Zobrazeno 1 - 10
of 46
pro vyhledávání: '"Bhar, Suprio"'
In this article, we have analyzed semi-discrete finite element approximations of the Stochastic linear Schr\"{o}dinger equation in a bounded convex polygonal domain driven by additive Wiener noise. We use the finite element method for spatial discret
Externí odkaz:
http://arxiv.org/abs/2410.06006
This article introduces operator on operator regression in quantum probability. Here in the regression model, the response and the independent variables are certain operator valued observables, and they are linearly associated with unknown scalar coe
Externí odkaz:
http://arxiv.org/abs/2408.00289
In $1946$, Mark Kac proved a Central Limit type theorem for a sequence of random variables that were not independent. The random variables under consideration were obtained from the angle-doubling map. The idea behind Kac's proof was to show that alt
Externí odkaz:
http://arxiv.org/abs/2405.06881
Autor:
Bhar, Suprio, Sarkar, Barun
In this article, we study the existence and uniqueness problem for linear Stochastic PDEs involving a bilaplacian operator. Our results on the existence and uniqueness are obtained through an application of a Monotonicity inequality, which we also pr
Externí odkaz:
http://arxiv.org/abs/2312.16550
Autor:
Bhar, Suprio, Sarkar, Barun
In this article, we construct weak solutions for a class of Stochastic PDEs in the space of tempered distributions via Girsanov's theorem. It is to be noted that our drift and diffusion coefficients $(L,A)$ of the considered Stochastic PDE satisfy a
Externí odkaz:
http://arxiv.org/abs/2312.16539
We consider stochastic PDEs \[dY_t = L(Y_t)\, dt + A(Y_t).\, dB_t, t > 0\] and associated PDEs \[du_t = L u_t\, dt, t > 0\] with regular initial conditions. Here, $L$ and $A$ are certain partial differential operators involving multiplication by smoo
Externí odkaz:
http://arxiv.org/abs/2308.10489
Autor:
Bhar, Suprio, Dhar, Subhra Sankar
This article proposes a co-variance operator for Banach valued random elements using the concept of $U$-statistic. We then study the asymptotic distribution of the proposed co-variance operator along with related large sample properties. Moreover, sp
Externí odkaz:
http://arxiv.org/abs/2307.03356
Autor:
Bhar, Suprio, Dhar, Subhra Sankar
In this article, we study the test for independence of two random elements $X$ and $Y$ lying in an infinite dimensional space ${\cal{H}}$ (specifically, a real separable Hilbert space equipped with the inner product $\langle ., .\rangle_{\cal{H}}$).
Externí odkaz:
http://arxiv.org/abs/2301.00375
Autor:
Nath, Arvind Kumar, Bhar, Suprio
In this paper, we first explore certain structural properties of L\'evy flows and use this information to obtain the existence of strong solutions to a class of Stochastic PDEs in the space of tempered distributions, driven by L\'evy noise. The uniqu
Externí odkaz:
http://arxiv.org/abs/2206.14129
Autor:
Bhar, Suprio, Sarkar, Barun
In this article we study the existence and uniqueness of strong solutions of a class of parameterized family of SDEs driven by L\'evy noise. These SDEs occurs in connection with a class of stochastic PDEs, which take values in the space of tempered d
Externí odkaz:
http://arxiv.org/abs/1801.06773