Related papers: A stochastic representation theorem for sublinear …
This paper is devoted to proving a general invariant representation theorem for generators of general time interval backward stochastic differential equations, where the generator $g$ has a quadratic growth in the unknown variable $z$ and…
For a quantum Markov semigroup $\T$ on the algebra $\B$ with a faithful invariant state $\rho$, we can define an adjoint $\widetilde{\T}$ with respect to the scalar product determined by $\rho$. In this paper, we solve the open problems of…
We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…
This paper investigates the feasibility of mapping non-local, sparse, diagonal forms of quantum Hamiltonians to local forms via eigenbasis permutations. We prove that such a mapping is not always possible, definitively refuting the…
We consider global pseudodifferential operators on symmetric spaces of noncompact type, defined using spherical functions. The associated symbols have a natural probabilistic form that extend the notion of the characteristic exponent…
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…
The analysis of parametric and non-parametric uncertainties of very large dynamical systems requires the construction of a stochastic model of said system. Linear approaches relying on random matrix theory and principal componant analysis…
We consider exponential ultradistribution semigroups with non--densely defined generators and give structural theorems for ultradistribution semigroups. Also structural theorems for exponential ultradistribution semigroups are given.
The aim of this paper is to study some continuous-time bivariate Markov processes arising from group representation theory. The first component (level) can be either discrete (quasi-birth-and-death processes) or continuous (switching…
We show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-parameter family of orthogonal polynomials which generalize the…
Using heat kernel estimates, we prove the pathwise uniqueness for strong solutions of irregular stochastic differential equation driven by a family of Markov process, whose generator is a non-local and non-symmetric L\'evy type operator.…
We consider the stochastic differential equations of the form \begin{equation*} \begin{cases} dX^ x(t) = \sigma(X(t-)) dL(t) \\ X^ x(0)=x,\quad x\in\mathbb{R}^ d, \end{cases} \end{equation*} where $\sigma:\mathbb{R}^ d\to \mathbb{R}^ d$ is…
A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence…
We provide a semigroup approach to the viscous Hamilton-Jacobi equation. It turns out that exponential Orlicz hearts are suitable spaces to handle the (quadratic) non-linearity of the Hamiltonian. Based on an abstract extension result for…
The nonlocal porous medium equation considered in this paper is a degenerate nonlinear evolution equation involving a space pseudo-differential operator of fractional order. This space-fractional equation admits an explicit, nonnegative,…
We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…
The paper deals with homogenization problem for a non-local linear operator with a kernel of convolution type in a medium with a periodic structure. We consider the natural diffusive scaling of this operator and study the limit behaviour of…
In this paper, we define compact open subgroups of quasi-split even unitary groups for each even non-negative integers, and establish the theory of local newforms for irreducible tempered generic representations with a certain condition on…
Probabilistic graphical models that encode an underlying Markov random field are fundamental building blocks of generative modeling to learn latent representations in modern multivariate data sets with complex dependency structures. Among…
This paper is concerned with nonparametric estimation of the weighted stochastic block model. We first show that the model implies a set of multilinear restrictions on the joint distribution of edge weights of certain subgraphs involving…