Related papers: Analysis of continuous strict local martingales vi…

The paper deals with a comprehensive theory of mappings, whose local behavior can be described by means of linear subspaces, contained in the graphs of two (primal and dual) generalized derivatives. This class of mappings includes the…

For a difference approximations of multidimensional diffusion, the truncated local limit theorem is proved. Under very mild conditions on the distribution of the difference terms, this theorem provides that the transition probabilities of…

We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…

This paper addresses the statistical problem of estimating the infinite-norm deviation from the empirical mean to the distribution mean for high-dimensional distributions on $\{0,1\}^d$, potentially with $d=\infty$. Unlike traditional…

This paper studies small-time behavior at the supremum of a diffusion process. For a solution to the SDE $\mathrm{d} X_t=\mu(X_t)\mathrm{d} t+\sigma(X_t)\mathrm{d} W_t$ (where $W$ is a standard Brownian motion) we consider…

We show that locally bounded, local weak solutions to certain nonlocal, nonlinear diffusion equations modeled on the fractional porous media and fast diffusion equations given by \begin{align*} \partial_t u + (-\Delta)^s(|u|^{m-1}u) = 0…

We prove the existence of local constancy phenomena for reductions in a general prime power setting of two-dimensional irreducible crystalline representations. Up to twist, these representations depend on two parameters: a trace $a_p$ and a…

In this work various symbol spaces with values in a sequentially complete locally convex vector space are introduced and discussed. They are used to define vector-valued oscillatory integrals which allow to extend Rieffel's strict…

We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…

We quantify the asymptotic behaviour of multidimensional drifltess diffusions in domains unbounded in a single direction, with asymptotically normal reflections from the boundary. We identify the critical growth/contraction rates of the…

We consider small perturbations of a dynamical system on the one-dimensional torus. We derive sharp estimates for the pre-factor of the stationary state, we examine the asymptotic behavior of the solutions of the Hamilton-Jacobi equation…

Let $E$ be a complete, separable metric space and $A$ be an operator on $C_b(E)$. We give an abstract definition of viscosity sub/supersolution of the resolvent equation $\lambda u-Au=h$ and show that, if the comparison principle holds,…

In many stochastic models, the observables of interest are naturally encoded in double transforms (e.g., Laplace transforms) that couple spatial and temporal variables. Notably, the double transform often provides the only analytically…

We study sufficient conditions for a local asymptotic mixed normality property of statistical models. We develop a scheme with the $L^2$ regularity condition proposed by Jeganathan [\textit{Sankhya Ser. A} \textbf{44} (1982) 173--212] so…

A Hilbert space approach to the classical Fantappie transform, based on the concept of Gel'fand triples of locally convex spaces, leads to a novel proof of Martineau-Aizenberg duality theorem. A study of Fantappie transforms of positive…

In this work we study the long time behavior of nonlinear stochastic functional-differential equations of neutral type in Hilbert spaces with non-Lipschitz nonlinearities. We establish the existence of invariant measures in the shift spaces…

In this work we study the long time behavior of nonlinear stochastic functional-differential equations in Hilbert spaces. In particular, we start with establishing the existence and uniqueness of mild solutions. We proceed with deriving a…

Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…

The Fock transform recently introduced by the authors in a previous paper is applied to investigate convergence of generalized functional sequences of a discrete-time normal martingale $M$. A necessary and sufficient condition in terms of…

We define a strict deformation quantization which is compatible with any Hamiltonian with local spin interaction (e.g. the Heisenberg Hamiltonian) for a spin chain. This is a generalization of previous results known for mean-field theories.…