Related papers: Quantum stochatic integrals and Doob-Meyer decompo…
Using a representation of the discrete Hilbert transform in terms of martingales arising from Doob $h$-processes, we prove that its $l^p$-norm, $1<p<\infty$, is bounded above by the $L^p$-norm of the continuous Hilbert transform. Together…
We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…
In this paper, we derive an $L^p$-chaos expansion based on iterated Stratonovich integrals with respect to a given exponentially integrable continuous semimartingale. By omitting the orthogonality of the expansion, we show that every…
In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…
A general theory of matrix-spherical functions for dual Hopf algebras and right coideal subalgebras is developed. We establish their existence and define their orthogonality relations. When specialized to Kolb and Letzter's quantum…
In this paper, we associate, to any submartingale of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$, which satisfies some technical conditions, a $\sigma$-finite…
We consider a Poisson process $\eta$ on a measurable space $(\BY,\mathcal{Y})$ equipped with a partial ordering, assumed to be strict almost everwhwere with respect to the intensity measure $\lambda$ of $\eta$. We give a Clark-Ocone type…
This paper contributes to the study of relative martingales. Specifically, for a closed random set $H$, they are processes null on $H$ which decompose as $M=m+v$, where $m$ is a c\`adl\`ag uniformly integrable martingale and, $v$ is a…
We introduce and study a multiparameter Poisson process (MPP). In a particular case, it is observed that the MPP has a unique representation. Its subordination with the multivariate subordinator and inverse subordinator are studied in…
We prove an atomic type decomposition for the noncommutative martingale Hardy space $\h_p$ for all $0<p<2$ by an explicit constructive method using algebraic atoms as building blocks. Using this elementary construction, we obtain a weak…
In this work, we investigate a theory of stochastic integration for operator-valued processes with respect to semimartingales taking values in the dual of a nuclear space. Our construction of this particular stochastic integral relies on…
This work discusses simple examples how quantum systems are obtained as subsystems of classical statistical systems. For a single qubit with arbitrary Hamiltonian and for the quantum particle in a harmonic potential we provide explicitly…
We study a quantum algorithm that consists of a simple quantum Markov process, and we analyze its behavior on restricted versions of Quantum 2-SAT. We prove that the algorithm solves this decision problem with high probability for n qubits,…
We consider a branching Brownian motion in $\mathbb{R}^d$. We prove that there exists a random subset $\Theta$ of $\mathbb{S}^{d-1}$ such that the limit of the derivative martingale exists simultaneously for all directions $\theta \in…
We provide a suitable framework for the concept of finite quadratic variation for processes with values in a separable Banach space $B$ using the language of stochastic calculus via regularizations, introduced in the case $B= \R$ by the…
Fragmentation processes are part of a broad class of models describing the evolution of a system of particles which split apart at random. These models are widely used in biology, materials science and nuclear physics, and their asymptotic…
We propose a method to construct the stochastic integral simultaneously under a non-dominated family of probability measures. Path-by-path, and without referring to a probability measure, we construct a sequence of Lebesgue-Stieltjes…
In this paper, we consider a modified version of a well-known submartingale condition fortheweak convergence of probabilitymeasures, adapted to the semi-Markov case. In this setting, it is convenient to work with an embedded Markov chain…
The continuous quantum measurement within the probability representation of quantum mechanics is discussed. The partial classical propagator of the symplectic tomogram associated to a particular measurement outcome is introduced, for which…
We discuss the classical statistics of isolated subsystems. Only a small part of the information contained in the classical probability distribution for the subsystem and its environment is available for the description of the isolated…