相关论文: G-expectations in infinite dimensional spaces and …

We derive a new class of non-linear expectations from first-principles deterministic chaotic dynamics. The homogenization of the system's skew-adjoint microscopic generator is achieved using the spectral theory of transfer operators for…

One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…

Sublinear functionals of random variables are known as sublinear expectations; they are convex homogeneous functionals on infinite-dimensional linear spaces. We extend this concept for set-valued functionals defined on measurable set-valued…

Concentration inequalities are obtained on Poisson space, for random functionals with finite or infinite variance. In particular, dimension free tail estimates and exponential integrability results are given for the Euclidean norm of…

We determine the inner product on the Hilbert space of wavefunctions of the universe by imposing the Hermiticity of the quantum Hamiltonian in the context of the minisuperspace model. The corresponding quantum probability density reproduces…

In the present note we investigate the problem of standardizing random variables taking values on infinite dimensional Gaussian spaces. In particular, we focus on the transformations induced on densities by the selected standardization…

We are concerned with fully nonlinear possibly degenerate elliptic partial differential equations (PDEs) with superlinear terms with respect to $Du$. We prove several comparison principles among viscosity solutions which may be unbounded…

In this paper, we first study one-dimensional quadratic backward stochastic differential equations driven by $G$-Brownian motions ($G$-BSDEs) with unbounded terminal values. With the help of a $\theta$-method of Briand and Hu [4] and…

This paper is a continuation of the papers [gr-qc/9409010, gr-qc/9505034]. A revision of the Einstein equation shows that its dynamic incompleteness, contrary to a popular opinion, cannot be circumvented by so-called coordinate conditions.…

We propose a monotone approximation scheme for a class of fully nonlinear PDEs called G-equations. Such equations arise often in the characterization of G-distributed random variables in a sublinear expectation space. The proposed scheme is…

We are looking for the universal covering algebra for all symmetries of a given pde, using the sine-Gordon equation as a typical example for a non-evolution equation. For non-evolution equations, Estabrook-Wahlquist prolongation structures…

We address the issue of whether extra dimensions could have an infinite volume and yet reproduce the effects of observable four-dimensional gravity on a brane. There is no normalizable zero-mode graviton in this case, nevertheless correct…

We are concerned with the existence and uniqueness issue for the inhomogeneous incompressible Navier-Stokes equations supplemented with H^1 initial velocity and only bounded nonnegative density. In contrast with all the previous works on…

In this paper we study model reduction of linear and bilinear quadratic stochastic control problems with parameter uncertainties. Specifically, we consider slow-fast systems with unknown diffusion coefficient and study the convergence of…

We prove the homogenization of a class of one-dimensional viscous Hamilton-Jacobi equations with random Hamiltonians that are nonconvex in the gradient variable. Due to the special form of the Hamiltonians, the solutions of these PDEs with…

We consider the nonlinear Kolmogorov equation posed in a Hilbert space $H$, not necessarily of finite dimension. This model was recently studied by Cox et al. [24] in the framework of weak convergence rates of stochastic wave models. Here,…

We discuss the Pistone-Sempi exponential manifold on the finite-dimensional Gaussian space. We consider the role of the entropy, the continuity of translations, Poincar\'e-type inequalities, the generalized differentiability of probability…

The role of gauge invariance is reconsidered by "deriving it without assuming it" within an autonomous approach to interactions of Standard Model particles. In this approach, the renormalizable interactions are purely constrained by quantum…

An algebraic approach is developed to define and study infinite dimensional grassmannians. Using this approach a quantum deformation is obtained for both the ind-variety union of all finite dimensional grassmannians, and the Sato…

In this paper, we introduce $ G $-Bessel processes for a class of $ d $-dimensional $ G $-Brownian motions. Under the condition of dimensionality $ d $, we obtain that the $ G $-Bessel process is the solution of the stochastic differential…