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This paper investigates a class of generalized mean-reflected McKean-Vlasov type backward stochastic differential equations (BSDEs). Our new framework combines a mean reflection constraint on the solution's expectation with a generalized…
We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We…
We consider series expansions in bases of classical orthogonal polynomials. When such a series solves a linear differential equation with polynomial coefficients, its coefficients satisfy a linear recurrence equation. We interpret this…
Indefinite inner product spaces of entire functions and functions analytic inside a disk are considered and their completeness studied. Spaces induced by the rotation invariant reproducing kernels in the form of the generalized…
This paper studies the numerical simulation of the solution to the McKean-Vlasov equation with common noise. We begin by discretizing the solution in time using the Euler scheme, followed by spatial discretization through the particle…
The Humbert-Bessel are multi-index functions with various applications in electromagnetism. New families of functions sharing some similarities with Bessel functions are often introduced in the mathematical literature, but at a closer…
Approximations of the Dirac delta distribution are commonly used to create sequences of smooth functions approximating nonsmooth (generalized) functions, via convolution. In this work, we show a priori rates of convergence of this…
We introduce a simple and straight-forward averaging procedure, which is a generalization of one which is commonly used in electrodynamics, and show that it possesses all the characteristics we require for linearized averaging in general…
A systematic algorithm for obtaining recurrence relations for dimensionally regularized Feynman integrals w.r.t. the space-time dimension $d$ is proposed. The relation between $d$ and $d-2$ dimensional integrals is given in terms of a…
We build a solvability theory of elliptic boundary-value problems in normed Sobolev spaces of generalized smoothness for any integrability exponent $p>1$. The smoothness is given by a number parameter and a supplementary function parameter…
Current methods for regularization in machine learning require quite specific model assumptions (e.g. a kernel shape) that are not derived from prior knowledge about the application, but must be imposed merely to make the method work. We…
An $\hbar$-expansion is presented for the ensemble-averaged spectral function of noninteracting matter waves in random potentials. We obtain the leading quantum corrections to the deep classical limit at high energies by the Wigner-Weyl…
The general notion of a Hausdorff-type operator with a kernel depending on an external variable is introduced and generalizations and analogs of classical results on the regularity of various summation methods are proved for the case of…
Drachmann's regularization approach is implemented for floating explicitly correlated Gaussians (fECGs) and molecular systems. Earlier applications of drachmannized relativistic corrections for molecular systems were hindered due to the…
The recursive Neville algorithm allows one to calculate interpolating functions recursively. Upon a judicious choice of the abscissas used for the interpolation (and extrapolation), this algorithm leads to a method for convergence…
We construct a new type of convergent, and asymptotic, representations, dyadic expansions. Their convergence is geometric and the region of convergence often extends from infinity down to $0^+$. We show that dyadic expansions are…
The definition of a non-trivial space of generalized functions of a complex variable allowing to consider derivatives of continuous functions is a non-obvious task, e.g. because of Morera theorem, because distributional Cauchy-Riemann…
In the paper we find solution representations in the compact integral form to the Cauchy problem for a general form of the Euler--Poisson--Darboux equation with Bessel operators via generalized translation and spherical mean operators for…
The present paper deals with a generalization of the Baskakov operators. Some direct theorems, asymptotic formula and $A$-statistical convergence are established. Our results are based on a $\rho$ function. These results include the…
In the setting of $d$-variate periodic functions, often modelled as functions on the torus $\mathbb{T}^d\cong[0,1]^d$, the classical tensorized Fourier system is the system of choice for many applications. Turning to non-periodic functions…