Related papers: Pathwise uniqueness of the squared Bessel and CIR …
This paper is concerned with the limit laws of the extreme order statistics derived from a symmetric Laplace walk. We provide two different descriptions of the point process of the limiting extreme order statistics: a branching…
The Bessel process with parameter $D>1$ and the Dyson model of interacting Brownian motions with coupling constant $\beta >0$ are extended to the processes in which the drift term and the interaction terms are given by the logarithmic…
In this paper we investigate the existence and uniqueness of bounded, periodic and almost periodic solutions for second order differential equations involving reflection of the argument.The relationship between frequency modules of forced…
This paper is concerned with the automated complexity analysis of term rewrite systems (TRSs for short) and the ramification of these in implicit computational complexity theory (ICC for short). We introduce a novel path order with multiset…
We investigate the probability of shadowing of a random finite pseudotrajectory by an exact trajectory for linear skew products. We describe general conditions under which a random pseudotrajectory can be shadowed with polynomial (with…
Let B(t), X(t) and Y(t) be independent standard 1d Borwnian motions. Define X^+(t) and Y^-(t) as the trajectories of the processes X(t) and Y(t) pushed upwards and, respectively, downwards by B(t), according to Skorohod-reflection. In a…
The drift sequential parameter estimation problems for the Cox-Ingersoll-Ross (CIR) processes under the limited duration of observation are studied. Truncated sequential estimation methods for both scalar and {two}-dimensional parameter…
In this work we connect the theory of Dirichlet forms and direct stochastic calculus to obtain strong existence and pathwise uniqueness for Brownian motion that is perturbed by a series of constant multiples of local times at a sequence of…
The \textsc{Co-Path Packing} (resp., \textsc{Co-Path Set}) problem asks whether a given graph can be edited to a collection of induced paths by deleting at most $k$ vertices (resp., $k$ edges). Both are fundamental problems with significant…
The study of both sensitivity analysis and differentiability of the stochastic flow of a reflected process in a convex polyhedral domain is challenging because the dynamics are discontinuous at the boundary of the domain and the boundary of…
Since compressive sensing deals with a signal reconstruction using a reduced set of measurements, the existence of a unique solution is of crucial importance. The most important approach to this problem is based on the restricted isometry…
We try to obtain meromorphic solution of Time dependent Schroedinger equation which partially satisfies Painleve Integrable property. Our study and analysis exhibits meromorphic behavior of classical particle trajectory. In other words,…
The Bel-Robinson tensor is analyzed as a linear map on the space of the traceless symmetric tensors. This study leads to an algebraic classification that refines the usual Petrov-Bel classification of the Weyl tensor. The new classes…
The Douglas-Rachford reflection method is a general purpose algorithm useful for solving the feasibility problem of finding a point in the intersection of finitely many sets. In this chapter we demonstrate that applied to a specific…
In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or first passage time) processes. We obtain explicitly the…
We define a new $Z_2$-valued index to characterize the topological properties of periodically driven two dimensional crystals when the time-reversal symmetry is enforced. This index is associated with a spectral gap of the evolution…
This paper proves the uniqueness of measure for the two-dimensional Navier-Stokes equations under a random kick-force and a time-dependent deterministic force. By extending a result for uniqueness of measure for time-homogeneous Markov…
Exact analytical results (in terms of Bessel functions) for the bandgaps, reflectance, and transmittance of one-dimensional photonic crystals with a sawtooth refractive index profile on the period are derived for the first time. This…
We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the…
We prove that probability laws of certain multidimensional semimartingales which includes time-inhomogenous diffusions, under suitable assumptions, satisfy Quadratic Transportation Cost Inequality under the uniform metric. From this we…