3 citations · 7 across the 8 of their papers we have counts for
7 papers · 1 filter
Factorization of Time-Ordered Exponentials for Wiener Space Transformations
Jirô Akahori, Takafumi Amaba, Tasuku Kubo
We develop an operator-algebraic framework for change-of-variables formulas on Wiener space, interpreting them as arising from hidden symmetries acting on observables. We show that…
Regularization Effects of Time Integration on Gaussian Process Functionals
Takafumi Amaba, Marie Kratz
In this paper, we investigate the regularization effects, in the sense of Malliavin calculus, on functionals of Gaussian processes induced by time integration, focusing on their co…
Distributional Itô's Formula and Regularization of Generalized Wiener Functionals
Takafumi Amaba, Yoshihiro Ryu
We investigate Bochner integrabilities of generalized Wiener functionals. We further formulate an Itô formula for a diffusion in a distributional setting, and apply to investigate…
Convergence Implications via Dual Flow Method
Takafumi Amaba, Dai Taguchi, Go Yuki
Given a one-dimensional stochastic differential equation, one can associate to this equation a stochastic flow on , which has an absorbing barrier at zero. Then one c…
A coupling of Brownian motions in the -geometry
Takafumi Amaba, Kazumasa Kuwada
Under a complete Ricci flow, we construct a coupling of two Brownian motion such that their -distance is a supermartingale. This recovers a result of Lott [J. Lott,…
A Discrete-Time Clark-Ocone Formula and its Application to an Error Analysis
Jirô Akahori, Takafumi Amaba, Kaori Okuma
In this paper, we will establish a discrete-time version of Clark(-Ocone-Haussmann) formula, which can be seen as an asymptotic expansion in a weak sense. The formula is applied to…
An Algebraic Approach to the Cameron-Martin-Maruyama-Girsanov Formula
Jiro Akahori, Takafumi Amaba, Sachiyo Uraguchi
In this paper, we will give a new perspective to the Cameron-Martin-Maruyama-Girsanov formula by giving a totally algebraic proof to it. It is based on the exponentiation of the Ma…