相关论文: The Clark-Ocone formula for vector valued random v…

Asymptotic expansion of a variation with anticipative weights is derived by the theory of asymptotic expansion for Skorohod integrals having a mixed normal limit. The expansion formula is expressed with the quasi-torsion, quasi-tangent and…

The Dirichlet forms methods, in order to represent errors and their propagation, are particularly powerful in infinite dimensional problems such as models involving stochastic analysis encountered in finance or physics, cf. [5]. Now, coming…

In this work we study the necessary and sufficient conditions for a positive random variable whose expectation under the Wiener measure is one, to be represented as the Radon-Nikodym derivative of the image of the Wiener measure under an…

In this paper, we present a minimal formalism for Stein operators which leads to different probabilistic representations of solutions to Stein equations. These in turn provide a wide family of Stein-Covariance identities which we put to use…

Out-of-time-ordered correlators (OTOCs) are of crucial importance for studying a wide variety of fundamental phenomena in quantum physics, ranging from information scrambling to quantum chaos and many-body localization. However, apart from…

We present a diffeomorphism-invariant formulation of differential entropy for Riemannian spaces, providing a fine-grained, coordinate-independent notion of quantum information for continuous variables in physical space. To this end, we…

We develop a general mathematical framework for variational problems where the unknown function assumes values in the space of probability measures on some metric space. We study weak and strong topologies and define a total variation…

The Loewner equation, in its stochastic incarnation introduced by Schramm, is an insightful method for the description of critical random curves and interfaces in two-dimensional statistical mechanics. Two features are crucial, namely…

Out-of-time-ordered correlators (OTOC) have been proposed to characterize quantum chaos in generic systems. However, they can also show interesting behavior in integrable models, resembling the OTOC in chaotic systems in some aspects. Here…

The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to…

The concept of out-of-time-ordered correlation (OTOC) function is treated as a very strong theoretical probe of quantum randomness, using which one can study both chaotic and non-chaotic phenomena in the context of quantum statistical…

As a widely recognized approach to deep generative modeling, Variational Auto-Encoders (VAEs) still face challenges with the quality of generated images, often presenting noticeable blurriness. This issue stems from the unrealistic…

We study the problem of reducing the variance of Monte Carlo estimators through performing suitable changes of the sampling measure which are induced by feedforward neural networks. To this end, building on the concept of vector stochastic…

We define the $k$:th moment of a Banach space valued random variable as the expectation of its $k$:th tensor power; thus the moment (if it exists) is an element of a tensor power of the original Banach space. We study both the projective…

We prove a generalized fluctuation-dissipation theorem for a certain class of out-of-time-ordered correlators (OTOCs) with a modified statistical average, which we call bipartite OTOCs, for general quantum systems in thermal equilibrium.…

Interpretation of the nonclassical total probability formula arising in some quantum experiments is provided based on stochastic models described by means of a sequence of random vectors changing in the measurement procedures.

We introduce the concept of functions of locally bounded variation on abstract Wiener spaces and study their properties. Some nontrivial examples and applications to stochastic analysis are also discussed.

Generalised Ito formulae are proved for time dependent functions of continuous real valued semi-martingales. The conditions involve left space and time first derivatives, with the left space derivative required to have locally bounded…

In this paper we provide an integral variational formulation for a vector play operator where the inputs are allowed to be arbitrary functions with (pointwise) bounded variation, not necessarily left or right continuous. We prove that this…

While internal space-time symmetries of relativistic particles are dictated by the little groups of the Poincar\'e group, it is possible to construct representations of the little group for massive particles starting from harmonic…