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The Malliavin derivative, divergence operator, and the Ornstein-Uhlenbeck operator are extended from the traditional Gaussian setting to generalized processes from the higher-order chaos spaces.
A derivation operator and a divergence operator are defined on the algebra of bounded operators on the symmetric Fock space over the complexification of a real Hilbert space $\eufrak{h}$ and it is shown that they satisfy similar properties…
We consider the approximation of the inverse square root of regularly accretive operators in Hilbert spaces. The approximation is of rational type and comes from the use of the Gauss-Legendre rule applied to a special integral formulation…
In this paper, we obtain eigenvalue estimates for a larger class of elliptic differential operators in divergence form on a bounded domain in a complete Riemannian manifold isometrically immersed in Euclidean space. As an application, we…
We study multi-dimensional normal approximations on the Poisson space by means of Malliavin calculus, Stein's method and probabilistic interpolations. Our results yield new multi-dimensional central limit theorems for multiple integrals…
We consider the normal operator of the X-ray transform, weighted with Gaussian weights, in Euclidean space with dimension at least 3. We show the eigenfunctions of the normal operator are joint eigenfunctions of the harmonic oscillator and…
We construct surface measures in a Hilbert space endowed with a probability measure $\nu$. The theory fits for invariant measures of some stochastic partial differential equations such as Burgers and reaction--diffusion equations. Other…
We consider versions of Malliavin calculus on path spaces of compact manifolds with diffusion measures, defining Gross-Sobolev spaces of differentiable functions and proving their intertwining with solution maps, I, of certain stochastic…
We consider second order uniformly elliptic operators of divergence form in $\R^{d+1}$ whose coefficients are independent of one variable. For such a class of operators we establish a factorization into a product of first order operators…
In this paper we find the inverse and direct recursion operator for the intrinsic generalized sine-Gordon equation in any number $n > 2$ of independent variables. Among the flows generated by the direct operator we identify a…
Let $L$ be an infinitely degenerate second-order linear operator defined on a bounded smooth Euclidean domain. Under weaker conditions than those of H\"ormander, we show that the Dirichlet problem associated with $L$ has a unique smooth…
A class of second order approximations, called the weighted and shifted Gr\"{u}nwald difference operators, are proposed for Riemann-Liouville fractional derivatives, with their effective applications to numerically solving space fractional…
We deal with Malliavin calculus on the $L^2$ space of the $W^*$-algebra generated by fermion fields (the Clifford algebra). First, we verify the product formula for multiple integrals in It\^o-Clifford calculus, which is It\^o calculus on…
Signal inference problems with non-Gaussian posteriors can be hard to tackle. Through using the concept of Gibbs free energy these posteriors are rephrased as Gaussian posteriors for the price of computing various expectation values with…
We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on the Poisson space. The target distribution is conditionally either a Gaussian vector or a Poisson random variable. The convergence is stable…
We review and extend Lindsay's work on abstract gradient and divergence operators in Fock space over a general complex Hilbert space. Precise expressions for the domains are given, the $L^2$-equivalence of norms is proved and an abstract…
In this paper we consider the problem of computing the difference Galois groups of order three equations for a large class of difference operators including the shift operator (Case S), the $q$-difference operator (Case Q), the Mahler…
In this paper we study in a Hilbert space a homogeneous linear second order difference equation with nonconstant and noncommuting operator coefficients. We build its exact resolutive formula consisting in the explicit non-iterative…
We give in this short paper a sharp estimate for the norm of a multivariate dilation operator generated by multi-matrix (tensor) linear argument transformation (dilation operator) between two different weight Lebesgue-Riesz and Grand…
We establish two-sided Gaussian bounds for the fundamental solution of second-order parabolic operators in non-divergence form under minimal regularity assumptions. Specifically, we show that the upper and lower bounds follow from the local…