Related papers: Stochastic Calculus as Operator Factorization An O…
Consider two continuous linear operators $T\colon X_1(\mu)\to Y_1(\nu)$ and $S\colon X_2(\mu)\to Y_2(\nu)$ between Banach function spaces related to different $\sigma$-finite measures $\mu$ and $\nu$. We characterize by means of weighted…
This paper introduces a factorization for the inverse of discrete Fourier integral operators that can be applied in quasi-linear time. The factorization starts by approximating the operator with the butterfly factorization. Next, a…
We consider a new subclass of quadratic stochastic (evolutionary) operators on the simplex indexed by a finite Abelian group G with heredity law \mu. With the help of the notion of s(\mu)-invariant subgroups, where s(\mu) denotes the…
In a previous paper ([1]), we associated a holonomy groupoid and a C*-algebra to any singular foliation (M,F). Using these, we construct the associated pseudodifferential calculus. This calculus gives meaning to a Laplace operator of any…
The Heston stochastic volatility process, which is widely used as an asset price model in mathematical finance, is a paradigm for a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square…
Let $M$ be a $B$-probability space. Assume that $B$ itself is a $D$-probability space; then $M$ can be viewed as $D$-probability space as well. Let $X$ be in $M$. We look at the question of relating the properties of $X$ as $B$-valued…
We explore the connections between the theories of stochastic analysis and discrete quantum mechanical systems. Naturally these connections include the Feynman-Kac formula, and the Cameron-Martin-Girsanov theorem. More precisely, the notion…
We present in the article the formulation of a version of Lorentz covariant quantum mechanics based on a group theoretical construction from a Heisenberg-Weyl symmetry with position and momentum operators transforming as Minkowski…
In this paper, a pointwise weighted identity for some stochastic partial differential operators (with complex principal parts) is established. This identity presents a unified approach in studying the controllability, observability and…
The density operator is usually defined starting from a set of kets in the Hilbert space and a probability distribution. From this definition it is easy to obtain a factorization of a given density operator, here called density factor (DF).…
Distributionally Favorable Optimization (DFO) is an important framework for decision-making under uncertainty, with applications across fields such as reinforcement learning, online learning, robust statistics, chance-constrained…
Many stochastic differential equations in various applications like coupled neuronal oscillators are driven by time-periodic forces. In this paper, we extend several data-driven computational tools from autonomous Fokker-Planck equation to…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
A differential calculus on an associative algebra A is an algebraic analogue of the calculus of differential forms on a smooth manifold. It supplies A with a structure on which dynamics and field theory can be formulated to some extent in…
We present a dimension-incremental method for function approximation in bounded orthonormal product bases to learn the solutions of various differential equations. Therefore, we decompose the source function of the differential equation…
A scalar valued random field is called operator-scaling if it satisfies a self-similarity property for some matrix E with positive real parts of the eigenvalues. We present a moving average and a harmonizable representation of stable…
This paper introduces an operator-based neural network, the mirror-padded Fourier neural operator (MFNO), designed to learn the dynamics of stochastic systems. MFNO extends the standard Fourier neural operator (FNO) by incorporating mirror…
In this paper the notion of an abstract square function (estimate) is introduced as an operator X to gamma (H; Y), where X, Y are Banach spaces, H is a Hilbert space, and gamma(H; Y) is the space of gamma-radonifying operators. By the…
The completely positive maps, a generalization of the nonnegative matrices, are a well-studied class of maps from $n\times n$ matrices to $m\times m$ matrices. The existence of the operator analogues of doubly stochastic scalings of…
A d-contraction is a d-tuple $(T_1,...,T_d)$ of mutually commuting operators acting on a common Hilbert space H such that $ \|T_1\xi_1+T_2\xi_2+... +T_d\xi_d\|^2\leq \|\xi_1\|^2+\|\xi_2\|^2+...+\|\xi_d\|^2 $ for all…