Related papers: Complex Wiener-It\^o Chaos Decomposition Revisited
We obtain strong consistency and asymptotic normality of a least squares estimator of the drift coefficient for complex-valued Ornstein-Uhlenbeck processes disturbed by fractional noise, extending the result of Y. Hu and D. Nualart,…
We prove sufficient conditions, ensuring that a sequence of multiple Wiener-It\^{o} integrals (with respect to a general Gaussian process) converges stably to a mixture of normal distributions. Our key tool is an asymptotic decomposition of…
If we add a simple rotation term to both the Ornstein-Uhlenbeck semigroup and the definition of the H-derivative, then analogue to the classical Malliavin calculus on the real Wiener space [I. Shigekawa, Stochastic analysis, 2004], we get a…
We give several functional inequalities related to the Ornstein-Uhlenbeck semigroup in the Dunkl differential-difference operators setting. As an application of these inequalities, we derive out a Sobolev-logarithmic and an…
For a series of univariate or multivariate complex multiple Wiener-It\^o integrals, we appreciably improve the previously known contractions condition of complex Fourth Moment Theorem (FMT) and present a fourth moment type Berry-Ess\'een…
For complex multiple Wiener-It\^{o} integral, we present Berry-Ess\'een upper and lower bounds in terms of moments and kernel contractions under the Wasserstein distance. As a corollary, we simplify the previously known contraction…
The paper studies a class of Ornstein-Uhlenbeck processes on the classical Wiener space. These processes are associated with a diffusion type Dirichlet form whose corresponding diffusion operator is unbounded in the Cameron-Martin space. It…
A multiple operator integral (MOI) is an indispensable tool in several branches of noncommutative analysis. However, there are substantial technical issues with the existing literature on the "separation of variables" approach to defining…
The semigroup of weighted composition operators $(W_n)_{n\in \mathbb{N}}$, defined by $$W_nf(z)=(1+z+\cdots +z^n)f(z^n),$$ acts on the classical Hardy-Hilbert space $H^{2}(\mathbb{D})$, and exhibits intriguing connections with both the…
The classical representation of random variables as the Ito integral of nonanticipative integrands is extended to include Banach space valued random variables on an abstract Wiener space equipped with a filtration induced by a resolution of…
This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…
We show that a family of quantum Ornstein-Uhlenbeck semigroups is hypercontractive. We also obtain the optimal order of the optimal time up to a constant for those elements whose Gibbs state is zero. The main ingredient of our proof is…
We generalise the Clark-Ocone formula for functions to give analogous representations for differential forms on the classical Wiener space. Such formulae provide explicit expressions for closed and co-closed differential forms and, as a…
The harmonic oscillator is the paragon of physical models; conceptually and computationally simple, yet rich enough to teach us about physics on scales that span classical mechanics to quantum field theory. This multifaceted nature extends…
Nualart & Pecatti ([Nualart and Peccati, 2005, Thm 1]) established the first fourth-moment theorem for random variables in a fixed Wiener chaos, i.e. they showed that convergence of the sequence of fourth moments to the fourth moment of the…
We combine Malliavin calculus with Stein's method, in order to derive explicit bounds in the Gaussian and Gamma approximations of random variables in a fixed Wiener chaos of a general Gaussian process. We also prove results concerning…
We prove that the formula which gives the Wiener chaos decomposition of the multiplication of two multiple Wiener integrals with symmetric kernels is a straightforward application of the Leibniz' formula.
The article is devoted to a new proof of the expansion for iterated Ito stochastic integrals with respect to the components of a multidimensional Wiener process. The above expansion is based on Hermite polynomials and generalized multiple…
We outline an abstract approach to the pseudo-differential Weyl calculus for operators in function spaces in infinitely many variables. Our earlier approach to the Weyl calculus for Lie group representations is extended to the case of…
This article gives a fairly self-contained treatment of the basic facts about the Iwahori-Hecke algebra of a split p-adic group, including Bernstein's presentation, Macdonald's formula, the Casselman-Shalika formula, and the Lusztig-Kato…