Related papers: Malliavin Calculus and Skorohod Integration for Qu…
We investigate composition-differentiation operators acting on the Dirichlet space of the unit disk. Specifically, we determine characterizations for bounded, compact, and Hilbert-Schmidt composition-differentiation operators. In addition,…
We establish necessary and sufficient conditions for stochastic invariance of closed subsets in Hilbert spaces for solutions to infinite-dimensional stochastic differential equations (SDEs) under mild assumptions on the coefficients. Our…
A mathematical framework for Continuous Time Finance based on operator algebraic methods offers a new direct and entirely constructive perspective on the field and leads to new numerical analysis techniques. This is partly a review paper as…
We aim at constructing an analog of the Weyl calculus in an infinite dimensional setting, in which the usual configuration and phase spaces are ultimately replaced by infinite dimensional measure spaces, the so-called abstract Wiener…
The Malliavin derivative for a L\'evy process $(X_t)$ can be defined on the space $\DD_{1,2}$ using a chaos expansion or in the case of a pure jump process also via an increment quotient operator \cite{sole-utzet-vives}. In this paper we…
The biharmonic operator plays a central role in a wide array of physical models, notably in elasticity theory and the streamfunction formulation of the Navier-Stokes equations. The need for corresponding numerical simulations has led, in…
We provide a complete elaboration of the $L^2$-Hilbert space hypocoercivity theorem for the degenerate Langevin dynamics with multiplicative noise, studying the longtime behaviour of the strongly continuous contraction semigroup solving the…
We investigate the concept of cylindrical Wiener process subordinated to a strictly $\alpha$-stable L\'evy process, with $\alpha\in\left(0,1\right)$, in an infinite dimensional, separable Hilbert space, and consider the related stochastic…
Wiener-Hopf plus Hankel operators acting between Lebesgue spaces on the real line are studied in view of their invertibility, one sided-invertibility, Fredholm, and semi-Fredholm properties. This is done in two different cases: (i) when the…
The exchange operator formalism in polar coordinates, previously considered for the Calogero-Marchioro-Wolfes problem, is generalized to a recently introduced, infinite family of exactly solvable and integrable Hamiltonians $H_k$, $k=1$, 2,…
By exploiting the peculiarities of a recently introduced formalism for describing open quantum systems (the Parametric Representation with Environmental Coherent States) we derive an equation of motion for the reduced density operator of an…
The expression for the density operator of the damped harmonic oscillator is derived from the master equation in the framework of the Lindblad theory for open quantum systems. Then the von Neumann entropy and effective temperature of the…
In this paper we review two concepts directly related to the Lax representations: Darboux transformations and Recursion operators for integrable systems. We then present an extensive list of integrable differential-difference equations…
We investigate expansive Hilbert space operators $T$ that are finite rank perturbations of isometric operators. If the spectrum of $T$ is contained in the closed unit disc $\overline{\mathbb{D}}$, then such operators are of the form $T=…
The purpose of this paper is to characterize all the entire solutions of the homogeneous Helmholtz equation (solutions in $\mathbb{R}^d$) arising from the Fourier extension operator of distributions in Sobolev spaces of the sphere…
Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integration by parts formulas at the level of local martingales.…
We present a method for calculating expectation values of operators in terms of a corresponding c-function formalism which is not the Wigner--Weyl position-momentum phase-space, but another space. Here, the quantity representing the quantum…
A translation operator is introduced to describe the quantum dynamics of a position-dependent mass particle in a null or constant potential. From this operator, we obtain a generalized form of the momentum operator as well as a unique…
We start with the Birman--Solomyak approach to define double operator integrals and consider applications in estimating operator differences $f(A)-f(B)$ for self-adjoint operators $A$ and $B$. We present the Birman--Solomyak approach to the…
Markov processes are well understood in the case when they take place in the whole Euclidean space. However, the situation becomes much more complicated if a Markov process is restricted to a domain with a boundary, and then a satisfactory…