Related papers: Stochastic Integrals and Gelfand Integration in Fr…
We introduce a carr\'e du champ operator for Banach-valued random elements, taking values in the projective tensor product, and use it to control the bounded Lipschitz distance between a Malliavin-smooth random element satisfying mild…
In previous work the framework for a hypercomplex function theory in superspace was established and amply investigated. In this paper a Cauchy integral formula is obtained in this new framework by exploiting techniques from orthogonal…
If A is an algebra of functions on X, there are many cases when X can be regarded as included in Hom(A,C) as the set of ring homomorphisms. In this paper the corresponding results for the symmetric products of X are introduced. It is shown…
Generalized convolution symmetries of integrable hierarchies of KP and 2KP-Toda type multiply the Fourier coefficients of the elements of the Hilbert space $\HH= L^2(S^1)$ by a specified sequence of constants. This induces a corresponding…
Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…
Given a Gaussian stationary increment processes with spectral density, we show that a Wick-Ito integral with respect to this process can be naturally obtained using Hida's white noise space theory. We use the Bochner-Minlos theorem to…
A strong quasi-invariance principle and a finite-dimensional integration by parts formula as in the Bismut approach to Malliavin calculus are obtained through a suitable application of Lie's symmetry theory to autonomous stochastic…
We consider spaces of smooth functions obtained by relaxing Gevrey-type regularity and decay conditions. It is shown that these classes fit well within the general framework of the weighted matrices approach to ultradifferentiable…
We construct solutions of the $2$-dimensional Toda-Hirota equation (2dTHE) expressed by the Gelfand hypergeometric function (Gelfand HGF) on the Grassmannian $\mathrm{GM}(2,N)$ of confluent or non-confluent type, which is labeled by a…
This work brings Mellin transforms into the realm of motivic integration. The new, larger class of motivic functions is stable under motivic Mellin and Fourier transforms, with general Fubini results and change of variables formulas. It…
With the use of Hida's white noise space theory space theory and spaces of stochastic distributions, we present a detailed analytic continuation theory for classes of Gaussian processes, with focus here on Brownian motion. For the latter,…
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…
In the paper we consider a realization of a finite dimensional irreducible representation of the Lie algebra $\mathfrak{gl}_n$ in the space of functions on the group $GL_n$. It is proved that functions corresponding to Gelfand-Tsetlin…
A cylindrical Levy process does not enjoy a cylindrical version of the semi-martingale decomposition which results in the need to develop a completely novel approach to stochastic integration. In this work, we introduce a stochastic…
In this paper, we study backward stochastic Volterra integral equations introduced in [26, 45] and extend the existence, uniqueness or comparison results for general filtration as in [31] (not only Brownian-Poisson setting). We also…
The Bargmann-Fock-Segal space plays an important role in mathematical physics, and has been extended into a number of directions. In the present paper we imbed this space into a Gelfand triple. The spaces forming the Fr\'echet part (i.e.…
This article develops a unified and intrinsic framework for the theory of Sobolev spaces on vector bundles over Riemannian manifolds. The analytical core of our approach is an explicit higher-order geometric integration by parts formula,…
In the paper stochastic Volterra equations of nonscalar type in Hilbert space are studied. The aim of the paper is to provide some results on stochastic convolution and mild solutions to those Volterra equations. The motivation of the paper…
This paper presents the convergence analysis of the spatial finite difference method (FDM) for the stochastic Cahn--Hilliard equation with Lipschitz nonlinearity and multiplicative noise. Based on fine estimates of the discrete Green…
This paper initiates a study of Hodge integrals on moduli spaces of pseudostable curves. We prove an explicit comparison formula that allows one to effectively compute any pseudostable Hodge integral in terms of intersection numbers on…