相关论文: A Stochastic Heisenberg Inequality
We show that every separable Gaussian process with integrable variance function admits a Fredholm representation with respect to a Brownian motion. We extend the Fredholm representation to a transfer principle and develop stochastic…
We show that if a random variable is the final value of an adapted log-H\"{o}lder continuous process, then it can be represented as a stochastic integral with respect to a fractional Brownian motion with adapted integrand. In order to…
A class of Fourier based statistics for irregular spaced spatial data is introduced, examples include, the Whittle likelihood, a parametric estimator of the covariance function based on the $L_{2}$-contrast function and a simple…
For each $f\!:\!\mathbb{R}\to\mathbb{C}$ that is Henstock--Kurzweil integrable on the real line, or is a distribution in the completion of the space of Henstock--Kurzweil integrable functions in the Alexiewicz norm, it is shown that the…
We develop a Fourier approach to rough path integration, based on the series decomposition of continuous functions in terms of Schauder functions. Our approach is rather elementary, the main ingredient being a simple commutator estimate,…
Elucidating a connection with nonlinear Fourier analysis, we extend a well known algorithm in quantum signal processing to represent measurable signals by square summable sequences. Each coefficient of the sequence is Lipschitz continuous…
A sharper uncertainty inequality which exhibits a lower bound larger than that in the classical N-dimensional Heisenberg's uncertainty principle is obtained, and extended from N-dimensional Fourier transform domain to two N-dimensional…
Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…
We develop a theory of Hilbert-space valued stochastic integration with respect to cylindrical martingale-valued measures. As part of our construction, we expand the concept of quadratic variation, introduced by Veraar and Yaroslavtsev…
In this paper, we present a refined version of the (classical) Stein inequality for the Fourier transform, elevating it to a new level of accuracy. Furthermore, we establish extended analogues of a more precise version of the Stein…
The aim of this work is to prove existence and uniqueness of $L^{2}-$solutions of stochastic fractional partial differential equations in one spatial dimension. We prove also the equivalence between several notions of $L^{2}-$solutions. The…
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…
We introduce the quadratic harness condition and show that integrable quadratic harnesses have orthogonal martingale polynomials with a three step recurrence that satisfies a q-commutation relation. This implies that quadratic harnesses are…
We prove an analog of Lagrange's Theorem for continued fractions on the Heisenberg group: points with an eventually periodic continued fraction expansion are those that satisfy a particular type of quadratic form, and vice-versa.
Fractional derivative can be defined as a fractional power of derivative. The commutator (i/h)[H, ], which is used in the Heisenberg equation, is a derivation on a set of observables. A derivation is a map that satisfies the Leibnitz rule.…
We consider the solution to a stochastic heat equation. This solution is a random function of time and space. For a fixed point in space, the resulting random function of time, $F(t)$, has a nontrivial quartic variation. This process,…
In this work we introduce a theory of stochastic integration with respect to general cylindrical semimartingales defined on a locally convex space $\Phi$. Our construction of the stochastic integral is based on the theory of tensor products…
We consider a stochastic process $Y$ defined by an integral in quadratic mean of a deterministic function $f$ with respect to a Gaussian process $X$, which need not have stationary increments. For a class of Gaussian processes $X$, it is…
In this paper we established the condition for a curve to satisfy stochas- tic fractional HP (Hamilton-Pontryagin) equations. These equations are described using It^o integral. We have also considered the case of stochastic fractional…
In this paper a quantum stochastic integral representation theorem is obtained for unbounded regular martingales with respect to multidimensional quantum noise. This simultaneously extends results of Parthasarathy and Sinha to unbounded…