Related papers: Generalized Fock space and moments
The chaos expansion of a general non-linear function of a Gaussian stationary increment process conditioned on its past realizations is derived. This work combines Wiener chaos expansion approach to study the dynamics of a stochastic system…
We provide a necessary and sufficient condition for the representability of a function as the classical multidimensional Laplace transform, when the support of the representing measure is contained in some generalized semi-algebraic set.…
We consider a stochastic extension of the nonlocal convective Cahn-Hilliard equation containing an additive Wiener process noise. We first introduce a suitable analytical setting and make some mathematical and physical assumptions. We then…
White noise is a fundamental and fairly well understood stochastic process that conforms the conceptual basis for many other processes, as well as for the modeling of time series. Here we push a fresh perspective toward white noise that,…
We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…
Various approaches to stochastic processes exist, noting that key properties such as measurability and continuity are not trivially satisfied. We introduce a new theory for Gaussian processes using improper linear functionals. Using a…
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, motivated in particular by its applications in Internet traffic modeling, biomedicine and finance. The aim of this work is to define and…
We show that a special case of method of moment estimator derived from the Stein class coincides with the class of generalized score matching estimator. Choosing a suitable weight function for generalized score matching is not…
The recent discoveries of new forms of quantum statistics require a close look at the under-lying Fock space structure. This exercise becomes all the more important in order to provide a general classification scheme for various forms of…
The generalized problem of moments is a conic linear optimization problem over the convex cone of positive Borel measures with given support. It has a large variety of applications, including global optimization of polynomials and rational…
We review here the development of the general formalism for the study of fermion propagation in the presence of stochastic media. This formalism allows the systematic derivation of evolution equations for averaged quantities as survival…
Generalized Feller theory provides an important analog to Feller theory beyond locally compact state spaces. This is very useful for solutions of certain stochastic partial differential equations, Markovian lifts of fractional processes, or…
Let $(\Omega,\mathcal{F},(\mathcal{F}_t)_{t \geq 0},\mathbb{P})$ be a filtered probability space satisfying the usual assumptions: it is usually not possible to extend to $\mathcal{F}_{\infty}$ (the $\sigma$-algebra generated by…
Using the white noise space framework, we define a class of stochastic processes which include as a particular case the fractional Brownian motion and its derivative. The covariance functions of these processes are of a special form,…
We formulate a theory of generalized Fock spaces which underlies the different forms of quantum statistics such as ``infinite'', Bose-Einstein and Fermi-Dirac statistics. Single-indexed systems as well as multi-indexed systems that cannot…
We present the expansion of the multifractional Brownian (mBm) local time in higher dimensions, in terms of Wick powers of white noises (or multiple Wiener integrals). If a suitable number of kernels is subtracted, they exist in the sense…
We modify the Araki-Woods double Fock space construction in order to describe general squeezed Gaussian states and use this to represent squeezed quantum stochastic noise processes. Associated master equations are derived.
Factorial moments and cumulants are usually defined with respect to the unconditioned Poisson process. Conditioning a sample by selecting events of a given overall multiplicity $N$ necessarily introduces correlations. By means of Edgeworth…
We describe positive generalized functionals in Gaussian Analysis. We focus on distribution spaces larger than the space of Hida Distributions. It is shown that a positive distribution is represented by a measure with specific growth of its…
Contrary to the classical wisdom, processes with independent values (defined properly) are much more diverse than white noise combined with Poisson point processes, and product systems are much more diverse than Fock spaces. This text is a…