Hyperfinite stochastic integration for Lévy processes with finite-variation jump part

This article links the hyperfinite theory of stochastic integration with respect to certain hyperfinite Lévy processes with the elementary theory of pathwise stochastic integration with respect to pure-jump Lévy processes with finite-variation jump part. Since the hyperfinite Itô integral is also defined pathwise, these results show that hyperfinite stochastic integration provides a pathwise definition of the stochastic integral with respect to Lévy jump-diffusions with finite-variation jump part.As an application, we provide a short and direct nonstandard proof of the generalized Itô formula for stochastic differentials of smooth functions of Lévy jump-diffusions whose jumps are bounded from below in norm.     

Nonstandard conditions for the global Markov property for lattice fields

The global Markov property (GMP) has been shown in various cases under various conditions by quite different methods. Here we investigate the problem of the GMP (for lattice spin systems) from the nonstandard point of view. By embedding the given system into a hyperfinite system we are able to approximate the conditional expectations that are involved in the formulation of the GMP by internal conditional expectations. This leads to a nonstandard equivalent to the GMP as well as to sufficient nonstandard conditions that are easy to formulate. Finally, we then determine the interrelations between these conditions and some of the standard criteria, thus making their relative position somewhat clearer.     

Nonlinear stochastic integrals for hyperfinite Lévy processes

I develop a notion of nonlinear stochastic integrals for hyperfinite Lévy processes and use it to find exact formulas for expressions which are intuitively of the form and , where l is a Lévy process. These formulas are then applied to geometric Lévy processes, infinitesimal transformations of hyperfinite Lévy processes, and to minimal martingale measures. Some of the central concepts and results are closely related to those found in S. Cohen’s work on stochastic calculus for processes with jumps on manifolds, and the paper may be regarded as a reworking of his ideas in a different setting and with totally different techniques.     

Hyperfinite Lévy Processes

A hyperfinite Lévy process is an infinitesimal random walk (in the sense of nonstandard analysis) which with probability one is finite for all finite times. We develop the basic theory for hyperfinite Lévy processes and find a characterization in terms of transition probabilities. The standard part of a hyperfinite Lévy process is a (standard) Lévy process, and we show that given a generating triplet (γ, C, μ) for standard Lévy processes, we can construct hyperfinite Lévy processes whose standard parts correspond to this triplet. Hence all Lévy laws can be obtained from hyperfinite Lévy processes. The paper ends with a brief look at Malliavin calculus for hyperfinite Lévy processes including a version of the Clark-Haussmann-Ocone formula.     

Two hyperfinite constructions of the brownian bridge

Infinitesimal Analysis is used to give two constructions of the brownian bridge process. In the first construction a hyperfinite tied down random walk is used and a brownian bridge is obtained via the standard part map. As a consequence it is shown that the brownian bridge is the weak limit of a sequence of normalized tied down random walks. The second construction is based on a hyperfinite uniform empirical process. This construction gives an almost trivial proof of Donsker's Invariance Principle for the uniform empirical process     

Stochastic neurodynamics

Stochastic dynamics of relative membrane potential in the neural network is investigated. It is called stochastic neurodynamics. The least action principle for stochastic neurodynamics is assumed, and used to derive the fundamental equation. It is called a neural wave equation. A solution of the neural wave equation is called a neural wave function and describes stochastic neurodynamics completely. Linear superposition of neural wave functions provides us with a mathematical model of associative memory process. As a simple application of stochastic neurodynamics, a mathematical representation of static neurodynamics in terms of equilibrium statistical mechanics of spin system is derived.     

Potential theory of hyperfinite Dirichlet forms

In this paper, we are going to study the capacity theory and exceptionality of hyperfinite Dirichlet forms. We shall introduce positive measures of hyperfinite energy integrals and associated theory. Fukushima's decomposition theorem will be established on the basis of discussing hyperfinite additive functionals and hyperfinite measures. We shall study the properties of internal multiplicative functionals, subordinate semigroups and subprocesses. Moreover, we shall discuss transformation of hyperfinite Dirichlet forms.Research was supported by the National Natural Science Foundation of P.R. China, No. 18901004. The support from the position of Wissenschaftliche Hilfskraft of Ruhr-University Bochum under Prof. Sergio Albeverio is also acknowledged.     

Lifting Lévy processes to hyperfinite random walks

An internal lifting for an arbitrary measurable Lévy process is constructed. This lifting reflects our intuitive notion of a process which is the infinitesimal sum of its infinitesimal increments, those in turn being independent from and closely related to each other - for short, the process can be regarded as some kind of random walk (where the step size generically will vary). The proof uses the existence of càdlàg modifications of Lévy processes and certain features of hyperfinite adapted probability spaces, commonly known as the “model theory of stochastic processes”.     

Foliations of polynomial growth are hyperfinite

We define a class of equivalence relations with polynomial growth and show that such relations always support finite invariant measures and are hyperfinite. In particular, foliations of polynomial growth define hyperfinite equivalence relations with respect to any family of finite invariant measures on transversals. We also extend a result of Dye for countable groups to show that if a locally compact second countable groupG acts freely on a Lebesgue spaceX with finite invariant measure, so that the orbit relation onX is hyperfinite, thenG is amenable.     

Hyperfinite knots via the CJKLS invariant in the thermodynamic limit

We set forth a definition of hyperfinite knots. Loosely speaking, these are limits of certain sequences of knots with increasing crossing number. These limits exist in appropriate closures of quotient spaces of knots. We give examples of hyperfinite knots. These examples stem from an application of the Thermodynamic Limit to the CJKLS invariant of knots.     

