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Random fields are useful mathematical tools for representing natural phenomena with complex dependence structures in space and/or time. In particular, the Gaussian random field is commonly used due to its attractive properties and…
We study several types of tree-level improvement in the Yang-Mills gradient flow method in order to reduce the lattice discretization errors in line with Fodor et al. [arXiv:1406.0827]. The tree-level $\mathcal{O}(a^2)$ improvement can be…
The well known formula $[X,Y]=\tfrac12\tfrac{\partial^2}{\partial t^2}|_0 (\Fl^Y_{-t}\o\Fl^X_{-t}\o\Fl^Y_t\o\Fl^X_t)$ for vector fields $X$, $Y$ is generalized to arbitrary bracket expressions and arbitrary curves of local diffeomorphisms.
We study the properties of quasi-distributions or Wigner measures in the context of noncommutative quantum mechanics. In particular, we obtain necessary and sufficient conditions for a phase-space function to be a noncommutative Wigner…
In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…
We discuss the concept of gauge-invariant fields for non-abelian gauge theories. Infinitesimal fluctuations around a given gauge field can be split into physical and gauge fluctuations. Starting from some reference field the gauge-invariant…
We study time- and parameter-dependent ordinary differential equations in the geometric setting of vector fields and their flows. Various degrees of regularities in state are considered, including Lipschitz, finitely diferentiable, smooth,…
Concentration inequalities are obtained on Poisson space, for random functionals with finite or infinite variance. In particular, dimension free tail estimates and exponential integrability results are given for the Euclidean norm of…
This paper represents the first attempt to develop a theory for linear-quadratic mean field games in possibly infinite dimensional Hilbert spaces. As a starting point, we study the case, considered in most finite dimensional contributions…
By extending \cite{bensoussan2015control}, we implement the proposal of Lions \cite{lions14} on studying mean field games and their master equations via certain control problems on the Hilbert space of square integrable random variables. In…
Motivated by questions arising in financial mathematics, Dupire introduced a notion of smoothness for functionals of paths (different from the usual Fr\'echet--Gat\'eaux derivatives) and arrived at a generalization of It\=o's formula…
We present a new method for describing quantum measurements in relativistic systems that applies (i) to any QFT and for any field-detector coupling, (ii) to the measurement of any observable, and (iii) to arbitrary size, shape and motion of…
Whenever an It\^o-Wentsel type of formula holds for composition of flows of a certain differential dynamics, there exists locally a decomposition of the corresponding flow according to complementary distributions (or foliations, in the case…
We present a list of formulae useful for Weyl-Heisenberg integral quantizations, with arbitrary weight, of functions or distributions on the plane. Most of these formulae are known, others are original. The list encompasses particular cases…
We provide in this work a robust solution theory for random rough differential equations of mean field type $$ dX_t = V(X_t,\mathcal{L}(X_t))dt + F(X_t,\mathcal{L}(X_t))dW_t, $$ where $W$ is a random rough path and $\mathcal{L}(X_t)$ stands…
This paper proves that, under a monotonicity condition, the invariant probability measure of a McKean--Vlasov process can be approximated by weighted empirical measures of some processes including itself. These processes are described by…
The domain of definition of the divergence operator \delta on an abstract Wiener space (W, H, \mu) is extended to include W-valued and W\otimesW-valued "integrands". The main properties and characterizations of this extension are derived…
In this note we define and study a Hilbert space-valued stochastic integral of operator-valued functions with respect to Hilbert space-valued measures. We show that this integral generalizes the classical Ito stochastic integral of adapted…
For non-anticipative functionals, differentiable in Chitashvili's sense, the It\^o formula for cadlag semimartingales is proved. Relations between different notions of functional derivatives are established.
Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…