of the theory of rearrangement-invariant quasi-Banach function spaces. We focus on two main topics. Firstly, we prove an analogue of the Luxemburg representation theorem for rearrangement-invariant…

Here we present well-posedness results for first order stochastic differential inclusions, more precisely for sweeping process with a stochastic perturbation. These results are provided in combining both deterministic sweeping process…

This paper investigates the asymptotic behavior of stochastic recursive inclusions in the presence of non-zero, non-diminishing bias, a setting that frequently arises in zeroth-order optimization, stochastic approximation with…

We provide a suitable framework for the concept of finite quadratic variation for processes with values in a separable Banach space $B$ using the language of stochastic calculus via regularizations, introduced in the case $B= \R$ by the…

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…

In this paper, an improved quasi-particle model is presented. Unlike the previous approach of establishing quasi-particle model, we introduce a classical background field (it is allowed to depend on the temperature) to deal with the…

This work sets the exact equations for the quasiclassical response function and susceptibility of a Brownian particle immersed in a bath of quantum harmonic oscillators driving by nonlinear harmonic potentials. A delta force perturbation…

In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in…

There are two main aims of the paper. The first one is to extend the criterion for the precompactness of sets in Banach function spaces to the setting of quasi-Banach function spaces. The second one is to extend the criterion for the…

We develop an information-theoretic formulation of stochastic dynamics in which the fundamental stochastic variable is the total action connecting spacetime points, rather than individual paths. By maximizing Shannon entropy over a joint…

We continue with the study of the mollified stochastic heat equation in $d\geq 3$ given by $d u_{\epsilon,t}=\frac 12\Delta u_{\epsilon,t}+ \beta \epsilon^{(d-2)/2} \,u_{\epsilon,t} \,d B_{\epsilon,t}$ with spatially smoothened cylindrical…

We consider the initial boundary value problem of non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random perturbation. The space boundary is Lipschitz and we impose non-zero…

In the present work, for $\mathbb{X}$ a Banach space, the notion of piecewise continuous $\mathbb{Z}$-almost automorphic functions with values in finite dimensional spaces is extended to piecewise continuous $\mathbb{Z}$-almost automorphic…