We present a stochastic calculus approach for modeling generalized parton distribution functions using information provided from lattice QCD calculations of Mellin moments, without assuming a functional form. Reconstructing the underlying dependence on the partonic momentum fraction from a limited number of moments constitutes an intrinsically non-unique inverse problem. Our goal is to provide a model agnostic way to determine GPDs subject to integral constraints. Thus, we derive and show usage of a controlled Langevin approach based on stochastic calculus and Brownian motion. The method combines a variational formulation, based on minimizing a Dirichlet action subject to the imposed constraints, with stochastic dynamics that generates an ensemble of admissible functions. The resulting ensemble provides a preferred reconstruction and characterizes the variability associated with incomplete integral information within the chosen stochastic model. The framework can accommodate general integral kernels and prescribed function values, offering a flexible approach to reconstructing functions from indirect constraints. Beyond its application to GPD phenomenology, the method provides a general strategy for investigating inverse problems in which integral observables are known but the underlying functional dependence remains undetermined. The approach may have more general applications beyond the scope of studying 3D hadron structure, and it is particularly useful in situations where we know definite integrals of functions with kernels, but do not know the underlying function.
This review surveys diverse types of random motion within a unified framework, introducing essential mathematical tools, including special functions and fractional calculus, in a pedagogical manner. We focus on generalized random motions in one-dimensional space described by Fokker-Planck like equations, whose fundamen...
We study stochastic integral representations for a broad class of Brownian functionals that are not Malliavin-smooth. Classical Clark–Ocone formulas require the functional itself to be Malliavin differentiable and thus do not cover many objects of practical interest, particularly in mathematical finance. We first consi...
O. Purtukhia· Advanced Studies: Euro-Tbili...· 0 citations
We consider the ill-posed inverse problem of recovering the drift potential of an overdamped Langevin diffusion from discrete, possibly irregular position observations. Specializing the suboptimality gap for inverse stochastic control to drift-potential recovery, we parametrize the associated value function in a finite...
The generalization of fractional Brownian motion in the white and grey noise spaces has been recently carried over, following the Mandelbrot–Van Ness representation, through Riemann– Liouville type fractional operators. Our aim is to extend this construction by means of more general fractional derivatives and integrals...
Luisa Beghin, L. Cristofaro, Yuliya Mishura· Stochastic Processes and the...· 4 citations
This paper investigates the averaging behavior of a class of slow–fast fractional stochastic differential equations that incorporate two distinct types of memory effects. The slow variable is governed by a Caputo fractional derivative of order α∈(0,1), and is driven by fractional Brownian motion with a Hurst index H∈(1...
This paper studies a linear stochastic delay differential equation driven by fractional Brownian motion and involving a finite number of discrete delays. The model combines two sources of memory: delayed feedback in the drift and temporal dependence induced by the Hurst parameter of the fractional Brownian motion. We f...
Álvaro Guinea Juliá, Alet Roux· 0 citations
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