相关论文: The Clark-Ocone formula for vector valued random v…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
In [11] it has been proved some variational formula on the Legendre-Fenchel transform of the cumulant generating function (the Cram\'er function) of Rademacher series with coefficients in the space $\ell^1$. In this paper we show a…
Some parts of stochastic analysis on curved spaces are revisted. A concise proof of the quasi-invariance of the Wiener measure on the path spaces over a Riemannian manifold is presented. The shifts are allowed to be in the Cameron-Martin…
We develop a nonanticipative calculus for functionals of a continuous semimartingale, using an extension of the Ito formula to path-dependent functionals which possess certain directional derivatives. The construction is based on a pathwise…
A representation for the Kantorovich--Rubinstein distance between probability measures on an abstract Wiener space in terms of the extended stochastic integral (or, divergence) operator is obtained.
When combined with highly expressive ansatz functions such as neural quantum states, variational Monte Carlo (VMC) constitutes a versatile numerical approach to tackle the quantum many-body problem in and out of equilibrium. However, its…
It is well-known in classical frame theory that overcomplete representations of a given vector space provide robustness to additive noise on the frame coefficients of an unknown vector. We describe how the same robustness can be shown to…
In [22], it was proved that as long as the integrand has certain properties, the corresponding It\^o integral can be written as a (parameterized) Lebesgue integral (or a Bochner integral). In this paper, we show that such a question can be…
In this article, some properties of complex Wiener-It\^o multiple integrals and complex Ornstein-Uhlenbeck operators and semigroups are obtained. Those include Stroock's formula, Hu-Meyer formula, Clark-Ocone formula and the…
The paper studies a class of Ornstein-Uhlenbeck processes on the classical Wiener space. These processes are associated with a diffusion type Dirichlet form whose corresponding diffusion operator is unbounded in the Cameron-Martin space. It…
This article develops a variational formulation for the relativistic Klein-Gordon equation. The main results are obtained through an extension of the classical mechanics approach to a more general context, which in some sense, includes the…
After a review of how Boson Fock space (of arbitrary multiplicity) may be approximated by a countable Hilbert-space tensor product (known as toy Fock space) it is shown that vacuum-adapted multiple quantum Wiener integrals of bounded…
Inference is the task of drawing conclusions about unobserved variables given observations of related variables. Applications range from identifying diseases from symptoms to classifying economic regimes from price movements. Unfortunately,…
We introduce a rotation-invariant representation of planar shapes. In particular, this representation encodes shapes as vectors such that the Euclidean distance between them serves as a valid shape distance. For standardized, star-shaped…
An integration by parts formula is the foundation for stochastic analysis on path spaces over a (finite dimensional) Riemannian manifold or over $R^n$, from which we may deduce the operator $d$ is closable and define the Laplacian operator…
We consider a problem of replication of random vectors by ordinary integrals in the setting when a underlying random variable is generated by a Wiener process. The goal is to find an optimal adapted process such that its cumulative integral…
By introducing a color filtration to the multiplicity space, we extend the quantum Ito calculus on multiple symmetric Fock space to the framework of filtered adapted biprocesses. In this new notion of adaptedness,``classical'' time…
We give a variational formulation for $-\log\mathbb{E}_\nu\left[e^{-f}|\mathcal{F}_t\right]$ for a large class of measures $\nu$. We give a refined entropic characterization of the invertibility of some perturbations of the identity. We…
We construct a perturbation of identity type mapping on an abstract Wiener space where the Cameron-Martin space has an orthonormal basis indexed by the jumps a one dimensional semimartingale. We then derive a change of variables formula and…
We study the impact of the recently introduced underspread/overspread classificationon the spectra of processes with square-integrable covariance functions. We briefly review the most prominent definitions of a time-varying power spectrum…