Related papers: Malliavin Calculus and Skorohod Integration for Qu…
We define an operator which extends classical differentiation from smooth deterministic functions to certain stochastic processes. Based on this operator, we define a procedure which associates a stochastic analog to standard differential…
We aim to give a self-contained and detailed yet simplified account of the foundations of the theory of double operator integrals, in order to provide an accessible entry point to the theory. We make two new contributions to these…
In this paper we present a stochastic homogenization result for a class of Hilbert space evolutionary gradient systems driven by a quadratic dissipation potential and a $\Lambda$-convex energy functional featuring random and rapidly…
This paper studies a particular class of higher order conformally invariant dif- ferential operators and related integral operators acting on functions taking values in particular finite dimensional irreducible representations of the Spin…
The paper proposes a construction of a quantum differentiation operator defined on the spaces of complex-valued functions of $p$-adic argument, and taking values in the algebra of bounded operators on a Hilbert space. The properties of this…
We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize…
It is an established fact that a finite difference operator approximates a derivative with a fixed algebraic rate of convergence. Nevertheless, we exhibit a new finite difference operator and prove it has spectral accuracy. Its rate of…
We present, for the isospectral family of oscillator Hamiltonians, a systematic procedure for constructing raising and lowering operators satisfying any prescribed `distorted' Heisenberg algebra (including the $q$-generalization). This is…
The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…
The analysis of branching problems for restriction of representations brings the concept of symmetry breaking transform and holographic transform. Symmetry breaking operators decrease the number of variables in geometric models, whereas…
Mean-field stochastic differential equations, also called McKean--Vlasov equations, are the limiting equations of interacting particle systems with fully symmetric interaction potential. Such systems play an important role in a variety of…
The variance of a bounded linear operator $a$ on a Hilbert space $H$ at a unit vector $h$ is defined by $D_h(a)=\|ah\|^2-|<ah,h>|^2$. We show that two operators $a$ and $b$ have the same variance at all vectors $h\in H$ if and only if there…
In the paper, the transition probability density of isotropic $\alpha$-stable stochastic process in a finite dimensional Euclidean space is considered. The results of applying pseudo differential operators with respect spatial variables to…
Information divergences allow one to assess how close two distributions are from each other. Among the large panel of available measures, a special attention has been paid to convex $\varphi$-divergences, such as Kullback-Leibler,…
A generalized definition of quantum stochastic (QS) integrals and differentials is given in the free of adaptiveness and basis form in terms of Malliavin derivative on a projective Fock scale, and their uniform continuity and QS…
The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…
We provide a version of the stochastic Fubini's theorem which does not depend on the particular stochastic integrator chosen as far as the stochastic integration is built as a continuous linear operator from an $L^p$ space of Banach…
The purpose of this article is to derive a Markovian approximation of the reduced time dynamics of observables for the Pauli-Fierz Hamiltonian with a precise control of the error terms. In that aim, we define a Lindblad operator associated…
In this paper, we prove the unique existence and investigate the $L^{p}$-regularity of solutions to stochastic partial differential equations in Hilbert spaces associated with pseudo-differential operators, driven by Hilbert space-valued…
We introduce the Wick integral $\int_s^t p(X_u) \Diamond \mathrm{d} X_u$ for a class of stochastic processes $X$ which are not necessarily Gaussian, in the regime of bounded $2> q$-variation. The integral is defined for polynomial…