相关论文: Clark formula for local time for one class of Gaus…

We study the existence and regularity of local times for general $d$-dimensional stochastic processes. We give a general condition for their existence and regularity properties. To emphasize the contribution of our results, we show that…

Among the single-trajectory Gaussian-based methods for solving the time-dependent Schr\"{o}dinger equation, the variational Gaussian approximation is the most accurate one. In contrast to Heller's original thawed Gaussian approximation, it…

The paper studies stochastic integration with respect to Gaussian processes and fields. It is more convenient to work with a field than a process: by definition, a field is a collection of stochastic integrals for a class of deterministic…

For a non-endoscopic cohomological cuspidal automorphic representation of $\mathrm{GSp}_4 \times \mathrm{GL}_2$, assumed to be $p$-ordinary, we construct an Euler system for the Galois representation associated to it. Both the construction…

Starting from the potential theoretic definition of the local times of a Markov process - when these exist - we obtain a Tanaka formula for the local times of symmetric L\'{e}vy processes. The most interesting case is that of the symmetric…

A practical way to deal with the problem of time in quantum cosmology and quantum gravity is proposed. The main tool is effective equations, which mainly restrict explicit considerations to semiclassical regimes but have the crucial…

We present an index for the local sensitivity of spatiotemporal structures in coupled oscillatory systems based on the asymptotic scaling of local-in-space, finite-time Lyapunov Exponents. For a system of nonlocally-coupled R\"{o}ssler…

We suggest a numerical integration procedure for solving the equations of motion of certain classical spin systems which preserves the underlying symplectic structure of the phase space. Such symplectic integrators have been successfully…

In this paper, we analyze the classical $K$-means alternating-minimization algorithm, also known as Lloyd's algorithm (Lloyd, 1956), for a mixture of Gaussians in a data-distributed setting that incorporates local iteration steps. Assuming…

This paper presents a time-causal analogue of the Gabor filter, as well as a both time-causal and time-recursive analogue of the Gabor transform, where the proposed time-causal representations obey both temporal scale covariance and a…

We study a notion of local time for a continuous path, defined as a limit of suitable discrete quantities along a general sequence of partitions of the time interval. Our approach subsumes other existing definitions and agrees with the…

We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we…

This paper introduces a structural equation formulation that gives rise to a new family of quasi-periodic Gaussian processes, useful to process a broad class of natural and physiological signals. The proposed formulation simplifies…

In this paper we prove a parabolic version of the Littlewood-Paley inequality for a class of time-dependent local and non-local operators of arbitrary order, and as an application we show this inequality gives a fundamental estimate for the…

We consider multifractional process given by double Ito--Wiener integrals, which generalize the multifractional Rosenblatt process. We prove that this process is continuous and has a square integrable local time.

Spatial-temporal Gaussian process regression is a popular method for spatial-temporal data modeling. Its state-of-art implementation is based on the state-space model realization of the spatial-temporal Gaussian process and its…

The Rankin-Selberg method for studying Langlands' automorphic $L$-functions is to find integral representations, involving certain Fourier coefficients of cusp forms and Eisenstein series, for these functions. In this thesis we develop the…

A quantum-mechanical Hamiltonian with a gravitational potential is derived in the framework of local times. This Hamiltonian is the one used by E. H. Lieb (Bull. Amer. Math. Soc. 22(1990), 1-49) in his explanation of stability and…

We study a well-known estimator of the fractal index of a stochastic process. Our framework is very general and encompasses many models of interest; we show how to extend the theory of the estimator to a large class of non-Gaussian…

This article addresses a modification of local time for stochastic processes, to be referred to as `natural local time'. It is prompted by theoretical developments arising in mathematical treatments of recent experiments and observations of…