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This paper is a contribution to the study of the relations between special functions, Lie algebras and rigged Hilbert spaces. The discrete indices and continuous variables of special functions are in correspondence with the representations…

数学物理 · 物理学 2020-04-22 E. Celeghini , M. Gadella , M. A. del Olmo

The paper is concerned with b-metric and generalized b-metric spaces. One proves the existence of the completion of a generalized b-metric space and some fixed point results. The behavior of Lipschitz functions on b-metric spaces of…

泛函分析 · 数学 2019-03-26 S. Cobzaş

In this paper we develop a framework to extend the theory of generalized stochastic processes in the Hida white noise space to more general probability spaces which include the grey noise space. To obtain a Wiener-It\^o expansion we recast…

概率论 · 数学 2020-05-19 Daniel Alpay , Paula Cerejeiras , Uwe Kaehler

In this article, we study the problem of the existence and nonexistence of warping function associated with constant scalar curvature on pseudo-Riemannian Poisson warped product space under the assumption that fiber space has constant…

微分几何 · 数学 2022-02-08 B. Pal , P. Kumar

The characterization of the covariance function of the solution process to a stochastic partial differential equation is considered in the parabolic case with multiplicative L\'evy noise of affine type. For the second moment of the mild…

概率论 · 数学 2017-10-10 Kristin Kirchner , Annika Lang , Stig Larsson

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…

概率论 · 数学 2007-05-23 Aureli Alabert , Marco Ferrante

We present two linear relations between an arbitrary (real tempered second order) generalized stochastic process over $\mathbb{R}^{d}$ and White Noise processes over $\mathbb{R}^{d}$. The first is that any generalized stochastic process can…

概率论 · 数学 2021-11-04 R. Carrizo Vergara

U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…

概率论 · 数学 2014-06-24 Viktor Benes , Marketa Zikmundova

In this paper, we construct invariant measures for the Ostrovsky equation associated with the norm $L^2$. On the other hand, we prove the local well- posedness in the besov space $\hat{b}^s_{p,\infty}$ for $sp >-1$.

偏微分方程分析 · 数学 2016-06-16 Darwich Mohamad

Linear functions of many independent random variables lead to classical noises (white, Poisson, and their combinations) in the scaling limit. Some singular stochastic flows and some models of oriented percolation involve very nonlinear…

概率论 · 数学 2007-05-23 Boris Tsirelson

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…

概率论 · 数学 2023-03-23 Raluca M. Balan

We consider a measurable stationary Gaussian stochastic process. A criterion for testing hypotheses about the covariance function of such a process using estimates for its norm in the space $L_p(\mathbb {T}),\,p\geq1$, is constructed.

概率论 · 数学 2015-03-19 Yuriy Kozachenko , Viktor Troshki

We study the geometry of functions from the plane to the plane. For a large special class we are able to count preimages and compute them. Both numerical and theoretical aspects are discussed. Some of the tools used are Whitney's…

数值分析 · 数学 2025-10-20 Nicolau C. Saldanha , Carlos Tomei

This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in…

概率论 · 数学 2013-09-20 Martin Hairer , Jochen Voss

This article is devoted to the study of the existence and uniqueness of mild solution to time- and space-fractional stochastic Burgers equation perturbed by multiplicative white noise. The required results are obtained by stochastic…

数值分析 · 数学 2017-06-06 Guang-an Zou , Bo Wang

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…

统计理论 · 数学 2007-06-13 Serguei Dachian , Yury A. Kutoyants

We extend the square of white noise algebra over the step functions on R to the test function space of bounded square-integrable functions on R^d, and we show that in the Fock representation the exponential vectors exist for all test…

概率论 · 数学 2013-11-20 Luigi Accardi , Ameur Dhahri , Michael Skeide

An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…

数据分析、统计与概率 · 物理学 2012-10-23 B. Lehle

We derive the Wick calculus for test and generalized functionals of noncommutative white noise corresponding to $q$-deformed commutation relations with $q\in(-1,1)$. We construct a Gel'fand triple centered at the $q$-deformed Fock space in…

概率论 · 数学 2016-12-16 Un Cig Ji , Eugene Lytvynov

Continuous formal deformations of the Poisson superbracket defined on compactly supported smooth functions on R^2 taking values in a Grassmann algebra with N generating elements are described up to an equivalence transformation for N \ne 2.

高能物理 - 理论 · 物理学 2008-11-26 S. E. Konstein , I. V. Tyutin