Related papers: Stochastic Integrals and Gelfand Integration in Fr…

In this paper, the notion of singular backward stochastic Volterra integral equations (singular BSVIEs for short) in infinite dimensional space is introduced, and the corresponding well-posedness is carefully established. A class of…

Stieltjes integral theorem is more commonly known by the phrase 'integration by parts' and enables rearrangement of an otherwise intractable integral to a more amenable form; often permitting completion of an integral in closed form.…

In this note, we aim to establish a number of embeddings between various function spaces that are frequently considered in the theory of Fourier series. More specifically, we give sufficient conditions for the embeddings $\Phi V[h]\subseteq…

We derive the optimal rate of convergence for the mean squared error at the terminal point for anticipating linear stochastic differential equations, where the integral is interpreted in Skorohod sense. Although alternative proof techniques…

We develop the connection between large deviation theory and more applied approaches to stochastic hybrid systems by highlighting a common underlying Hamiltonian structure. A stochastic hybrid system involves the coupling between a…

We study stochastic Volterra equations in Hilbert spaces driven by cylindrical Gaussian noise. We derive a mild formulation for the stochastic Volterra equation, prove the equivalence of mild and strong solutions, the existence and…

This paper investigates the well-posedness of singular mean-field backward stochastic Volterra integral equations (MF-BSVIEs) in infinite-dimensional spaces. We consider the equation: \[X(t) = \Psi(t) + \int_t^b P\big(t, s, X(s), \aleph(t,…

This paper is a self-contained presentation of certain aspects of the theory of weighted Sobolev spaces and elliptic operators on non-compact Riemannian manifolds. Specifically, we discuss (i) the standard and weighted Sobolev Embedding…

We introduce a phase space with spinorial momenta, corresponding to fermionic derivatives, for a 2d supersymmetric (1, 1) sigma model. We show that there is a generalisation of the covariant De Donder-Weyl Hamiltonian formulation on this…

In this paper, stochastic Volterra equations driven by cylindrical Wiener process in Hilbert space are investigated. Sufficient conditions for existence of strong solutions are given. The key role is played by convergence of $\alpha$-times…

By using Malliavin calculus and multiple Wiener-It\^o integrals, we study the existence and the regularity of stochastic currents defined as Skorohod (divergence) integrals with respect to the Brownian motion and to the fractional Brownian…

We study the interior problem of tomography. The starting point is the Gelfand-Graev formula, which converts the tomographic data into the finite Hilbert transform (FHT) of an unknown function $f$ along a collection of lines. Pick one such…

We consider a stochastic Volterra integral equation with regular path-dependent coefficients and a Brownian motion as integrator in a multidimensional setting. Under an imposed absolute continuity condition, the unique solution is a…

The Gelfand representation of $\mathcal{S}_n$ is the multiplicity-free direct sum of the irreducible representations of $\mathcal{S}_n$. In this paper, we use a result of Adin, Postnikov, and Roichman to find a recursive generating function…

This work deals with a Skorokhod problem driven by a maximal operator: \begin{aligned} &du(t)+Au(t)(dt)\ni f(t)dt+dM(t), \; 0<t<T,\\ &u(0)=u_{0}, \end{aligned} which is a multivalued deterministic differential equation with a singular…

Let $\mathcal{D}$ be the class of radial weights on the unit disk which satisfy both forward and reverse doubling conditions. Let $g$ be an analytic function on the unit disk $\mathbb{D}$. We characterize bounded and compact Volterra type…

We derive variational integrators for stochastic Hamiltonian systems on Lie groups using a discrete version of the stochastic Hamiltonian phase space principle. The structure-preserving properties of the resulting scheme, such as…

For any real-valued stochastic process $X$ with c\'rdl\'rg paths we define non-empty family of processes which have locally finite total variation, have jumps of the same order as the process $X$ and uniformly approximate its paths on…

We present in this paper a geometric theorem which clarifies and extends in several directions work of Brownawell, Kollar and others on the effective Nullstellensatz. To begin with, we work on an arbitrary smooth complex projective variety…

The main aim of this paper is to introduce a new version of the Fokas-Gel'fand formula for immersion of soliton surfaces in Lie algebras. The paper contains a detailed exposition of the technique for obtaining exact forms of 2D-surfaces…