Related papers: Non-commutative $L^{p}$ spaces and Grassmann stoch…
We formulate and solve the martingale problem in a nonlinear expectation space. Unlike the classical work of Stroock and Varadhan (1969) where the linear operator in the associated PDE is naturally defined from the corresponding diffusion…
This is an introduction to an algebraic construction of a gravity theory on noncommutative spaces which is based on a deformed algebra of (infinitesimal) diffeomorphisms. We start with some fundamental ideas and concepts of noncommutative…
Understanding and predicting environmental phenomena often requires the construction of spatio-temporal statistical models, which are typically Gaussian processes. A common assumption made on Gaussian processes is that of covariance…
We develop a probabilistic characterisation of trajectorial expansion rates in non-autonomous stochastic dynamical systems that can be defined over a finite time interval and used for the subsequent uncertainty quantification in Lagrangian…
We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…
We consider a measurable stationary Gaussian stochastic process. A criterion for testing hypotheses about the covariance function of such a process using estimates for its norm in the space $L_p(\mathbb {T}),\,p\geq1$, is constructed.
In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) with a new kind of non-Lipschitz coefficients. We establish an existence and uniqueness result of solutions in $L^p\ (p>1)$,…
The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…
We establish (i) stability of Lyapunov exponents and (ii) convergence in probability of Oseledets spaces for semi-invertible matrix cocycles, subjected to small random perturbations. The first part extends results of Ledrappier and Young to…
Let $E$ be an operator space in the sense of the theory recently developed by Blecher-Paulsen and Effros-Ruan. We introduce a notion of $E$-valued non commutative $L_p$-space for $1 \leq p < \infty$ and we prove that the resulting operator…
In testing the independence of two Gaussian populations, one computes the distribution of the sample canonical correlation coefficients, given that the actual correlation is zero. The "Laplace transform" of this distribution is not only an…
Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…
This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…
Let $\A$ be a finite subdiagonal algebra in Arveson's sense. Let $H^p(\A)$ be the associated noncommutative Hardy spaces, $0<p\le\8$. We extend to the case of all positive indices most recent results about these spaces, which include…
Recent developments have found unexpected connections between non-commutative probability theory and algebraic topology. In particular, Boolean cumulants functionals seem to be important for describing morphisms of homotopy operadic…
We show that weak solutions to the strongly-coupled system of nonlocal equations of linearized peridynamics belong to a potential space with higher integrability. Specifically, we show a function that measures local fractional derivatives…
We introduce a novel approach that employs techniques from noncommutative Poisson geometry to comprehend the algebra of invariants of two $n\times n$ matrices. We entirely solve the open problem of computing the algebra of invariants of two…
We begin with isotropic Gaussian random fields, and show how the Bochner-Godement theorem gives a natural way to describe their covariance structure. We continue with a study of Mat\'ern processes on Euclidean space, spheres, manifolds and…
We study a class of backward doubly stochastic differential equations (BDSDEs) involving martingales with spatial parameters, and show that they provide probabilistic interpretations (Feynman-Kac formulae) for certain semilinear stochastic…
In this paper one-weight inequalities with general weights for Riemann-Liouville transform and $ n-$ dimensional fractional integral operator in variable exponent Lebesgue spaces defined on $\mathbb{R}^{n}$ are investigated. In particular,…