Related papers: Gaussian processes with Volterra kernels

Several methods for solving efficiently the one-dimensional deconvolution problem are proposed. The problem is to solve the Volterra equation ${\mathbf k} u:=\int_0^t k(t-s)u(s)ds=g(t),\quad 0\leq t\leq T$. The data, $g(t)$, are noisy. Of…

Here we study a new kind of linear integral equations for a relativistic quantum-mechanical two-particle wave function $\psi(x_1,x_2)$, where $x_1,x_2$ are spacetime points. In the case of retarded interaction, these integral equations are…

We study the behavior of the shifted convolution sum involving fourth power of the Fourier coefficients of holomorphic cusp forms with a weight function to be the $k$-full kernel function for any fixed integer $k\geq2$.

The Volterra square-root process on $\mathbb{R}_+^m$ is an affine Volterra process with continuous sample paths. Under a suitable integrability condition on the resolvent of the second kind associated with the Volterra convolution kernel,…

We consider two independent Gaussian processes that admit a representation in terms of a stochastic integral of a deterministic kernel with respect to a standard Wiener process. In this paper we construct two families of processes, from a…

In this paper, using a very general Cameron--Storvick theorem on the Wiener space $C_0[0,T]$, we establish various integration by parts formulas involving generalized analytic Feynman integrals, generalized analytic Fourier--Feynman…

Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…

We study properties of an attractive-repulsive energy functional based on power-kernels, which can be used for halftoning of images. In the first part of this work, using a variational framework for probability measures, we examine…

Closed-form expressions, parametrized by the Hurst exponent $H$ and the length $n$ of a time series, are derived for paths of fractional Brownian motion (fBm) and fractional Gaussian noise (fGn) in the $\mathcal{A}-\mathcal{T}$ plane,…

This article considers Whittaker's function $W_{\kappa ,\mu }$ where $\kappa$ is real and $\mu$ is real or purely imaginary. Then $\varphi (x)=x^{-\mu -1/2}W_{\kappa ,\mu }(x)$ arises as the scattering function of a continuous time linear…

This note is devoted to construct a rough path above a multidimensional fractional Brownian motion $B$ with any Hurst parameter $H\in(0,1)$, by means of its representation as a Volterra Gaussian process. This approach yields some algebraic…

A universal kernel is constructed whose sections approximate any causal and time-invariant filter in the fading memory category with inputs and outputs in a finite-dimensional Euclidean space. This kernel is built using the reservoir…

We study the H\"olderian regularity of Gaussian wavelets series and show that they display, almost surely, three types of points: slow, ordinary and rapid. In particular, this fact holds for the Fractional Brownian Motion. We also show that…

New representations for an integral kernel of the transmutation operator and for a regular solution of the perturbed Bessel equation of the form $-u^{\prime\prime}+\left(\frac{\ell(\ell+1)}{x^{2}}+q(x)\right)u=\omega^{2}u$ are obtained. The…

In this work we consider the inverse problem of determining the properties of a Wigner function from the set of its zeros (the nodal set). The previous state of the art of the problem is Hudson's theorem, which shows that an empty nodal set…

In this paper, we prove that a fuzzy set--valued Brownian motion $B_t$, as defined in [1], can be handle by an $R^d$--valued Wiener process $b_t$, in the sense that $B_t =\indicator{b_t}$; i.e. it is actually the indicator function of a…

We prove a functional limit theorem for a pair of nearly unstable Hawkes processes coupled through a triangular cross-excitation mechanism, when the two kernels have distinct heavy-tail exponents. This heterogeneous regime produces two…

A gauge-invariant Wigner quantum mechanical theory is obtained by applying the Weyl-Stratonovich transform to the von Neumann equation for the density matrix. The transform reduces to the Weyl transform in the electrostatic limit, when the…

A special class of integrable nonlinear differential equations related to A.III-type symmetric spaces and having additional reductions are analyzed via the inverse scattering method (ISM). Using the dressing method we construct two classes…

We find an explicit expression for the cross-covariance between stochastic integral processes with respect to a $d$-dimensional fractional Brownian motion (fBm) $B_t$ with Hurst parameter $H>1/2$, where the integrands are vector fields…