Related papers: Covariant SPDEs and Quantum Field Structures
We discuss Euclidean covariant vector random fields as the solution of stochastic partial differential equations of the form $DA=\eta$, where $D$ is a covariant (w.r.t. a representation \tau of $SO(d)$) differential operator with "positive…
Covariant stochastic partial (pseudo-)differential equations are studied in any dimension. In particular a large class of covariant interacting local quantum fields obeying the Morchio-Strocchi system of axioms for indefinite quantum field…
This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…
A study on the notion of covariant derivatives in flat and curved space-time via It\^o-Wiener processes, when subjected to stochastic processes, is presented. Going into details, there is an analysis of the following topics: (i) Besov…
In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…
We consider stochastic partial differential equations on $\mathbb{R}^{d}, d\geq 1$, driven by a Gaussian noise white in time and colored in space, for which the pathwise uniqueness holds. By using the Skorokhod representation theorem we…
We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…
In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…
In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…
We study nonlinear parabolic stochastic partial differential equations with Wick-power and Wick-polynomial type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fujita equation, the…
In this note we provide conditions for local invariance of finite dimensional submanifolds for solutions to stochastic partial differential equations (SPDEs) in the framework of the variational approach. For this purpose, we provide a…
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…
We develop a quantization scheme for the quantum theory of a real scalar field on a class of non-commutative spacetime models collectively known as T-Minkowski. Requiring the theory to be covariant under T-Poincar\'e transformations, we…
We study nonlinear stochastic partial differential equations with Wick-analytic type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fisher--KPP equations, stochastic Allen--Cahn,…
Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…
In this article we review the construction of local, relativistic quantum vector fields by analytic continuation of Euclidean vector fields obtained as solutions of covariant SPDEs. We revise the formulation of such SPDEs by introducing new…
A condition on a set of truncated Wightman functions is formulated and shown to permit the construction of the Hilbert space structure included in the Morchio--Strocchi modified Wightman axioms. The truncated Wightman functions which are…
Gaussian processes and random fields have a long history, covering multiple approaches to representing spatial and spatio-temporal dependence structures, such as covariance functions, spectral representations, reproducing kernel Hilbert…
These notes are based on a series of lectures given first at the University of Warwick in spring 2008 and then at the Courant Institute, Imperial College London, and EPFL. It is an attempt to give a reasonably self-contained presentation of…
We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…