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Takafumi Amaba

Publications and source records attributed to Takafumi Amaba.

11 recordsLinked to original sources
arXiv2026

Factorization of Time-Ordered Exponentials for Wiener Space Transformations

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 general transformations can be represented by time-ordered exponentials generated by annihilation and creation operators, and that these admit an explicit factorization into a determinant, a multiplication operator, and a translation operator. Taking expectations recovers the classical formulas, including the Ramer--Kusuoka formula.

math.PR↗
arXiv2025

Regularization Effects of Time Integration on Gaussian Process Functionals

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 covariance functions. We study several examples of important covariance functions classes to verify whether they satisfy the sufficient conditions proposed for regularization. Additionally, we derive a weak implication for the smoothness of level-crossing functionals.

math.PR↗
arXiv2023

Simulation Example of a Black Noise

B. Tsirelson and A. M. Vershik (1998) introduced the notion of a mathematical noise, which possesses completely opposite properties to those of a white noise. Afterward, B. Tsirelson (2004) called this noise: `black noise.' In this paper, we provide a method to simulate black noise using a modified Bayesian convolutional neural network. Then we study the behavior of black noise both numerically and visually.

math.PR↗
arXiv2020

Controlled Loewner-Kufarev Equation Embedded into the Universal Grassmannian

We introduce the class of controlled Loewner-Kufarev equations and consider aspects of their algebraic nature. We lift the solution of such a controlled equation to the (Sato)-Segal-Wilson Grassmannian, and discuss its relation with the tau-function. We briefly highlight relations of the Grunsky matrix with integrable systems and conformal field theory. Our main result is the explicit formula which expresses the solution of the controlled equation in terms of the signature of the driving function through the action of words in generators of the Witt algebra.

math-ph↗
arXiv2019

Modulus of Continuity of Controlled Loewner-Kufarev Equations and Random Matrices

First we introduce the two tau-functions which appeared either as the $τ$-function of the integrable hierarchy governing the Riemann mapping of Jordan curves or in conformal field theory and the universal Grassmannian. Then we discuss various aspects of their interrelation. Subsequently, we establish a novel connection between free probability, growth models and integrable systems, in particular for second order freeness, and summarise it in a dictionary. This extends the previous link between conformal maps and large $N$-matrix integrals to (higher) order free probability. Within this context of dynamically evolving contours, we determine a class of driving functions for controlled Loewner-Kufarev equations, which enables us to give a continuity estimate for the solution to such equations when embedded into the Segal-Wilson Grassmannian.

math-ph↗
arXiv2015

Convergence Implications via Dual Flow Method

Given a one-dimensional stochastic differential equation, one can associate to this equation a stochastic flow on $[0,+\infty )$, which has an absorbing barrier at zero. Then one can define its dual stochastic flow. In \cite{AW}, Akahori and Watanabe showed that its one-point motion solves a corresponding stochastic differential equation of Skorokhod-type. In this paper, we consider a discrete-time stochastic-flow which approximates the original stochastic flow. We show that under some assumptions, one-point motions of its dual flow also approximates the corresponding reflecting diffusion. We investigate the relation between them in weak and strong approximation sense.

math.PR↗
arXiv2014

A coupling of Brownian motions in the $\mathcal{L}_0$-geometry

Under a complete Ricci flow, we construct a coupling of two Brownian motion such that their $\mathcal{L}_0$-distance is a supermartingale. This recovers a result of Lott [J. Lott, Optimal transport and Perelman's reduced volume, Calc. Var. Partial Differential Equations 36 (2009), no. 1, 49--84.] on the monotonicity of $\mathcal{L}_0$-distance between heat distributions.

math.PR↗
arXiv2013

A Discrete-Time Clark-Ocone Formula and its Application to an Error Analysis

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 the estimation of the error caused by the martingale representation. In the way, we use another distribution theory with respect to Gaussian rather than Lebesgue measure, which can be seen as a discrete Malliavin calculus.

math.PR↗