相关论文: Levy Laplacians in Hida calculus and Malliavin cal…

Malliavin Calculus can be seen as a differential calculus on Wiener spaces. We present the notion of stochastic manifold for which the Malliavin Calculus plays the same role as the classical differential calculus for the differential…

An approach to analysis on path spaces of Riemannian manifolds is described. The spaces are furnished with `Brownian motion' measure which lies on continuous paths, though differentiation is restricted to directions given by tangent paths…

The purpose of these lectures is threefold: We first give a short survey of the Hida white noise calculus, and in this context we introduce the Hida-Malliavin derivative as a stochastic gradient with values in the Hida stochastic…

There are several types of Laplacians of a vector field on a Riemannian manifold. These include the Bochner and the Hodge Laplacian. The Gauss formula for the Levi-Civita connection relates the extrinsic connection to the intrinsic…

In this paper, we consider a certain convolutional Laplacian for metric measure spaces and investigate its potential for the statistical analysis of complex objects. The spectrum of that Laplacian serves as a signature of the space under…

By means of the Malliavin calculus, integral representation for the second derivative of the loglikelihood function are given for a model based on discrete time observations of the solution to SDE driven by a Levy process.

Quadratic Wiener functionals are investigated systematically through transformations of order one on the Wiener space with the help of Malliavin calculus. The bi-directional relationship between quadratic Wiener functionals and…

We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize…

By means of the Malliavin calculus, integral representations for the likelihood function and for the derivative of the log-likelihood function are given for a model based on discrete time observations of the solution to equation…

The Lie algebroids are generalization of the Lie algebras. They arise, in particular, as a mathematical tool in investigations of dynamical systems with the first class constraints. Here we consider canonical symmetries of Hamiltonian…

Given a sample from a probability measure with support on a submanifold in Euclidean space one can construct a neighborhood graph which can be seen as an approximation of the submanifold. The graph Laplacian of such a graph is used in…

We analyze the extension of the well known relation between Brownian motion and Schroedinger equation to the family of Levy processes. We consider a Levy-Schroedinger equation where the usual kinetic energy operator - the Laplacian - is…

In this paper we develop the theory of variable exponent Hardy spaces associated with discrete Laplacians on infinite graphs. Our Hardy spaces are defined by square integrals, atomic and molecular decompositions. Also we study boundedness…

The Leibniz bracket of an operator on a (graded) algebra is defined and some of its properties are studied. A basic theorem relating the Leibniz bracket of the commutator of two operators to the Leibniz bracket of them, is obtained. Under…

This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems on manifolds. The main result is to derive stochastic governing equations for such systems from a critical point of a stochastic action.…

We consider the fractional Laplacian with Hardy potential and study the scale of homogeneous $L^p$ Sobolev spaces generated by this operator. Besides generalized and reversed Hardy inequalities, the analysis relies on a H\"ormander…

We introduce the notion of {\em covariance measure structure} for square integrable stochastic processes. We define Wiener integral, we develop a suitable formalism for stochastic calculus of variations and we make Gaussian assumptions only…

In this article, we firstly introduce higher spin Clifford analysis, which are considered as generalizations of classical Clifford analysis by considering functions taking values in irreducible representations of the spin group. Then, we…

In this note we show that the general theory of vector valued singular integral operators of Calder\'on-Zygmund defined on general metric measure spaces, can be applied to obtain Sobolev type regularity properties for solutions of the…

In this article we present an intrinsec construction of foliated Brownian motion via stochastic calculus adapted to foliation. The stochastic approach together with a proposed foliated vector calculus provide a natural method to work on…