Related papers: Generalized Grassmann algebras and applications to…

We study the spaces of Poisson, compound Poisson and Gamma noises as special cases of a general approach to non-Gaussian white noise calculus, see \cite{KSS96}. We use a known unitary isomorphism between Poisson and compound Poisson spaces…

An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…

In this article, we consider the stochastic Cahn--Hilliard equation driven by multiplicative space-time white noise with diffusion coefficient of sublinear growth. By introducing the spectral Galerkin method, we first obtain the…

Eldan's stochastic localization is a probabilistic construction that has proved instrumental to modern breakthroughs in high-dimensional geometry and the design of sampling algorithms. Motivated by sampling under non-Euclidean geometries…

In this paper, we study a class of nonlinear space-time fractional stochastic kinetic equations in $\mathbb{R}^d$ with Gaussian noise which is white in time and homogeneous in space. This type of equation constitutes an extension of the…

In this note we outline some novel connections between the following fields: 1) Convolution calculus on white noise spaces 2) Pseudo-differential operators and L\'evy processes on infinite dimensional spaces 3) Feynman graph representations…

In this work we study a stochastic version of the Friedmann acceleration equation. This model has been proposed in the cosmology literature as a possible explanation of the uncertainty found in the experimental quantification of the Hubble…

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,…

A novel routine to investigate the scalar fields in a cosmological context is discussed in the framework of the Hamiltonian formalism. Starting from the Einstein-Hilbert action coupled to a Lagrangian density that contains two components -…

We study the Brownian motion on the non-compact Grassmann manifold $\frac{\mathbf{U}(n-k,k)} {\mathbf{U}(n-k)\mathbf{U}(k)}$ and some of its functionals. The key point is to realize this Brownian motion as a matrix diffusion process, use…

In the first part of this paper I give the historical background to my initial interest in stochastic analysis and to the writing of my book Stochastic Differential Equations. The first edition of this book was published by Springer in…

We introduce and analyze spaces and algebras of generalized functions which correspond to H\" older, Zygmund, and Sobolev spaces of functions. The main scope of the paper is the characterization of the regularity of distributions that are…

We present a general approach to establish algebraic functional equations for big Galois representations over multiple $\mathbb{Z}_p$-extensions. Our result is formulated in both Selmer group and Selmer complex settings, and encompasses a…

We study an infinite dimensional analysis with respect to the measure on Schwartz space of tempered distributions, corresponding to the distributional derivative of gamma process. Laguerre polynomials being orthogonal with respect to gamma…

We build generalizations of the Grassmann algebras from a few simple assumptions which are that they are graded, maximally symmetric and contain an ordinary Grassmann algebra as a subalgebra. These algebras are graded by Z_{n}^{3} and…

In this article, we consider the stochastic Cahn--Hilliard equation driven by space-time white noise. We discretize this equation by using a spatial spectral Galerkin method and a temporal accelerated implicit Euler method. The optimal…

We extend the construction of [19] by introducing spaces of generalized tensor fields on smooth manifolds that possess optimal embedding and consistency properties with spaces of tensor distributions in the sense of L. Schwartz. We thereby…

In this paper, we study the stochastic wave equations in the spatial dimension 3 driven by a Gaussian noise which is white in time and correlated in space. Our main concern is the sample path H\"older continuity of the solution both in time…

We introduced a new algebra of stochastic generalized functions which contains to the space of stochastic distributions G, [25]. As an application, we prove existence and uniqueness of the solution of a stochastic Cauchy problem involving…

A white noise quantum stochastic calculus is developped using classical measure theory as mathematical tool. Wick's and Ito's theorems have been established. The simplest quantum stochastic differential equation has been solved, unicity and…