Related papers: Absolute continuity of Rosenblatt measures
In this paper by calculating carefully the capacities (defined by high order Sobolev norms on the Wiener space) for some functions of Brownian motion, we show that the dyadic approximations of the sample paths of the Brownian motion…
In this paper we study the behaviour at infinity of the Fourier transform of Radon measures supported by the images of fractal sets under an algorithmically random Brownian motion. We show that, under some computability conditions on these…
We generalize nonequilibrium integral equalities to situations involving absolutely irreversible processes for which the forward-path probability vanishes and the entropy production diverges, rendering conventional integral fluctuation…
The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…
In this paper we extend a previous result of the author [Lis07] of characterization of absolutely continuous curves in Wasserstein spaces to a more general class of spaces: the spaces of probability measures endowed with the…
Hermite processes are paradigmatic examples of stochastic processes which can belong to any Wiener chaos of an arbitrary order; the wellknown fractional Brownian motion belonging to the Gaussian first order Wiener chaos and the Rosenblatt…
Absolute continuity of polynomially bounded $n$-tuples of commuting contractions is studied. A necessary and sufficient condition is found in Constantin Apostol's "weakened $C_{0,\cdot}$ assumption", asserting the convergence to 0 of the…
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…
The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly the…
The contribution of this work is twofold. The first part deals with a Hilbert-space version of McCann's celebrated result on the existence and uniqueness of monotone measure-preserving maps: given two probability measures $\rm P$ and $\rm…
It is well known that the space of invariant probability measures for transitive sub-shifts of finite type is a Poulsen simplex. In this article we prove that in the non-compact setting, for a large family of transitive countable Markov…
In terms of a nice reference probability measure, integrability conditions on the path-dependent drift are presented for (infinite-dimensional) degenerate PDEs to have regular positive solutions. To this end, the corresponding stochastic…
We provide a classification of translation invariant one-dimensional quantum walks with respect to continuous deformations preserving unitarity, locality, translation invariance, a gap condition, and some symmetry of the tenfold way. The…
The Bazanski approach, for deriving the geodesic equations in Riemannian geometry, is generalized in the absolute parallelism geometry. As a consequence of this generalization three path equations are obtained. A striking feature in the…
We show that the increments of the KPZ fixed point started from arbitrary initial data are \emph{mutually} absolutely continuous with respect to Brownian motion with diffusion parameter $2$ on compacts, extending the one-sided Brownian…
In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…
We prove an extension to the classical continuity theorem in rough paths. We show that two $p$-rough paths are close in all levels of iterated integrals provided the first $\lfl p \rfl$ terms are close in a uniform sense. Applications…
We examine Fourier frames and, more generally, frame measures for different probability measures. We prove that if a measure has an associated frame measure, then it must have a certain uniformity in the sense that the weight is distributed…
We ask if it is possible to find some particular continuous paths of unit length in linear Brownian motion. Beginning with a discrete version of the problem, we derive the asymptotics of the expected waiting time for several interesting…
We study expansive measures for continuous flows without fixed points on compact metric spaces. We provide a new characterization of expansive measures through dynamical balls that, in contrast to the dynamical balls considered in [\emph{J.…