Related papers: Complex Wiener-It\^o Chaos Decomposition Revisited
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…
There is a remarkable interest in the study of Out-of-time ordered correlators (OTOCs) that goes from many body theory and high energy physics to quantum chaos. In this latter case there is a special focus on the comparison with the…
In this article we give a unified treatment of the construction of all possible Weitzenb\"ock formulas for all irreducible, non--symmetric holonomy groups. The resulting classification is two--fold, we construct explicitly a basis of the…
We consider the Fourier-Laplace transforms of a broad class of polynomial Ornstein-Uhlenbeck (OU) volatility models, including the well-known Stein-Stein, Sch\"obel-Zhu, one-factor Bergomi, and the recently introduced Quintic OU models…
We establish necessary and sufficient conditions implying that the product of $m\geq 2$ Poisson functionals, living in a finite sum of Wiener chaoses, is square-integrable. Our conditions are expressed in terms of iterated add-one cost…
In this note unbounded hyperexpansive weighted composition operators are investigated. AS a consequence unbounded hyperexpansive multiplication and composition operators are characterized.
We prove first existence of a classical solution to a class of parabolic problems with unbounded coefficients on metric star graphs subject to Kirchhoff-type conditions. The result is applied to the Ornstein--Uhlenbeck and the harmonic…
The defining conditions for the irreducible tensor operators associated with the unitary irreducible corepresentions of compact quantum group algebras are deduced first in both the right and left regular coaction formalisms. In each case it…
The semi-group of weighted composition operators $(W_n)_{n\geq 1}$ where \[ W_nf(z)=(1+z+\ldots+z^{n-1})f(z^n) \] on the classical Hardy-Hilbert space $H^2$ of the open unit disk is related to the Riemann Hypothesis (RH) (see…
In this paper, we consider the recovery of third-order differential operators from two spectra, as well as fourth-order or fifth-order differential operators from three spectra, where these differential operators are endowed with…
The phenomenon "hypo-coercivity," i.e., the increased rate of contraction for a semi-group upon adding a large skew-adjoint part to the generator, is considered for 1D semigroups generated by the Schr\"odinger operators $-\partial^2_x + x^2…
We consider non-local Ornstein-Uhlenbeck (OU) operators that correspond to Ornstein-Uhlenbeck processes driven by L\'evy processes. These are ergodic Markov processes and the OU operator is in general non-normal in the $L^2$ space weighted…
We develop a numerical method for computing with orthogonal polynomials that are orthogonal on multiple, disjoint intervals for which analytical formulae are currently unknown. Our approach exploits the Fokas--Its--Kitaev Riemann--Hilbert…
The Wirtinger integral is one of the integral representations of the Gauss hypergeometric function. Its integrand is given by a product of complex powers of theta functions. We study the structure of the twisted homology and cohomology…
In this thesis, we analyse the generalisations of the Ornstein-Uhlenbeck (OU) semigroup and study them in both quantum and classical setups. In the first three chapters, we analyse the dissipative dynamics on noncommutative/quantum spaces,…
We study the structure of the vector space of Drinfeld quasi-modular forms for congruence subgroups. We provide representations as polynomials in the false Eisenstein series with coefficients in the space of Drinfeld modular forms (the…
We give properties of strict pseudocontractions and demicontractions defined on a Hilbert space, which constitute wide classes of operators that arise in iterative methods for solving fixed point problems. In particular, we give necessary…
This work explores classical discrete multiple orthogonal polynomials, including Hahn, Meixner of the first and second kinds, Kravchuk, and Charlier polynomials, with an arbitrary number of weights. Explicit expressions for the recursion…
We investigate the concept of cylindrical Wiener process subordinated to a strictly $\alpha$-stable L\'evy process, with $\alpha\in\left(0,1\right)$, in an infinite dimensional, separable Hilbert space, and consider the related stochastic…
We consider a class of non-trivial perturbations ${\mathscr A}$ of the degenerate Ornstein-Uhlenbeck operator in ${\mathbb R}^N$. In fact we perturb both the diffusion and the drift part of the operator (say $Q$ and $B$) allowing the…