On the Wick product and Wong-Zakai approximations.

This thesis is a compilation of 6 papers that the author has written together with Alberto Lanconelli (chapters 3, 5 and 8) and Hyun-Jung Kim (ch 7). The logic thread that link all these chapters together is the interest to analyze and approximate the solutions of certain stochastic differential equations using the so called Wick product as the basic tool. In the first chapter we present arguably the most important achievement of this thesis; namely the generalization to multiple dimensions of a Wick-Wong-Zakai approximation theorem proposed by Hu and Oksendal. By exploiting the relationship between the Wick product and the Malliavin derivative we propose an original reduction method which allows us to approximate semi-linear systems of stochastic differential equations of the Itô type. Furthermore in chapter 4 we present a non-trivial extension of the aforementioned results to the case in which the system of stochastic differential equations are driven by a multi-dimensional fraction Brownian motion with Hurst parameter bigger than 1/2. In chapter 5 we employ our approach and present a “short time” approximation for the solution of the Zakai equation from non-linear filtering theory and provide an estimation of the speed of convergence. In chapters 6 and 7 we study some properties of the unique mild solution for the Stochastic Heat Equation driven by spatial white noise of the Wick-Skorohod type. In particular by means of our reduction method we obtain an alternative derivation of the Feynman-Kac representation for the solution, we find its optimal Hölder regularity in time and space and present a Feynman-Kac-type closed form for its spatial derivative. Chapter 8 treats a somewhat different topic; in particular we investigate some probabilistic aspects of the unique global strong solution of a two dimensional system of semi-linear stochastic differential equations describing a predator-prey model perturbed by Gaussian noise.

NB-IoT via non terrestrial networks

Massive Internet of Things is expected to play a crucial role in Beyond 5G (B5G) wireless communication systems, offering seamless connectivity among heterogeneous devices without human intervention. However, the exponential proliferation of smart devices and IoT networks, relying solely on terrestrial networks, may not fully meet the demanding IoT requirements in terms of bandwidth and connectivity, especially in areas where terrestrial infrastructures are not economically viable. To unleash the full potential of 5G and B5G networks and enable seamless connectivity everywhere, the 3GPP envisions the integration of Non-Terrestrial Networks (NTNs) into the terrestrial ones starting from Release 17. However, this integration process requires modifications to the 5G standard to ensure reliable communications despite typical satellite channel impairments. In this framework, this thesis aims at proposing techniques at the Physical and Medium Access Control layers that require minimal adaptations in the current NB-IoT standard via NTN. Thus, firstly the satellite impairments are evaluated and, then, a detailed link budget analysis is provided. Following, analyses at the link and the system levels are conducted. In the former case, a novel algorithm leveraging time-frequency analysis is proposed to detect orthogonal preambles and estimate the signals’ arrival time. Besides, the effects of collisions on the detection probability and Bit Error Rate are investigated and Non-Orthogonal Multiple Access approaches are proposed in the random access and data phases. The system analysis evaluates the performance of random access in case of congestion. Various access parameters are tested in different satellite scenarios, and the performance is measured in terms of access probability and time required to complete the procedure. Finally, a heuristic algorithm is proposed to jointly design the access and data phases, determining the number of satellite passages, the Random Access Periodicity, and the number of uplink repetitions that maximize the system's spectral efficiency.