Related papers: Gaussian processes with Volterra kernels
We illustrate the composition properties for an extended family of SG Fourier integral operators. We prove continuity results for operators in this class with respect to $L^2$ and weighted modulation spaces, and discuss continuity on…
We propose 1D and 2D lattice wave functions constructed from the SU(n)_1 Wess-Zumino-Witten (WZW) model and derive their parent Hamiltonians. When all spins in the lattice transform under SU(n) fundamental representations, we obtain a…
We introduce a class of algorithms for constructing Fourier representations of Gaussian processes in $1$ dimension that are valid over ranges of hyperparameter values. The scaling and frequencies of the Fourier basis functions are evaluated…
In this article, we fully characterize the measurable Gaussian processes $(U(x))_{x\in\mathcal{D}}$ whose sample paths lie in the Sobolev space of integer order $W^{m,p}(\mathcal{D}),\ m\in\mathbb{N}_0,\ 1 <p<+\infty$, where $\mathcal{D}$…
We investigate the properties of the solutions of scaled Volterra equations (i.e. with an affine mean-reverting drift) in terms of stationarity at both a finite horizon and on the long run. In particular we prove that such an equation never…
We study the pathwise regularity of the map $$ \phi \mapsto I(\phi) = \int_0^T < \phi(X_t), dX_t>$$ where $\phi$ is a vector function on $\R^d$ belonging to some Banach space $V$, $X$ is a stochastic process and the integral is some version…
This paper establishes a rigorous functional analytic framework for weighted Weyl-Sonine fractional operators on semi-infinite intervals. While the classical Phillips functional calculus relies strictly on completely monotonic Bernstein…
The homogeneous steady state of a fluid of inelastic hard spheres immersed in a bath of elastic hard spheres kept at equilibrium is analyzed by means of the first Sonine approximation to the (spatially homogeneous) Enskog--Boltzmann…
We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…
We develop a general mapping from given kink or pulse shaped travelling-wave solutions including their velocity to the equations of motion on one-dimensional lattices which support these solutions. We apply this mapping - by definition an…
The Volterra signature extends the classical path signature by incorporating general matrix-valued kernel into its iterated integral structure, yielding a flexible notion of memory for time series. Its components can be viewed as successive…
We consider the quantum inverse scattering method for several mixed integrable models based on the rational SU(N) R-matrix with general toroidal boundary conditions. This includes systems whose Hilbert spaces are invariant by the discrete…
In this paper, we study semiparametric inference for linear multivariate Hawkes processes, a class of point processes widely used to describe self and mutually exciting phenomena. We establish a convolution theorem giving the best limiting…
We first prove a Cauchy's integral theorem and Cauchy type formula for certain inhomogeneous Cimmino system from quaternionic analysis perspective. The second part of the paper directs the attention towards some applications of the…
In this paper we deal with the generalized Gamma processes and their compositions. For the compositions of two or more than two generalized Gamma processes we give, when possible, the explicit law whereas, in the other cases the…
The paper investigates the sensitivity of the inverse problem of recovering the velocity field in a bounded domain from the boundary dynamic Dirichlet-to-Neumann map (DDtN) for the wave equation. Three main results are obtained: (1)…
In [1], the spectrum (eigenvalues and eigenstates) of a lattice regularizations of the Sine-Gordon model has been completely characterized in terms of polynomial solutions with certain properties of the Baxter equation. This…
Using the Euler--Maruyama technique, we show that a class of Wiener processes exist that are obtained by computing an arbitrary positive power of them. This can be accomplished with a proper set of definitions that makes meaningful the…
In this paper the whole family of fractional Brownian motions is constructed as a single Gaussian field indexed by time and the Hurst index simultaneously. The field has a simple covariance structure and it is related to two generalizations…
The solution to a multivariate linear Stochastic Differential Equation (SDE) with constant initial state is well known to be a Gaussian Markov process, but its covariance kernel involves the solution to an integral equation in the general…