Related papers: Stochastic processes on non-Archimedean spaces. I.…
A non-markovian stochastic model is shown to lead to a universal relationship between particle's energy, driven frequency and a frequency of interaction with the medium. It is briefly discussed the possible relevance of this general…
These notes are intended as an introduction to a study of applications of noncommutative calculus to quantum statistical Physics. Centered on noncommutative calculus we describe the physical concepts and mathematical structures appearing in…
We deal with the general structure of (noncommutative) stochastic processes by using the standard techniques of Operator Algebras. Any stochastic process is associated to a state on a universal object, i.e. the free product $C^*$-algebra in…
We investigate relations between symmetrizations of quasi-Banach function spaces and constructions such as Calderon-Lozanovskii spaces, pointwise product spaces and pointwise multipliers. We show that under reasonable assumptions the…
In this paper, a class of non-Markovian forward-backward doubly stochastic systems is studied. By using the technique of functional It\^o (or path-dependent) calculus, the relationship between the systems and related path-dependent…
We explore a differential calculus on the algebra of smooth functions on a manifold. The former is `noncommutative' in the sense that functions and differentials do not commute, in general. Relations with bicovariant differential calculus…
In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…
We give a stochastic extension of the Brane Calculus, along the lines of recent work by Cardelli and Mardare. In this presentation, the semantics of a Brane process is a measure of the stochastic distribution of possible derivations. To…
A stochastic process $X$ becomes occupied when it is enlarged with its occupation flow $\mathcal{O}$ that tracks the time spent by the path at each level. When $X$ is Markov, the occupied process $(\mathcal{O},X)$ enjoys a Markov structure…
The field of classical stochastic processes forms a major branch of mathematics. They are, of course, also very well studied in biology, chemistry, ecology, geology, finance, physics, and many more fields of natural and social sciences.…
Non-Archimedean mathematics is an approach based on fields which contain infinitesimal and infinite elements. Within this approach, we construct a space of a particular class of generalized functions, ultrafunctions. The space of…
Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
Using the white noise space setting, we define and study stochastic integrals with respect to a class of stationary increment Gaussian processes. We focus mainly on continuous functions with values in the Kondratiev space of stochastic…
The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…
The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…
In this paper, we first use PDE techniques and probabilistic methods to identify a kind of quasi-continuous random variables. Then we give a characterization of the $G$-integrable processes and get a kind of quasi-continuous processes by…
Functional It\^o calculus was introduced in order to expand a functional $F(t, X\_{\cdot+t}, X\_t)$ depending on time $t$, past and present values of the process $X$. Another possibility to expand $F(t, X\_{\cdot+t}, X\_t)$ consists in…
In the article, integration of temporal functions in (possibly non-UMD) Banach spaces with respect to (possibly non-Gaussian) fractional processes from a finite sum of Wiener chaoses is treated. The family of fractional processes that is…
We introduce a class of Markov chains, that contains the model of stochastic approximation by averaging and non-averaging. Using martingale approximation method, we establish various deviation inequalities for separately Lipschitz functions…