Related papers: Malliavin Calculus and Skorohod Integration for Qu…
We use the notion of radial derivative to introduce composition-differentiation operators on the Hardy and Bergman spaces of the unit ball and the polydisk. We seek for necessary and sufficient conditions on the inducing functions to ensure…
We introduce compactness classes of Hilbert space operators by grouping together all operators for which the associated singular values decay at a certain speed and establish upper bounds for the norm of the resolvent of operators belonging…
In this work, by using the Malliavin calculus, under H\"ormander's condition, we prove the existence of distributional densities for the solutions of stochastic differential equations driven by degenerate subordinated Brownian motions.…
The phase space of a noncanonical Hamiltonian system is partially inaccessible due to dynamical constraints (Casimir invariants) arising from the kernel of the Poisson tensor. When an ensemble of noncanonical Hamiltonian systems is allowed…
In this work, we present a comprehensive theory of stochastic integration with respect to arbitrary cylindrical L\'evy processes in Hilbert spaces. Since cylindrical L\'evy processes do not enjoy a semi-martingale decomposition, our…
In this paper, applications of the connection between the soliton theory and the commuting nonselfadjoint operator theory, established by M.S. Liv\v{s}ic and Y. Avishai, are considered. An approach to the inverse scattering problem and to…
Taking as starting point the approach to the divergence operator on weighted graphs, we give a notion of divergence associated to transport coupling and coupled measures on locally compact Hausdorff spaces. We consider the induced Laplacian…
We prove norm estimates for the difference of resolvents of operators and their discrete counterparts, embedded into the continuum using biorthogonal Riesz sequences. The estimates are given in the operator norm for operators on square…
In this paper we study the convergence of a Lie-Trotter operator splitting for stochastic semi-linear evolution equations in a Hilbert space. The abstract Hilbert space setting allows for the consideration of convergence of the…
We point out that a proper use of the Hoeffding--ANOVA decomposition for symmetric statistics of finite urn sequences, previously introduced by the author, yields a decomposition of the space of square-integrable functionals of a…
A stochastic simulation algorithm for the computation of multitime correlation functions which is based on the quantum state diffusion model of open systems is developed. The crucial point of the proposed scheme is a suitable extension of…
The theory of symmetric, non-selfadjoint operators has several deep applications to the complex function theory of certain reproducing kernel Hilbert spaces of analytic functions, as well as to the study of ordinary differential operators…
We review the concepts of the index of a Fredholm operator, the spectral flow of a curve of self-adjoint Fredholm operators, the Maslov index of a curve of Lagrangian subspaces in symplectic Hilbert space, and the eta invariant of operators…
We show that the centered discrete Hilbert transform on integers applied to a function can be written as the conditional expectation of a transform of stochastic integrals, where the stochastic processes considered have jump components. The…
Variational integrators are derived for structure-preserving simulation of stochastic forced Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for…
Differential equations on spaces of operators are very little developed in Mathematics, being in general very challenging. Here, we study a novel system of such (non-linear) differential equations. We show it has a unique solution for all…
In this paper we investigate a quantum stochastic calculus build of creation, annihilation and number of particles operators which fulfill some deformed commutation relations. Namely, we introduce a deformation of a number of particles…
Considering a fluctuating scalar field on momentum space, some relativistic statistical field theories are constructed. A Hilbert space of observables is then constructed from functionals of the fluctuating scalar field with an inner…
The Nekrasov partition function in supersymmetric quantum gauge theory is mathematically formulated as an equivariant integral over certain moduli spaces of sheaves on a complex surface. In ``Seiberg-Witten Theory and Random Partitions'',…
We study certain densely defined unbounded operators on the Fock space. These are the annihilation and creation operators of quantum mechanics. In several complex variables we have the $\partial$-operator and its adjoint $\partial^*$ acting…