The complexity of the topological conjugacy problem for Toeplitz subshifts

In this paper, we analyze the Borel complexity of the topological conjugacy relation on Toeplitz subshifts. More specifically, we prove that topological conjugacy of Toeplitz subshifts with separated holes is hyperfinite. Indeed, we show that the topological conjugacy relation is hyperfinite on a larger class of Toeplitz subshifts which we call Toeplitz subshifts with growing blocks. This result provides a partial answer to a question asked by Sabok and Tsankov.     

Hyperfinite knots via the CJKLS invariant in the thermodynamic limit

We set forth a definition of hyperfinite knots. Loosely speaking, these are limits of certain sequences of knots with increasing crossing number. These limits exist in appropriate closures of quotient spaces of knots. We give examples of hyperfinite knots. These examples stem from an application of the Thermodynamic Limit to the CJKLS invariant of knots.     

Hyperfinite and II1 actions for nonamenable groups

The actions of certain nonamenable groups on the Lebesgue space are studied. An example is constructed of a group which has a continuum of weakly nonequivalent actions of type II₁. It is also proved that, if a free group with two generators has hyperfinite action on the Lebesgue space, then at least one generator acts dissipatively. A hyperfinite action is constructed for any nonamenable group.     

Noise-induced effects in nonlinear relaxation of condensed matter systems

Noise-induced phenomena characterise the nonlinear relaxation of nonequilibrium physical systems towards equilibrium states. Often, this relaxation process proceeds through metastable states and the noise can give rise to resonant phenomena with an enhancement of lifetime of these states or some coherent state of the condensed matter system considered. In this paper three noise induced phenomena, namely the noise enhanced stability, the stochastic resonant activation and the noise-induced coherence of electron spin, are reviewed in the nonlinear relaxation dynamics of three different systems of condensed matter: (i) a long-overlap Josephson junction (JJ) subject to thermal fluctuations and non-Gaussian, Lévy distributed, noise sources; (ii) a graphene-based Josephson junction subject to thermal fluctuations; (iii) electrons in a n-type GaAs crystal driven by a fluctuating electric field. In the first system, we focus on the switching events from the superconducting metastable state to the resistive state, by solving the perturbed stochastic sine-Gordon equation. Nonmonotonic behaviours of the mean switching time versus the noise intensity, frequency of the external driving, and length of the junction are obtained. Moreover, the influence of the noise induced solitons on the mean switching time behaviour is shown. In the second system, noise induced phenomena are observed, such as noise enhanced stability (NES) and stochastic resonant activation (SRA). In the third system, the spin polarised transport in GaAs is explored in two different scenarios, i.e. in the presence of Gaussian correlated fluctuations or symmetric dichotomous noise. Numerical results indicate an increase of the electron spin lifetime by rising the strength of the random fluctuating component. Furthermore, our findings for the electron spin depolarization time as a function of the noise correlation time point out (i) a non-monotonic behaviour with a maximum in the case of Gaussian correlated fluctuations, (ii) an increase up to a plateau in the case of dichotomous noise. The noise enhances the coherence of the spin relaxation process.     

Hyperfinite construction of G-expectation

The hyperfinite G-expectation is a nonstandard discrete analogue of G-expectation (in the sense of Robinsonian nonstandard analysis). A lifting of a continuous-time G-expectation operator is defined as a hyperfinite G-expectation which is infinitely close, in the sense of nonstandard topology, to the continuous-time G-expectation. We develop the basic theory for hyperfinite G-expectations and prove an existence theorem for liftings of (continuous-time) G-expectation. For the proof of the lifting theorem, we use a new discretization theorem for the G-expectation (also established in this paper, based on the work of Dolinsky et al. [Weak approximation of G-expectations, Stoch. Process. Appl. 122(2) (2012), pp. 664–675]).     

Couplages croissants pour les systèmes de particles interactives

Classical stochastic comparison results for spin systems are generalized to more complex interacting particle systems. The state space of each site is a finite partially ordered set and several sites may simultaneously change status. Two ways of obtaining comparison conditions are considered. The first one consists in adapting to interacting particle systems a result by Massey for Markov processes on countable spaces. The second is based on the explicit construction of Markov couplings. In particular, a generalization of the Vasershtein coupling for spin systems is used.     

A simple proof of the ergodic theorem using nonstandard analysis

A simple proof of the individual ergodic theorem is given. The essential tool is the nonstandard measure theory developed by P. Loeb. Any dynamical system on an abstract Lebesgue space can be represented as a factor of a “cyclic” system with a hyperfinite cycle. The ergodic theorem for such a “cyclic” system is almost trivial because of its simple structure. The general case follows from this special case.     

Corrigendum and addendum to ‘hyperfinite Lévy processes’ by Tom Lindstrøm (Stochastics 76(6):517–548, 2004)

A jump diffusion decomposition theorem for hyperfinite Lévy processes is proven; a counterexample to a previous attempt to phrase such a theorem is provided.     

Array-enhanced stochastic resonance in finite systems

A finite system of three coupled stochastic resonators is investigated with respect to the coupling constant. The consideration allows the analytical calculation of the spectral power amplification and of the signal-to-noise ratio. Whereas the local signal-to-noise ratio (SNR) of a single spin exhibits a maximum with respect to the coupling, the SNR of the global summed output of all spins decreases monotonically.     

Hyperfinite methods applied to the Critical Branching Diffusion

Summary We apply the hyperfinite methods of [Re] to the construction of a version of the Critical Branching Diffusion studied by Dawson et al. Several new sample path properties are derived from this construction.