相关论文: A Stochastic Heisenberg Inequality

An index transform, involving the square of Whittaker's function is introduced and investigated. The corresponding inversion formula is established. Particular cases cover index transforms of the Lebedev type with products of the modified…

This papers addresses the stock option pricing problem in a continuous time market model where there are two stochastic tradable assets, and one of them is selected as a num\'eraire. It is shown that the presence of arbitrarily small…

In this paper, we consider the measure determined by a fractional Ornstein-Uhlenbeck process. For such measure, we establish a martingale representation theorem and consequently obtain the Logarithmic-Sobolev inequality. To this end, we…

A rapid transformation is derived between spherical harmonic expansions and their analogues in a bivariate Fourier series. The change of basis is described in two steps: firstly, expansions in normalized associated Legendre functions of all…

Recent experimental advances have inspired the development of theoretical tools to describe the non-equilibrium dynamics of quantum systems. Among them an exact representation of quantum spin systems in terms of classical stochastic…

The stochastic dissipative Schrodinger equation is derived for an open quantum system consisting of a sub-system able to exchange energy with a thermal reservoir. The resultant evolution of the wave function also gives the evolution of the…

We use a multivariate version of Stein's method to establish a quantitative Lindeberg CLT for the Fourier transforms of random $N$-vectors. We achieve this by deducing a specific integral representation for the Hessian matrix of a solution…

We propose an inertial forward-backward splitting algorithm to compute the zero of a sum of two monotone operators allowing for stochastic errors in the computation of the operators. More precisely, we establish almost sure convergence in…

Statistical inference for stochastic processes based on high-frequency observations has been an active research area for more than a decade. One of the most well-known and widely studied problems is that of estimation of the quadratic…

Integral transforms are invaluable mathematical tools to map functions into spaces where they are easier to characterize. We introduce the hyperdimensional transform as a new kind of integral transform. It converts square-integrable…

We show that the centered discrete Hilbert transform on integers applied to a function can be written as the conditional expectation of a transform of stochastic integrals, where the stochastic processes considered have jump components. The…

In this work we introduce a theory of stochastic integration for operator-valued integrands with respect to some classes of cylindrical martingale-valued measures in Hilbert spaces. The integral is constructed via the radonification of…

It was shown in Mishura et al. (Stochastic Process. Appl. 123 (2013) 2353-2369), that any random variable can be represented as improper pathwise integral with respect to fractional Brownian motion. In this paper, we extend this result to…

We show that if a random variable is a final value of an adapted Holder continuous process, then it can be represented as a stochastic integral with respect to fractional Brownian motion, and the integrand is an adapted process, continuous…

A numerical approach for the approximation of inertial manifolds of stochastic evolutionary equations with multiplicative noise is presented and illustrated. After splitting the stochastic evolutionary equations into a backward and a…

In this paper we study the path-regularity and martingale properties of the set-valued stochastic integrals defined in our previous work Ararat et al. (2023). Such integrals have some fundamental differences from the well-known…

We study Fourier theory on quantum Euclidean space. A modified version of the general definition of the Fourier transform on a quantum space is used and its inverse is constructed. The Fourier transforms can be defined by their Bochner's…

In a financial market model, we consider the variance-optimal semi-static hedging of a given contingent claim, a generalization of the classic variance-optimal hedging. To obtain a tractable formula for the expected squared hedging error…

In this paper we uses an I.I. Hirschman-W. Beckner entropy argument to give an uncertainty inequality for the $q$-Bessel Fourier transform: $$ \mathcal{F}_{q,v}f(x)=c_{q,v}\int_{0}^{\infty}f(t)j_{v}(xt,q^{2})t^{2v +1}d_{q}t, $$ where…

We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…