Derives likelihood via linear filtering for fully coupled partially observed 2D OU process and proves LAN plus asymptotic efficiency of MLE for coupling parameter as T to infinity under stability assumptions.
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A new complete gauge fixing at initial data via Hodge decomposition on complete Riemannian manifolds enables existence proofs for Hadamard states in the quantization of Maxwell theory on globally hyperbolic Lorentzian manifolds.
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Parameter estimation in a fully coupled partially observed Ornstein-Uhlenbeck process
Derives likelihood via linear filtering for fully coupled partially observed 2D OU process and proves LAN plus asymptotic efficiency of MLE for coupling parameter as T to infinity under stability assumptions.
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On the Quantisation of Linear Gauge Theories on Lorentzian Manifolds: Maxwell's Theory via Complete Gauge Fixing
A new complete gauge fixing at initial data via Hodge decomposition on complete Riemannian manifolds enables existence proofs for Hadamard states in the quantization of Maxwell theory on globally hyperbolic Lorentzian manifolds.