Related papers: Spectral representations of quasi-infinitely divis…
In this paper we will give a short presentation of the quantum Levy-Khinchin formula and of the formulation of quantum continual measurements based on stochastic differential equations, matters which we had the pleasure to work on in…
Higher order numerical schemes for stochastic partial differential equations that do not possess commutative noise require the simulation of iterated stochastic integrals. In this work, we extend the algorithms derived by Kloeden, Platen,…
Discrete multiplicative turbulent cascades are described using a formalism involving infinitely divisible random measures. This permits to consider the continuous limit of a cascade developed on a continuum of scales, and to provide the…
We study a new class of so-called quasi-infinitely divisible laws, which is a wide natural extension of the well known class of infinitely divisible laws through the L\'evy--Khinchine type representations. We are interested in criteria of…
Continuing the study reported in Satheesh (2001),(arXiv:math.PR/0304499 dated 01May2003) here we study certain aspects of randomization in infinitely divisible (ID) and max-infinitely divisible (MID) laws. They generalize ID and MID laws.…
We develop a pseudo-metric analogue of bisimulation for generalized semi-Markov processes. The kernel of this pseudo-metric corresponds to bisimulation; thus we have extended bisimulation for continuous-time probabilistic processes to a…
A spectral representation for regularly varying L\'evy processes with index between one and two is established and the properties of the resulting random noise are discussed in detail giving also new insight in the $L^2$-case where the…
Spectral density functions quantify how environmental modes couple to quantum systems and govern their open dynamics. Inferring such frequency-dependent functions from time-domain measurements is an ill-conditioned inverse problem. Here, we…
In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…
A $\widetilde{Q}-$representation of real numbers is introduced as a generalization of the $p-$adic and $Q-$representations. It is shown that the $\widetilde{Q}-$representation may be used as a convenient tool for the construction and study…
We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…
This paper is on developing stochastic analysis simultaneously under a general family of probability measures that are not dominated by a single probability measure. The interest in this question originates from the probabilistic…
Stable distributions are an important class of infinitely-divisible probability distributions, of which two special cases are the Cauchy distribution and the normal distribution. Aside from a few special cases, the density function for…
We consider the new class $\boldsymbol{Q}$ of rational-infinitely (or quasi-infinitely) divisible distribution functions on the real line. By definition, $F\in \boldsymbol{Q}$ if there are some infinitely divisible distribution functions…
We continue the investigation of the Levy processes on a q-deformed full Fock space started in a previous paper. First, we show that the vacuum vector is cyclic and separating for the algebra generated by such a process. Next, we describe a…
We consider distributions on $\mathbb{R}$ that can be written as the sum of a non-zero discrete distribution and an absolutely continuous distribution. We show that such a distribution is quasi-infinitely divisible if and only if its…
The article is devoted to stochastic processes with values in finite-dimensional vector spaces over infinite locally compact fields with non-trivial non-archimedean valuations. Infinitely divisible distributions are investigated. Theorems…
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…
We introduce stochastic and quantum finite-state transducers as computation-theoretic models of classical stochastic and quantum finitary processes. Formal process languages, representing the distribution over a process's behaviors, are…
Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…