Related papers: Clark-Ocone Formula for Generalized Functionals of…
We present an exact functional formalism to deal with linear Langevin equations with arbitrary memory kernels and driven by any noise structure characterized through its characteristic functional. No others hypothesis are assumed over the…
We consider a functional calculus for compact operators, acting on the singular values rather than the spectrum, which appears frequently in applied mathematics. Necessary and sufficient conditions for this singular value functional…
The Functional Machine Calculus (FMC) was recently introduced as a generalization of the lambda-calculus to include higher-order global state, probabilistic and non-deterministic choice, and input and output, while retaining confluence. The…
In this paper, by introducing a new type asymptotic coupling by reflection, we explore the long time behavior of random probability measure flows associated with a large class of one-dimensional McKean-Vlasov SDEs with common noise.…
We give an introduction to discrete functional analysis techniques for stationary and transient diffusion equations. We show how these techniques are used to establish the convergence of various numerical schemes without assuming…
The aim of this work is to define a continuous functional calculus in quaternionic Hilbert spaces, starting from basic issues regarding the notion of spherical spectrum of a normal operator. As properties of the spherical spectrum suggest,…
In this article we prove a representation formula for non-negative generalized harmonic functions with respect to a subordinate Brownian motion in a general open set $D\subset \mathbb{R}^d$. We also study oscillation properties of quotients…
We develop a general perturbative computation of finite-frequency quantum noise which applies, in particular, to both good or weakly transmitting strongly correlated conductors coupled to a generic environment. Under a minimal set of…
New necessary and sufficient conditions are given for the quantization of a class of periodic second order non-homogeneous ordinary differential equations in the complex plane in this paper. The problem is studied from the viewpoint of…
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…
We study a class of stochastic time-fractional equations on $\mathbb{R}^d$ driven by a centered Gaussian noise, involving a Caputo time derivative of order $\beta>0$, a fractional (power) Laplacian of order $\alpha>0$, and a…
We illustrate a counter-intuitive effect of an additive stochastic force, which acts independently on each element of an ensemble of globally coupled oscillators. We show numerically and semi-analytically that a very small white noise is…
We develop physically admissible lattice models in the harmonic approximation which define by Hamilton's variational principle fractional Laplacian matrices of the forms of power law matrix functions on the n -dimensional periodic and…
The Functional Machine Calculus (FMC), recently introduced by the authors, is a generalization of the lambda-calculus which may faithfully encode the effects of higher-order mutable store, I/O and probabilistic/non-deterministic input.…
We consider the modeling of noise in a nonlinear, classical, resistive electrical component using two models: i) a continuous description based on a stochastic differential equation with a white thermal Gaussian noise; ii) a discrete, shot…
The classical hypercontractive inequality for the noise operator on the discrete cube plays a crucial role in many of the fundamental results in the Analysis of Boolean functions, such as the KKL (Kahn-Kalai-Linial) theorem, Friedgut's…
We study n-monotone functionals, which constitute a generalisation of n-monotone set functions. We investigate their relation to the concepts of exactness and natural extension, which generalise the notions of coherence and natural…
A functional calculus for an order complete vector lattice $\mathcal{E}$ was developed by Grobler in 2014 using the Daniell integral. We show that if one represents the universal completion of $\mathcal{E}$ as $C^\infty(K)$, then the…
This paper considers the problems of solving monotone variational inequalities with H\"older continuous Jacobians. By employing the knowledge of H\"older parameter $\nu$, we propose the $\nu$-regularized extra-Newton method within at most…
The Blackstock-Crighton equations describe the motion of a viscous, heat-conducting, compressible fluid. They are used as models for acoustic wave propagation in a medium in which both nonlinear and dissipative effects are taken into…