Related papers: Non-commutative $L^{p}$ spaces and Grassmann stoch…
We give a systematic study on the Hardy spaces of functions with values in the non-commutative $L^p$-spaces associated with a semifinite von Neumann algebra ${\cal}M.$ This is motivated by the works on matrix valued Harmonic Analysis…
We introduce a stochastic analysis of Grassmann random variables suitable for the stochastic quantization of Euclidean fermionic quantum field theories. Analysis on Grassmann algebras is developed here from the point of view of quantum…
The article studies non-Gaussian extensions of a recently discovered link between certain Gaussian random fields, expressed as solutions to stochastic partial differential equations (SPDEs), and Gaussian Markov random fields. The focus is…
We consider the reduction of problems on general noncommutative $L_p$-spaces to the corresponding ones on those associated with finite von Neumann algebras. The main tool is a unpublished result of the first named author which approximates…
We define a notion of nonassociative $\mathrm{L}^p$-space associated to a $\mathrm{JBW}^*$-algebra (Jordan von Neumann algebra) equipped with a normal faithful state $\varphi$. In the particular case of $\mathrm{JW}^*$-algebras underlying…
In this paper, we introduce a non-commutative space of stochastic distributions, which contains the non-commutative white noise space, and forms, together with a natural multiplication, a topological algebra. A special inequality which…
In this paper we present an $L^p$-theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by L\'e{}vy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The coefficients of SPDEs…
We prove an analogue of the classical Davis' decomposition for martingales in noncommutative L_p-spaces, involving the square functions. We also determine the dual space of the noncommutative conditioned Hardy space \h_1. We further extend…
We give a proof of the Khintchine inequalities in non-commutative $L_p$-spaces for all $0< p<1$. These new inequalities are valid for the Rademacher functions or Gaussian random variables, but also for more general sequences, e.g. for the…
We show norm estimates for the sum of independent random variables in noncommutative $L_p$-spaces for $1<p<\infty$ following our previous work. These estimates generalize the classical Rosenthal inequality in the commutative case. Among…
We present a new approach to noncommutative stochastic calculus that is, like the classical theory, based primarily on the martingale property. Using this approach, we introduce a general theory of stochastic integration and quadratic…
By using a simple observation that the density processes appearing in Ito's martingale representation theorem are invariant under the change of measures, we establish a non-linear version of the Cameron-Martin formula for solutions of a…
We propose a novel approach in noncommutative probability, which can be regarded as an analogue of good-$\lambda$ inequalities from the classical case due to Burkholder and Gundy (Acta Math {\bf124}: 249-304,1970). This resolves a…
This paper investigates Gaussian Markov random field approximations to nonstationary Gaussian fields using graph representations of stochastic partial differential equations. We establish approximation error guarantees building on the…
Let $f_1, f_2, ..., f_n$ be a family of independent copies of a given random variable f in a probability space $(\Omega, \mathcal{F}, \mu)$. Then, the following equivalence of norms holds whenever $1 \le q \le p < \infty$…
The paper gives analogues of some starting results in the theory of Gaussian Hilbert Spaces for semicircular distributed random variables. The transition from the commutative to the free frame is done considering matrices of increasing…
We explicitly describe the Haagerup and the Kosaki non-commutative $L^p$-spaces associated with a tensor product von Neumann algebra $M_1\bar{\otimes}M_2$ in terms of those associated with $M_i$ and usual tensor products of unbounded…
Stochastic processes on topological vector spaces over non-Archimedean fields and with transition measures having values in non-Archimedean fields are defined and investigated. For this the non-Archimedean analog of the Kolmogorov theorem…
By defining tracial states on a non-commutative analogue of a path space, we construct Markov dilations for a class of conservative completely Markov semigroups on finite von Neumann algebras. This class includes all symmetric semigroups.…
We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include…