Related papers: q-Levy processes
Quantum chaotic states over a noncommutative monoid, a unitalization of a noncommutative Ito algebra parametrizing a quantum stochastic Levy process, are described in terms of their infinitely divisible generating functionals over the…
In this work, we derive sufficient and necessary conditions for the existence of a weak and mild solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical Levy process. Our approach requires to establish a…
In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples, and discuss the related infinitely divisible distributions. We consider L\'{e}vy and additive…
We develop fully noncommutative Feynman-Kac formulae by employing quantum stochastic processes. To this end we establish some theory for perturbing quantum stochastic flows on von Neumann algebras by multiplier cocycles. Multiplier cocycles…
Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed…
For a broad class of the Levy processes the new form (convolution type) of the infinitesimal generators is introduced. It leads to the new notions: a truncated generator, a quasi-potential. The probability of the Levy process remaining…
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…
A functional representation of free L\'evy processes is established via an ensemble of unitarily invariant Hermitian matrix-valued L\'evy processes. This is accomplished by proving functional asymptotics of their empirical spectral…
We explicitly construct and study an isometry between the spaces of square integrable functionals of an arbitrary Levy process and a vector-valued Gaussian white noise. In particular, we obtain explicit formulas for this isometry at the…
We investigate the properties of a continuous time GARCH process as the solution to a L\'evy driven stochastic functional integral equation. This process occurs as a weak limit of a sequence of discrete time GARCH processes as the time…
Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous literature fractional L\'evy processes are defined by integrating…
We construct an efficient integrator for stochastic differential systems driven by Levy processes. An efficient integrator is a strong approximation that is more accurate than the corresponding stochastic Taylor approximation, to all orders…
A residual gauge symmetry, exhibited by light-front gauge theories quantized in a finite volume, is analyzed at the quantum level. Unitary operators, which implement the symmetry, transform the trivial Fock vacuum into an infinite set of…
A concept of quantum stochastic convolution cocycle is introduced and studied in two different contexts -- purely algebraic and operator space theoretic. A quantum stochastic convolution cocycle is a quantum stochastic process on a…
Exotic stochastic processes are shown to emerge in the quantum evolution of complex systems. Using influence function techniques, we consider the dynamics of a system coupled to a chaotic subsystem described through random matrix theory. We…
A distributional equation as a criterion for invariant measures of Markov processes associated to L\'evy-type operators is established. This is obtained via a characterization of infinitesimally invariant measures of the associated…
A functional integral representation is given for a large class of quantum mechanical models with a non--L2 ground state. As a prototype the particle in a periodic potential is discussed: a unique ground state is shown to exist as a state…
The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…
We review the probabilistic properties of Ornstein-Uhlenbeck processes in Hilbert spaces driven by L\'{e}vy processes. The emphasis is on the different contexts in which these processes arise, such as stochastic partial differential…
In this work, we introduce a theory of stochastic integration with respect to symmetric $\alpha$-stable cylindrical L\'evy processes. Since $\alpha$-stable cylindrical L\'evy processes do not enjoy a semi-martingale decomposition, our…