Related papers: Ito-Wentzell-Lions formula for measure dependent r…
The derivation of the explicit formula for the vacuum expectation value of the Wilson loop functional for an arbitrary gauge group on an arbitrary orientable two-dimensional manifold is considered both in the continuum case and on the…
In this paper we provide necessary and sufficient conditions for the mean square approximation of a random field with an ortho-martingale. The conditions are formulated in terms of projective criteria. Applications are given to linear and…
We derive an Ito-formula for the Dawson-Watanabe superprocess, a well-known class of measure-valued processes, extending the classical Ito-formula with respect to two aspects. Firstly, we extend the state-space of the underlying process…
In this brief note we show that the usual Lorentz gauge is not satisfied by the Lienard-Wiechert potentials, then, using Brownstein's concept of "whole-partial" derivatives we introduce the generalized expression for the Lorentz gauge…
Using an alternative notion of entropy introduced by Datta, the max-entropy, we present a new simplified framework to study the minimizers of the specific free energy for random fields which are weakly dependent in the sense of Lewis,…
For stochastic systems driven by continuous semimartingales an explicit formula for the logarithm of the Ito flow map is given. A similar formula is also obtained for solutions of linear matrix-valued SDEs driven by arbitrary…
We develop a gradient-flow theory for time-dependent functionals defined in abstract metric spaces. Global well-posedness and asymptotic behavior of solutions are provided. Conditions on functionals and metric spaces allow to consider the…
We prove an It\^o-Wentzell formula for the fractional Brownian motion. As an application we derive an existence and uniqueness result for a class of stochastic differential equations driven by this stochastic process.
We consider the mean field theory of the Random Field Ising Model obtained by weighing the many solutions of the mean field equations with Boltzmann-like factors. These solutions are found numerically in three dimensions and we observe…
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…
We prove that Poisson measures are invariant under (random) intensity preserving transformations whose finite difference gradient satisfies a cyclic vanishing condition. The proof relies on moment identities of independent interest for…
One of the variants to proof the generalized Ito-Wentzell's formula is introduced and examined in this paper. The relationship between different representations of the generalized Ito-Wentzell's formula/ is considered.
We provide an It\^o's formula for $C^1$-functionals of flows of conditional marginal distributions of continuous semimartingales. This is based on the notion of weak Dirichlet process, and extends the $C^1$-It\^o's formula in Gozzi and…
This article proposes the construction of Wigner measures in the infinite dimensional bosonic quantum field theory, with applications to the derivation of the mean field dynamics. Once these asymptotic objects are well defined, it is shown…
This paper is complete proof of one method for obtaining the generalized Ito-Wentzell formula, its basic idea was announced earlier in a pre-print (arXiv:1309.3038v1). This proof sets the approach which uses the Ito formula and the…
We give a variational formulation of perfect fluids on a general pseudoriemannian manifold by variating tangent fields according the flux produced by them. In this approach no constraints are needed. As a result, Euler and continuity…
This paper gives quantitative global estimates between a time dependent flow on a Riemannian manifold $\left( M\right) $ and the flow of a vector field constructed by truncating the formal Magnus expansion for the logarithm of the flow. As…
The structure of square integrable functionals measurable with respect to the $n-$point motion of the Arratia flow is studied. Relying on the change of measure technique, a new construction of multiple stochastic integrals along…
We show that the notions of weak solution to the total variation flow based on the Anzellotti pairing and the variational inequality coincide under some restrictions on the boundary data. The key ingredient in the argument is a duality…
A well-known It\^o formula for finite dimensional processes, given in terms of stochastic integrals with respect to Wiener processes and Poisson random measures, is revisited and is revised. The revised formula, which corresponds to the…