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In this paper, we study the Besov regularity of L\'evy white noises on the $d$-dimensional torus. Due to their rough sample paths, the white noises that we consider are defined as generalized stochastic fields. We, initially, obtain…

Probability · Mathematics 2017-06-20 Julien Fageot , Michael Unser , John Paul Ward

We consider Einstein Gravity coupled to dynamical matter consisting of a gauge field with any compact gauge group and minimally coupled scalar fields. We investigate the conditions under which a free specification of a spatial field…

General Relativity and Quantum Cosmology · Physics 2015-06-25 Domenico Giulini

We review the method of stochastic quantization for a scalar field theory. We first give a brief survey for the case of self-interacting scalar fields, implementing the stochastic perturbation theory up to the one-loop level. The…

High Energy Physics - Theory · Physics 2008-11-26 G. Menezes , N. F. Svaiter

This paper is devoted to linear space representations of contextual probabilities - in generalized Fock space. This gives the possibility to use the calculus of creation and annihilation operators to express probabilistic dynamics in the…

Quantum Physics · Physics 2019-04-01 Sergey Rashkovskiy , Andrei Khrennikov

We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of…

Statistical Mechanics · Physics 2009-04-29 S. I. Denisov , Werner Horsthemke , Peter Hänggi

This article is devoted to the study of the existence and uniqueness of mild solution to time- and space-fractional stochastic Burgers equation perturbed by multiplicative white noise. The required results are obtained by stochastic…

Numerical Analysis · Mathematics 2017-06-06 Guang-an Zou , Bo Wang

We derive the Wick calculus for test and generalized functionals of noncommutative white noise corresponding to $q$-deformed commutation relations with $q\in(-1,1)$. We construct a Gel'fand triple centered at the $q$-deformed Fock space in…

Probability · Mathematics 2016-12-16 Un Cig Ji , Eugene Lytvynov

We present measurements of the spatial clustering statistics in redshift space of various scalar field modified gravity simulations. We utilise the two-point and the three-point correlation functions to quantify the spatial distribution of…

Cosmology and Nongalactic Astrophysics · Physics 2016-07-20 Cristiano G. Sabiu , David F. Mota , Claudio Llinares , Changbom Park

Let $\ce^{*}$ be the space of tempered distributions and $\m$ be the standard Gaussian measure on $\ce^{*}$. Being motivated by the distribution theory on infinite dimensional space by Cochran, Kuo and Sengupta (CKS) \cite{cks}, Asai, Kubo…

Functional Analysis · Mathematics 2007-05-23 Nobuhiro Asai

This paper studies the convergence of a spatial semidiscretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. For non-smooth initial data, the regularity of the mild solution is investigated, and an…

Numerical Analysis · Mathematics 2025-07-25 Qin Zhou , Binjie Li

In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…

Probability · Mathematics 2023-03-22 Yuhui Guo , Jian Song , Xiaoming Song

The goal of this paper is twofold. In the first part we will study L\'{e}vy white noise in different distributional spaces and solve equations of the type $p(D)s=q(D)\dot{L}$, where $p$ and $q$ are polynomials. Furthermore, we will study…

Probability · Mathematics 2019-07-04 David Berger

In this paper, we prove a mimicking theorem for stochastic processes with an additive Gaussian noise along with some entropy and transport type estimates. As an application of these results, we prove sharp quantitative propagation of chaos…

Probability · Mathematics 2024-05-15 Kevin Hu , Kavita Ramanan , William Salkeld

The main purpose of this paper is to prove some density results of polynomials in Fock spaces of slice regular functions. The spaces can be of two different kinds since they are equipped with different inner products and contain different…

Complex Variables · Mathematics 2018-12-10 Kamal Diki , Sorin G. Gal , Irene Sabadini

In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…

Statistical Mechanics · Physics 2024-08-09 Jérémy O'Byrne , Michael E. Cates

By using Malliavin calculus, explicit derivative formulae are established for a class of semi-linear functional stochastic partial differential equations with additive or multiplicative noise. As applications, gradient estimates and Harnack…

Probability · Mathematics 2011-10-25 Jianhai Bao , Feng-Yu Wang , Chenggui Yuan

By introducing the small noise expansion techniques, we show that the fully nonlinear (non-Markovian) stochastic inflationary system, may be re-cast in terms of an infinite set of Wiener processes (stochastic equations with white noises).…

Cosmology and Nongalactic Astrophysics · Physics 2025-04-02 Diego Cruces , Cristiano Germani , Amin Nassiri-Rad , Masahide Yamaguchi

We revisit the construction of the fermionic path-integral representation of overdamped scalar Langevin processes with multiplicative white noise, focusing on the covariance of the generating functional under non-linear changes of…

Statistical Mechanics · Physics 2026-02-20 Daniel G. Barci , Leticia F. Cugliandolo , Zochil González Arenas

With the use of tensor product of Hilbert space, and a diagonalization procedure from operator theory, we derive an approximation formula for a general class of stochastic integrals. Further we establish a generalized Fourier expansion for…

Mathematical Physics · Physics 2015-05-13 Palle E. T. Jorgensen , Myung-Sin Song

These three lectures present some fundamental and classical aspects of microlocal analysis. Starting with the Sato's microlocalization functor and the microsupport of sheaves, we then construct a microlocal analogue of the Hochschild…

Algebraic Geometry · Mathematics 2013-12-18 Pierre Schapira