Related papers: Poisson imbedding meets the Clark-Ocone formula
We introduce a dual notion of the Poisson algebra by exchanging the roles of the two binary operations in the Leibniz rule defining the Poisson algebra. We show that the transposed Poisson algebra thus defined not only shares common…
We consider scattering by an abstract compactly supported perturbation in R^n. To include the traditional cases of potential, obstacle and metric scattering without going into their particular nature we adopt the "black box" formalism…
The problem of parameter estimation by i.i.d. observations of an inhomogeneous Poisson process is considered in situation of misspecification. The model is that of a Poissonian signal observed in presence of a homogeneous Poissonian noise.…
In this paper, the weak convergence of additive functionals of processes with locally independent increments and with Markov switching in the scheme of Poisson approximation is proved. For the relative compactness, a method proposed by R.…
We present a unified operator-theoretic framework for stochastic calculus based on the factorization (Id - E)F = {\delta}_X {\Pi}_X D_X F, valid for F_T^X-measurable F in L^2({\Omega}) when the driving process X has the representation…
A Gelfan'd--Dyson mapping is used to generate a one-boson realization for the non-standard quantum deformation of $sl(2,\R)$ which directly provides its infinite and finite dimensional irreducible representations. Tensor product…
We give a functional integral representation of the semigroup generated by the spin-boson Hamiltonian by making use of a Poisson point process and a Euclidean field. We present a method of constructing Gibbs path measures indexed by the…
We introduce a family of compatible Poisson brackets on the space of $2\times 2$ polynomial matrices, which contains the reflection equation algebra bracket. Then we use it to derive a multi-Hamiltonian structure for a set of integrable…
We construct a corank one Poisson manifold which is of strong compact type, i.e., the associated Lie algebroid structure on its cotangent bundle is integrable, annd the source 1-conected (symplectic) integration is compact. The construction…
We prove the action-angle theorem in the general, and most natural, context of integrable systems on Poisson manifolds, thereby generalizing the classical proof, which is given in the context of symplectic manifolds. The topological part of…
We study local normal forms for completely integrable systems on Poisson manifolds in the presence of additional symmetries. The symmetries that we consider are encoded in actions of compact Lie groups. The existence of Weinstein's…
Canonical coordinates for both the Schroedinger and the nonlinear Schroedinger equations are introduced, making more transparent their Hamiltonian structures. It is shown that the Schroedinger equation, considered as a classical field…
In present article we prove the existence of multiple self-intersection local times, describe its Ito-Wiener expansion and establish Clark representation for the class of Gaussian integrators generated by operators with a finite dimensional…
The two main approaches to the study of irreducible representations of orders (via traces and Poisson orders) have so far been applied in a completely independent fashion. We define and study a natural compatibility relation between the two…
We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…
New boson representation of the su(2)-algebra proposed by the present authors for describing the damped and amplified oscillator is examined in the Lipkin model as one of simple many-fermion models. This boson representation is expressed in…
We introduce the notion of a multiplicative Poisson $\lambda$-bracket, which plays the same role in the theory of Hamiltonian differential-difference equations as the usual Poisson $\lambda$-bracket plays in the theory of Hamiltonian PDE.…
We introduce a notion of weakly log-canonical Poisson structures on positive varieties with potentials. Such a Poisson structure is log-canonical up to terms dominated by the potential. To a compatible real form of a weakly log-canonical…
Cascades of Poisson processes are probabilistic models for spatio-temporal phenomena in which (i) previous events may trigger subsequent events, and (ii) both the background and triggering processes are conditionally Poisson. Such phenomena…