Related papers: Rotations and Tangent Processes on Wiener Space
This paper deals with the study of the Malliavin calculus of Euclidean motions on Wiener space, (i.e. transformations induced by general measure preserving transformations, called `rotations', and H-valued shifts) and the associated flows…
In this paper we study ergodicity and mixing property of some measure preserving transformations on the Wiener space (W,H,\mu) which are generated by some random unitary operators defined on the Cameron-Martin space H.
Suppose that T is a map of the Wiener space into itself, of the following type: T=I+u where u takes its values in the Cameron-Martin space H. Assume also that u is a finite sum of H-valued multiple Ito-Wiener integrals. In this work we…
It will be shown that transformations of order one on the Wiener space give rise to quadratic forms as exponents of change of variables formulas, and conversely every exponentially integrable quadratic form has a transformation of order one…
The aim of this note is to provide some results for stochastic convolutions corresponding to stochastic Volterra equations in separable Hilbert space. We study convolution of the form $W^{\Psi}(t):=\int_0^t S(t-\tau)\Psi(\tau)dW(\tau)$,…
Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…
The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to…
Two-way relationships between transformations and quadratic forms on Wiener spaces are investigated with the help of change of variables formulas on Wiener spaces. Further the evaluation of Laplace transforms of quadratic forms via Riccati…
We characterise modulation spaces by suitable Wiener estimates on the short-time Fourier transforms of the involved functions and distributions. We use the results to refine some formulae on periodic distributions with Lebesgue estimates on…
We show convexity of solutions to a class of convex variational problems in the Gauss and in the Wiener space. An important tool in the proof is a representation formula for integral functionals in this infinite dimensional setting, that…
We propose a methodology to design Wigner representations in phase spaces with nontrivial topology having evolution equations with desired mathematical properties. As an illustration, two representations of molecular rotations are developed…
Some parts of stochastic analysis on curved spaces are revisted. A concise proof of the quasi-invariance of the Wiener measure on the path spaces over a Riemannian manifold is presented. The shifts are allowed to be in the Cameron-Martin…
We develop a notion of projections between sets of probability measures using the geometric properties of the 2-Wasserstein space. It is designed for general multivariate probability measures, is computationally efficient to implement, and…
Wick rotation in area tensor Regge calculus is considered. The heuristical expectation is confirmed that the Lorentzian quantum measure on a spacelike area should coincide with the Euclidean measure at the same argument. The consequence is…
The wave kinetic equation (WKE) describing drift-wave (DW) turbulence is widely used in studies of zonal flows (ZFs) emerging from DW turbulence. However, this formulation neglects the exchange of enstrophy between DWs and ZFs and also…
We introduce the concept of functions of locally bounded variation on abstract Wiener spaces and study their properties. Some nontrivial examples and applications to stochastic analysis are also discussed.
We introduce an original approach to geometric calculus in which we define derivatives and integrals on functions which depend on extended bodies in space--that is, paths, surfaces, and volumes etc. Though this theory remains to be fully…
The displacement and deviation vectors in spaces (manifolds), the tangent bundle of which is endowed with a transport along paths, are introduced. In case these spaces are equipped with a linear connection, the deviation equations (between…
The domain of definition of the divergence operator \delta on an abstract Wiener space (W, H, \mu) is extended to include W-valued and W\otimesW-valued "integrands". The main properties and characterizations of this extension are derived…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…