相关论文: Construction of linearly independent and orthogona…
In this article, we present an orthogonal basis expansion method for solving stochastic differential equations with a path-independent solution of the form $X_{t}=\phi(t,W_{t})$. For this purpose, we define a Hilbert space and construct an…
A general technique is developed for calculating functional determinants of second-order differential operators with Dirichlet, periodic, and antiperiodic boundary conditions. As an example, we give simple formulas for a harmonic oscillator…
We propose to use the modified Gram -- Schmidt orthonormalization process in Minkowski space for construction of orthonormal bases from the vectors of the problem.
Motivated by problems on Brownian motion, we introduce a recursive scheme for a basis construction in the Hilbert space L^2(0,1) which is analogous to that of Haar and Walsh. More generally, we find a new decomposition theory for the…
In this paper, we characterize several classes of continuous radial basis functions that can be employed to determine whether a interaction of a probability is zero or not. These functions encompass standard independence tests but also the…
For a linear ODE with indeterminate coefficients, we explicitly exhibit a fundamental system of solutions, in terms of the coefficients. We show that the generalized Wronskians of the fundamental system are given by an action of the Schur…
We construct rich vector spaces of continuous functions with prescribed curved or linear pathwise quadratic variations. We also construct a class of functions whose quadratic variation may depend in a local and nonlinear way on the function…
Using normalized Hermite functions, we construct bases in the space of square integrable functions on the unit circle ($L^2(\mathcal C)$) and in $l_2(\mathbb Z)$, which are related to each other by means of the Fourier transform and the…
Quadratic fluctuations require an evaluation of ratios of functional determinants of second-order differential operators. We relate these ratios to the Green functions of the operators for Dirichlet, periodic and antiperiodic boundary…
This work presents problems of constructing finite-difference formulas in the Hilbert space, i.e., setting problems of constructing finite-difference formulas using functional methods. The work presents a functional statement of the problem…
The paper considers the Hilbert space $\hat{H}_r$ of real functions summable with the square $L^2(a,b)_r$ on any interval $\{(a,b)_r\}_{r=1}^{\infty}\in \mathbb{R}$. It is shown on the basis of the theorem on zeros of real orthogonal…
We propose an estimator of the Hilbert-Schmidt Independence Criterion obtained from an appropriate modification of the usual estimator. We then get asymptotic normality of this estimator both under independence hypothesis and under the…
By using the theory of analytic vectors and manifolds modelled on normed spaces, we provide a rigorous symplectic differential geometric approach to $t$-dependent Schr\"odinger equations on separable (possibly infinite-dimensional) Hilbert…
We prove that the Gram--Schmidt orthogonalization process can be carried out in Hilbert modules over Clifford algebras, in spite of the un-invertibility and the un-commutativity of general Clifford numbers. Then we give two crucial…
A rigorous derivation is provided for canonical correlations and partial canonical correlations for certain Hilbert space indexed stochastic processes. The formulation relies on a key congruence mapping between the space spanned by a second…
In this paper we compute the Hilbert functions of irreducible (or smooth) and reduced arithmetically Gorenstein schemes that are twisted anti-canonical divisors on arithmetically Cohen-Macaulay schemes. We also prove some folklore results…
We study orthogonal polynomial systems arising from general pre-Hilbert inner products on polynomial spaces, beyond the classical framework of measures. To each such inner product we associate a canonical Laplacian defined from an abstract…
In this paper, we introduce a sub-family of the usual generalized Wronskians, that we call geometric generalized Wronskians. It is well-known that one can test linear dependance of holomorphic functions (of several variables) via the…
In this paper we consider a class of time-dependent neutral stochastic functional differential equations with finite delay driven by a fractional Brownian motion in a Hilbert space. We prove an existence and uniqueness result for the mild…
We construct an orthogonal basis of functions defined over the unit circle as the product of the common sinusoidal functions of the azimuth angle by radial functions which are essentially sines of a polynomials of the radial distance to the…