相关论文: The square of white noise as a Jacobi field

We review the recent results on the Jacobi field of a (real-valued) L\'evy process defined on a Riemannian manifold. In the case where the L\'evy process is neither Gaussian, nor Poisson, the corresponding Jacobi field acts in an extended…

We review several applications of Berezansky's projection spectral theorem to Jacobi fields in a symmetric Fock space, which lead to L\'evy white noise measures.

In [Yu.M. Berezansky, E. Lytvynov, D. A. Mierzejewski, Ukrainian Math. J. 55 (2003), 853--858 ], the Jacobi field of a L\'evy process was derived. This field consists of commuting self-adjoint operators acting in an extended (interacting)…

We derive an explicit formula for the Jacobi field that is acting in an extended Fock space and corresponds to an ($\R$-valued) L\'evy process on a Riemannian manifold. The support of the measure of jumps in the L\'evy--Khintchine…

We construct a white noise theory and white noise calculus for the (multi-parameter) L\' evy sheet and its compensated Poisson random measures. The theory applies to stochastic partial differential equations subject to L\' evy noise.

In this article we construct a large class of interacting Euclidean quantum field theories, over a p-adic space time, by using white noise calculus. We introduce p-adic versions of the Kondratiev and Hida spaces in order to use the Wick…

We discuss the meaning of renormalization used for deriving quadratic bosonic commutation relations introduced by Accardi and find a representation of these relations on an interacting Fock space. Also, we investigate classical stochastic…

An effective formalism for white noise analysis, conceptually equivalent to Wilsonian renormalization theory, is introduced. Space-time gets represented by a boolean lattice of coarse regions, energy scales become space-time partitions by…

In this paper, we study the Besov regularity of L\'evy white noises on the $d$-dimensional torus. Due to their rough sample paths, the white noises that we consider are defined as generalized stochastic fields. We, initially, obtain…

It is possible to construct L\'evy white noises as generalized random processes in the sense of Gel'fand and Vilenkin, or as an independently scattered random measures introduced by Rajput and Rosinski. In this article, we unify those two…

The classical polynomials of Meixner's type--Hermite, Charlier, Laguerre, Meixner, and Meixner--Pollaczek polynomials--are distinguished through a special form of their generating function, which involves the Laplace transform of their…

A short and elementary proof, and a finite-form generalization, are given of Jacobi's formula for the number of ways of writing an integer as a sum of four squares (that implies Lagrange's famous 1777 theorem.)

We review some recent developments in white noise analysis and quantum probability. We pay a special attention to spaces of test and generalized functionals of some L\'evy white noises, as well as as to the structure of quantum white noise…

In this paper we establish a framework for normal approximation for white noise functionals by Stein's method and Hida calculus. Our work is inspired by that of Nourdin and Peccati (Probab. Theory Relat. Fields 145, 75-118, 2009), who…

Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed…

Motivated by the simulation of stable random fields, we consider the issue of discrete approximations of independently scattered stable noise. Two approaches are proposed: grid approximations available when the underlying space is $\bbR^d$…

In the paper by J.\L uczka {\em et al.} ({\em Europhys. Lett.}, {\bf 31} (1995) 431), the authors reported by rigorous calculation that an additive Poissonian white shot noise can induce a macroscopic current of a dissipative particle in a…

In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…

We discuss some properties of Jacobi fields that do not involve assumptions on the curvature endomorphism. We compare indices of different spaces of Jacobi fields and give some applications to Riemannian geometry.

We prove a representation for the average wave function of the Schr\"odinger equation with a white noise potential in $d=1,2$, in terms of the renormalized self-intersection local time of a Brownian motion.