Related papers: Sobolev-Wigner spaces
We combine the notion of free Stein kernel and the free Malliavin calculus to provide quantitative bounds under the free (quadratic) Wasserstein distance in the multivariate semicircular approximations for self-adjoint vector-valued…
We study {\em $\nabla$-Sobolev spaces} and {\em $\nabla$-differential operators} with coefficients in general Hermitian vector bundles on Riemannian manifolds, stressing a coordinate free approach that uses connections (which are typically…
The Wigner phase-space distribution function provides the basis for Moyal's deformation quantization alternative to the more conventional Hilbert space and path integral quantizations. General features of time-independent Wigner functions…
We obtain estimates on the first-order Malliavin derivative of mild solutions, evaluated at fixed points in time and space, to a class of parabolic dissipative stochastic PDEs on bounded domain of $\mathbb{R}^d$. In particular, such…
We study the moduli space of solutions to the Seiberg-Witten equations with $N$ spinors on a compact Riemann surface. These moduli spaces arise in a program to define a new enumerative invariant of 3-manifolds. They are also of independent…
In this paper we study Triebel-Lizorkin-type spaces with variable smoothness and integrability. We show that our space is well-defined, i.e., independent of the choice of basis functions and we obtain their atomic characterization. Moreover…
A derivation operator and a divergence operator are defined on the algebra of bounded operators on the symmetric Fock space over the complexification of a real Hilbert space $\eufrak{h}$ and it is shown that they satisfy similar properties…
We characterize one-sided weighted Sobolev spaces $W^{1,p}(\mathbb{R},\omega)$, where $\omega$ is a one-sided Sawyer weight, in terms of a.e.~and weighted $L^p$ limits as $\alpha\to1^-$ of Marchaud fractional derivatives of order $\alpha$.…
We propose a stochastic extension of deformation quantization on a Hilbert space. The Moyal product is defined in this context on the space of functionals belonging to all of the Sobolev spaces of the Malliavin calculus.
We deal with Malliavin calculus on the $L^2$ space of the $W^*$-algebra generated by fermion fields (the Clifford algebra). First, we verify the product formula for multiple integrals in It\^o-Clifford calculus, which is It\^o calculus on…
On any denumerable product of probability spaces, we construct a Malliavin gradient and then a divergence and a number operator. This yields a Dirichlet structure which can be shown to approach the usual structures for Poisson and Brownian…
We develop a Malliavin calculus on the horizontal path space of a totally geodesic Riemannian foliation. As a first application, under suitable assumptions, we prove a log-Sobolev inequality for a natural one-parameter family of…
In this paper we connect Calder\'on and Zygmund's notion of $L^p$\- -differentiability with some recent characterizations of Sobolev spaces via the asymptotics of non-local functionals due to Bourgain, Brezis, and Mironescu. We show how the…
In this paper we derive tractable formulae for price sensitivities of two-dimensional spread options using Malliavin calculus. In particular, we consider spread options with asset dynamics driven by geometric Brownian motion and stochastic…
Malliavin Calculus is about Sobolev-type regularity of functionals on Wiener space, the main example being the Ito map obtained by solving stochastic differential equations. Rough path analysis is about strong regularity of solution to…
In this paper we study the Malliavin derivatives and Skorohod integrals for processes taking values in an infinite dimensional space. Such results are motivated by their applications to SPDEs and in particular financial mathematics.…
This paper discusses several functional analytic issues relevant for field theories in the context of the Hamiltonian formulation for a free, massless, scalar field defined on a closed interval of the real line. The fields that we use…
The Bargmann-Wigner (BW) framework describes particles of spin-j in terms of Dirac spinors of rank 2j, obtained as the local direct product of n Dirac spinor copies, with n=2j. Such spinors are reducible, and contain also (j,0)+(0,j)-pure…
We present in this paper a new way to define weighted Sobolev spaces when the weight functions are arbitrary small. This new approach can replace the old one consisting in modifying the domain by removing the set of points where at least…
We consider complete Riemannian manifolds with a controlled growth of the covariant derivatives of Ricci curvatures up to order $k-2$ and a controlled decay of the injectivity radii. On such manifolds we construct distance-like functions…