Related papers: Stochastic Integrals and Gelfand Integration in Fr…
We obtain a complete characterization of the entire functions $g$ such that the integral operator $(T_ g f)(z)=\int_{0}^{z}f(\zeta)\,g'(\zeta)\,d\zeta$ is bounded or compact, on a large class of Fock spaces $\mathcal{F}^\phi_p$, induced by…
The stochastic dynamics of a rigid inclusion constrained to move on a curved surface has many applications in biological and soft matter physics, ranging from the diffusion of passive or active membrane proteins to the motion of phoretic…
In this paper we use a path-integral approach to represent the Lyapunov exponents of both deterministic and stochastic dynamical systems. In both cases the relevant correlation functions are obtained from a (one-dimensional) supersymmetric…
We study the stochastic six-vertex model in half-space with generic integrable boundary weights, and define two families of multivariate rational symmetric functions. Using commutation relations between double-row operators, we prove a skew…
This article characterizes conjugates and subdifferentials of convex integral functionals over linear spaces of cadlag stochastic processes. The approach is based on new measurability results on the Skorokhod space and new interchange rules…
A kind of generalized Gelfand pair is introduced via a Banach algebra consisting of bi-invariant functions in a weighted Lebesgue space. The related spherical functions and the Fourier transformation are constructed. The multipliers of the…
We compare two influential ways of defining a generalized notion of space. The first, inspired by Gelfand duality, states that the category of 'noncommutative spaces' is the opposite of the category of C*-algebras. The second, loosely…
Let $\phi$ be an analytic self-map of the open unit disk $\mathbb{D}$ and $g$ analytic in $\mathbb{D}$. We characterize boundedness and compactness of generalized Volterra type integral operators $$GI_{(\phi,g)}f(z)=…
We study optimal control of stochastic Volterra integral equations (SVIE) with jumps by using Hida-Malliavin calculus. - We give conditions under which there exists unique solutions of such equations. - Then we prove both a sufficient…
In this paper, we use the theory of algebraic groups to prove a number of new and fundamental results about the orthogonal Gelfand-Zeitlin system. We show that the moment map (orthogonal Kostant-Wallach map) is surjective and simplify…
Let F be a non-archimedean local field, of characteristic 0. Let V be a finite dimensional vector space over F and q be a non-degenerate quadratic form on V. Denote d the dimension of V and G=SO(d) the special orthogonal group of (V,q). Let…
In this paper, we prove a central limit theorem for a sequence of iterated Shorohod integrals using the techniques of Malliavin calculus. The convergence is stable, and the limit is a conditionally Gaussian random variable. Some…
We generalize a result of Kostant and Wallach concerning the algebraic integrability of the Gelfand-Zeitlin vector fields to the full set of strongly regular elements in $gl(n,\mathbb{C})$. We use decomposition classes to stratify the…
A study on the notion of covariant derivatives in flat and curved space-time via It\^o-Wiener processes, when subjected to stochastic processes, is presented. Going into details, there is an analysis of the following topics: (i) Besov…
In this paper we study set-valued Volterra-type stochastic integrals driven by L\'{e}vy processes. Upon extending the classical definitions of set-valued stochastic integral functionals to convoluted integrals with square-integrable…
Space-time regularity of linear stochastic partial differential equations is studied. The solution is defined in the mild sense in the state space $L^p$. The corresponding regularity is obtained by showing that the stochastic convolution…
In the article, integration of temporal functions in (possibly non-UMD) Banach spaces with respect to (possibly non-Gaussian) fractional processes from a finite sum of Wiener chaoses is treated. The family of fractional processes that is…
Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic Volterra integro-differential equations, and their deterministic counterparts, are considered. A generalized exponential Euler method, named here…
Based on the notion of the resolvent and on the Hilbert identities, this paper presents a number of classical results in the theory of differential operators and some of their applications to the theory of automorphic functions and number…
We prove a closed formula for integrals of the cotangent line classes against the top Chern class of the Hodge bundle on the moduli space of stable pointed curves. These integrals are computed via relations obtained from virtual…