Related papers: Generalised Brownian Motion and Second Quantisatio…
Let $B^H$ be a fractional Brownian motion with Hurst index $0<H<1/2$. In this paper we study the {\it generalized quadratic covariation} $[f(B^H),B^H]^{(W)}$ defined by $$ [f(B^H),B^H]^{(W)}_t=\lim_{\epsilon\downarrow…
Let $B=\{(B_{t}^{1},..., B_{t}^{d}), t\geq 0\}$ be a $d$-dimensional fractional Brownian motion with Hurst parameter $H$ and let $R_{t}=% \sqrt{(B_{t}^{1})^{2}+... +(B_{t}^{d})^{2}}$ be the fractional Bessel process. It\^{o}'s formula for…
It is proved that the mean signature of multi-dimensional fractional brownian motion admits a meromorphic continuation in the hurst parameter to the entire complex plane. Each contstituent mean iterated integral is a sum of hypergeometric…
We propose a modification of a recently introduced generalized translation operator, by including a $q$-exponential factor, which implies in the definition of a Hermitian deformed linear momentum operator $\hat{p}_q$, and its canonically…
Hilbert spaces in theories of gravity are notoriously subtle due to the Hamiltonian constraints, particularly regarding the inner product. To demystify this subject, we review and extend a collection of ideas in canonical gravity, and…
The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of the Brownian motion on $\mathsf{GL}(N;\mathbb{C}),$ in the sense of $\ast $-distributions. The natural candidate for the large-$N$ limit of the empirical distribution…
In the context of non-Gaussian analysis, Schneider [27] introduced grey noise measures, built upon Mittag-Leffler functions; analogously, grey Brownian motion and its generalizations were constructed (see, for example, [25], [6], [7], [8]).…
Newtonian and Scrodinger dynamics can be formulated in a physically meaningful way within the same Hilbert space framework. This fact was recently used to discover an unexpected relation between classical and quantum motions that goes…
Quantum--mechanical operators corresponding to canonical momentum and position of a point--like particle, which follow from the quantum field theory in the general Riemannian space-time, satisfy generally to a deformation of the canonical…
The central principle of affine quantum gravity is securing and maintaining the strict positivity of the matrix $\{\hg_{ab}(x)\}$ composed of the spatial components of the local metric operator. On spectral grounds, canonical commutation…
Multifractional Brownian motion is an extension of the well-known fractional Brownian motion where the Holder regularity is allowed to vary along the paths. In this paper, two kind of multi-parameter extensions of mBm are studied: one is…
We present a systematic expansion of Kramers equation in the high friction limit. The latter is expanded within an operator continued fraction scheme. The relevant operators include both temporal and spatial derivatives and a covariant…
Cirelli, Mani\`{a} and Pizzocchero generalized quantum mechanics by K\"{a}hler geometry. Furthermore they proved that any unital C$^{*}$-algebra is represented as a function algebra on the set of pure states with a noncommutative…
We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or…
In this first of a series of four articles, it is shown how a hamiltonian quantum dynamics can be formulated based on a generalization of classical probability theory using the notion of quasi-invariant measures on the classical phase space…
This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p$-multivariate self-similar Gaussian…
Quantum theory is formulated as a probabilistic theory on a flat Minkowski space-time, while general theory of relativity is formulated on a curved manifold as a geometric theory. Bohmian Quantum Gravity approach indicates that one need to…
We prove change of variables formulas [It\^o formulas] for functions of both arithmetic and geometric averages of geometric fractional Brownian motion. They are valid for all convex functions, not only for smooth ones. These change of…
The finite entropy of black holes suggests that local regions of spacetime are described by finite-dimensional factors of Hilbert space, in contrast with the infinite-dimensional Hilbert spaces of quantum field theory. With this in mind, we…
The aim of this paper is two-fold. On one hand, we will study the distorted Brownian motion on $\mathbb{R}$, i.e. the diffusion process $X$ associated with a regular and strongly local Dirichlet form obtained by the closure of…