Gaussian Hilbert Spaces
From MaRDI portal
Recommendations
- Sobolev derivatives and Itô decomposition formula for Gaussian processes using properties of their RKHSs
- Analysis on Gaussian spaces
- scientific article; zbMATH DE number 107974
- Gaussian measures in finite and infinite dimensions
- Integration-by-parts characterizations of Gaussian processes
- scientific article; zbMATH DE number 124389
- Probability theory. An analytic view.
- scientific article; zbMATH DE number 751013
- scientific article; zbMATH DE number 4067976
Cited in
(only showing first 100 items - show all)- On superdiffusive behavior of a passive tracer in a random flow
- Raising and lowering operators for semiclassical wave packets
- On complex hypercontractivity
- On random graph homomorphisms into \({\mathbb{Z}}\)
- Small variance of subgraph counts in a random tournament
- Scaling limit of the odometer in divisible sandpiles
- Prohorov-type local limit theorems on abstract Wiener spaces
- Support theorem for a singular SPDE: the case of gPAM
- Memory effect in a self-sustained birhythmic biological system
- Subcritical multiplicative chaos for regularized counting statistics from random matrix theory
- Summability of connected correlation functions of coupled lattice fields
- Discretizing Malliavin calculus
- Standardizing densities on Gaussian spaces
- On global fluctuations for non-colliding processes
- Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential
- A new central limit theorem and decomposition for Gaussian polynomials, with an application to deterministic approximate counting
- A flexible approach to inference in semiparametric regression models with correlated errors using Gaussian processes
- A Cameron-Storvick theorem for the analytic Feynman integral associated with Gaussian paths on a Wiener space and applications
- Admissible decomposition for spectral multipliers on Gaussian L^p
- Asymptotic behaviour of time averages for non-ergodic Gaussian processes
- A new reconstruction from the F-transform components
- Prediction law of fractional Brownian motion
- An invariance principle for the two-dimensional parabolic Anderson model with small potential
- Kinetic limit for a harmonic chain with a conservative Ornstein-Uhlenbeck stochastic perturbation
- Renewal theory for asymmetric \(U\)-statistics
- Local times of self-intersection
- An RKHS model for variable selection in functional linear regression
- Paracontrolled calculus and Funaki-Quastel approximation for the KPZ equation
- Optimal approximation of Skorohod integrals
- On multiplication in q-Wiener chaoses
- Mesoscopic fluctuations for unitary invariant ensembles
- Exponential concentration of cover times
- The mixing time of the Dikin walk in a polytope -- a simple proof
- Random complex zeroes. I: Asymptotic normality
- Finite rank Hankel operators over the complex Wiener space
- A Heisenberg inequality for stochastic integrals
- Paracontrolled distributions and the 3-dimensional stochastic quantization equation
- Anderson polymer in a fractional Brownian environment: asymptotic behavior of the partition function
- \(L^p\)-norms of Hermite polynomials and an extremal problem on Wiener chaos
- \(L^{p}\)-norms and information entropies of Charlier polynomials
- On the sector condition and homogenization of diffusions with a Gaussian drift
- Fractional Brownian motions in a limit of turbulent transport.
- Stochastic Galerkin techniques for random ordinary differential equations
- Free fields associated with the relativistic operator \({-(m-\sqrt{m^{2}-\delta})}\)
- Laplace approximation for rough differential equation driven by fractional Brownian motion
- Applying Itō's motto: ``Look at the infinite dimensional picture by constructing sheets to obtain processes increasing in the convex order
- Szegő's theorem and its probabilistic descendants
- Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
- Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos
- Ingredients for a general purpose stochastic finite elements implementation
- A bound on the Wasserstein-2 distance between linear combinations of independent random variables
- Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods
- Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations
- On scaling limits and Brownian interlacements
- The continuum directed random polymer
- Multi-point Gaussian states, quadratic-exponential cost functionals, and large deviations estimates for linear quantum stochastic systems
- Reduced model of macro-scale stochastic plasticity identification by Bayesian inference: application to quasi-brittle failure of concrete
- Oscillating Gaussian processes
- On the monofractality of many stationary continuous Gaussian fields
- On almost sure convergence of random variables with finite chaos decomposition
- SPDE limit of weakly inhomogeneous ASEP
- Talagrand's inequality in planar Gaussian field percolation
- Moments of Gaussian chaoses in Banach spaces
- Intermediate disorder limits for multi-layer semi-discrete directed polymers
- Stochastic integrals and Brownian motion on abstract nilpotent Lie groups
- Stochastic model reduction: convergence and applications to climate equations
- Higher-order fluctuations in dense random graph models
- Equilibrium in a large Lotka-Volterra system with pairwise correlated interactions
- The sum of powers of subtree sizes for conditioned Galton-Watson trees
- Markov dilations of semigroups of Fourier multipliers
- Local KPZ behavior under arbitrary scaling limits
- Notes on computational hardness of hypothesis testing: predictions using the low-degree likelihood ratio
- Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
- Reversible Markov decision processes and the Gaussian free field
- Remarks on the non-uniqueness in law of the Navier-Stokes equations up to the J.-L. Lions' exponent
- Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM
- Multidimensional SDE with distributional drift and Lévy noise
- On ill-posedness of nonlinear stochastic wave equations driven by rough noise
- Gaussian limits for subcritical chaos
- Law of large numbers and fluctuations in the sub-critical and \(L^2\) regions for SHE and KPZ equation in dimension \(d \geq 3\)
- Grassmannian stochastic analysis and the stochastic quantization of Euclidean fermions
- The sharp phase transition for level set percolation of smooth planar Gaussian fields
- The first passage sets of the 2D Gaussian free field: convergence and isomorphisms
- Itô's formula for Gaussian processes with stochastic discontinuities
- Lower bound for local oscillations of Hermite processes
- Stein's method for multivariate Brownian approximations of sums under dependence
- A central limit theorem for Gibbsian invariant measures of 2D Euler equations
- Ground state photon number at large distance
- Bargmann-Fock percolation is noise sensitive
- The infinitesimal generator of the stochastic Burgers equation
- A variational method for \(\Phi^4_3\)
- On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos
- Fractional Brownian motion with two-variable Hurst exponent
- A note on the applications of Wick products and Feynman diagrams in the study of singular partial differential equations
- Wong-Zakai approximations for quasilinear systems of Itô's type stochastic differential equations
- Accelerated basis adaptation in homogeneous chaos spaces
- Tools for Malliavin calculus in UMD Banach spaces
- The Gaussian free field and Hadamard's variational formula
- Asymptotic expansions for functions of the increments of certain Gaussian processes
- Gaussian distributions and phase space Weyl-Heisenberg frames
This page was built for publication: Gaussian Hilbert Spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4343009)