Related papers: Functional spaces and operators connected with som…
This paper initiates a systematic study of quantum functions, which are (partial) functions defined in terms of quantum mechanical computations. Of all quantum functions, we focus on resource-bounded quantum functions whose inputs are…
This survey aims to review two decades of progress on exponential functionals of (possibly killed) real-valued L\'evy processes. Since the publication of the seminal survey by Bertoin and Yor, substantial advances have been made in…
Even though measurement results obtained in the real world are generally both noisy and continuous, quantum measurement theory tends to emphasize the ideal limit of perfect precision and quantized measurement results. In this article, a…
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…
Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…
I review some recent work where ideas and methods from Quantum Field Theory have proved useful in probability and vice versa. The topics discussed include the use of Renormalization Group theory in Stochastic Partial Differential Equations…
The present paper reviews some intriguing connections which link together a new renormalization technique, the theory of *-representations of infinite dimensional *-Lie algebras, quantum probability, white noise and stochastic calculus and…
This paper is concerned with the following space-time fractional stochastic nonlinear partial differential equation \begin{equation*} \left(\partial_t^{\beta}+\frac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u=I_{t}^{\gamma}\Big[…
In this article, we give a new proof of the It\^o formula for some integral processes related to the space-time L\'evy white noise introduced in Balan (2015) as an alternative for the Gaussian white noise perturbing an SPDE. We discuss two…
The characterization of the covariance function of the solution process to a stochastic partial differential equation is considered in the parabolic case with multiplicative L\'evy noise of affine type. For the second moment of the mild…
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 propose a new procedure for white noise testing of a functional time series. Our approach is based on an explicit representation of the $L^2$-distance between the spectral density operator and its best ($L^2$-)approximation by a spectral…
Based on the theory of independently scattered random measures, we introduce a natural generalisation of Gaussian space-time white noise to a Levy-type setting, which we call Levy-valued random measures. We determine the subclass of…
We discuss Donsker's delta function within the framework of White Noise Analysis, in particular its extension to complex arguments. With a view towards applications to quantum physics we also study sums and products of Donsker's delta…
The sensory perceptions of vision and sound may be considered as complementary doorways towards interpreting and understanding physical phenomena. We provide a few selected samples where scientific data of systems usually not directly…
We derive covariant Weyl operators for light-like fields, with the massless Weyl fermion as an illustrative example, in such a way that they correspond to quantum white noises in vacuum state of a symmetric Fock space. First, we build a…
Consider a random process s solution of the stochastic partial differential equation Ls = w with L a homogeneous operator and w a multidimensional L\'evy white noise. In this paper, we study the asymptotic effect of zooming in or zooming…
Using the Wigner-Weyl mapping of quantum mechanics to phase space we consider exactly the quantum mechanics of an harmonic oscillator driven by an external white noise force or whose frequency is time dependent, either adiabatically or…
We obtain series expansions of the $q$-scale functions of arbitrary spectrally negative L\'evy processes, including processes with infinite jump activity, and use these to derive various new examples of explicit $q$-scale functions.…
The main goal of these notes is to give an introduction to the mathematics of quantum noise and some of its applications in non-equilibrium statistical mechanics. We start with some reminders from the theory of classical stochastic…