Evangelos A. Nikitopoulos

activity

20202026

C^{k}

functions and Fréchet derivatives of operator functions

5 citations · 16 across the 11 of their papers we have counts for

collaborators

11 papers

math.PR2026

Noncommutative $L^{p}$ -integrators and stochastic differential equations in $L^{p}$

David A. Jekel, Todd A. Kemp, Evangelos A. Nikitopoulos

We propose a new framework for noncommutative stochastic integration in $L^{p}$ , inspired by Bichteler's notion of $L^{p}$ -integrators, that massively generalizes our previous theory o…

math.FA2026

Lexicographic functional calculus and its application to functional calculus calculus

Evangelos A. Nikitopoulos

Let $A$ be a unital $C^{*}$ -algebra and $I$ be a symmetrically normed ideal of $A$ . I introduce and study lexicographic functional calculus (LFC), a kind of multivariate functional c…

q-fin.TR2026

Multidimensional stochastic liquidity in Kyle's model of informed trading

Ibrahim Ekren, Evangelos A. Nikitopoulos, Lu Vy

We develop a variational formulation of Kyle's model of informed trading that accommodates stochastic liquidity and multiple traded assets. The main equilibrium result is stated fi…

math.PR2026

Asymptotic expansion for transport maps between laws of multimatrix models

David Jekel, Evangelos A. Nikitopoulos, Félix Parraud

We study the large- $N$ behavior of random matrix tuples $Y^{N} = (Y_{1}^{N}, \dots, Y_{d}^{N})$ with joint density proportional to $e^{- N^{2} V}$ for some convex function $V$ in non-commuting va…

math.PR2025

Matrix Random Walks and the Lima Bean Law

Bruce K. Driver, Brian C. Hall, Ching Wei Ho +4

A matrix random walk is a stochastic process of the form $B_{k} = (I + A_{1}) \dots (I + A_{k})$ where $A_{j}$ are independent ``step'' matrices in $M_{N} (C)$ . With the right en…

math.NA2024

Using Linearized Optimal Transport to Predict the Evolution of Stochastic Particle Systems

Nicholas Karris, Evangelos A. Nikitopoulos, Ioannis G. Kevrekidis +2

We develop an Euler-type method to predict the evolution of a time-dependent probability measure without explicitly learning an operator that governs its evolution. We use lineariz…

math.OA2023

A martingale approach to noncommutative stochastic calculus

David A. Jekel, Todd A. Kemp, Evangelos A. Nikitopoulos

We present a new approach to noncommutative stochastic calculus that is, like the classical theory, based primarily on the martingale property. Using this approach, we introduce a…

math.OA2021★ 3 cited

Higher derivatives of operator functions in ideals of von Neumann algebras

Evangelos A. Nikitopoulos

Let $M$ be a von Neumann algebra and $a$ be a self-adjoint operator affiliated with $M$ . We define the notion of an "integral symmetrically normed ideal" of $\m…

math.OA2021★ 3 cited

Multiple operator integrals in non-separable von Neumann algebras

Evangelos A. Nikitopoulos

A multiple operator integral (MOI) is an indispensable tool in several branches of noncommutative analysis. However, there are substantial technical issues with the existing litera…

math.OA2020★ 5 cited

Itô's formula for noncommutative $C^{2}$ functions of free Itô processes

Evangelos A. Nikitopoulos

In a recent paper, the author introduced a rich class $N C^{k} (R)$ of "noncommutative $C^{k}$ " functions $R \to C$ whose operator functional calculus is $k$ -t…

math.FA2020★ 5 cited

Noncommutative $C^{k}$ functions and Fréchet derivatives of operator functions

Evangelos A. Nikitopoulos

Fix a unital $C^{*}$ -algebra $A$ , and write $A_{s a}$ for the set of self-adjoint elements of $A$ . Also, if $f : R \to C$ is a continuous f…

Noncommutative Lp-integrators and stochastic differential equations in Lp

Lexicographic functional calculus and its application to functional calculus calculus

Multidimensional stochastic liquidity in Kyle's model of informed trading

Asymptotic expansion for transport maps between laws of multimatrix models

Matrix Random Walks and the Lima Bean Law

Using Linearized Optimal Transport to Predict the Evolution of Stochastic Particle Systems

A martingale approach to noncommutative stochastic calculus

Higher derivatives of operator functions in ideals of von Neumann algebras

Multiple operator integrals in non-separable von Neumann algebras

Itô's formula for noncommutative C2 functions of free Itô processes

Noncommutative Ck functions and Fréchet derivatives of operator functions

Noncommutative $L^{p}$ -integrators and stochastic differential equations in $L^{p}$

Itô's formula for noncommutative $C^{2}$ functions of free Itô processes

Noncommutative $C^{k}$ functions and Fréchet derivatives of operator functions