Related papers: Strict sub-solutions and Ma\~ne potential in discr…

We derive a discrete version of the results of our previous work. If $M$ is a compact metric space, $c : M\times M \to \mathbb R$ a continuous cost function and $\lambda \in (0,1)$, the unique solution to the discrete $\lambda$-discounted…

In this paper, we generalize weak KAM theorem from positive Lagrangian systems to "proper" Hamilton-Jacobi equations. We introduce an implicitly defined solution semigroup of evolutionary Hamilton-Jacobi equations. By exploring the…

We study in this paper the continuous and discrete Euler-Lagrange equations arising from a quadratic lagrangian. Those equations may be thought as numerical schemes and may be solved through a matrix based framework. When the lagrangian is…

Based on the complete-lattice approach, a new Lagrangian duality theory for set-valued optimization problems is presented. In contrast to previous approaches, set-valued versions for the known scalar formulas involving infimum and supremum…

In this paper, we propose novel algorithms for inferring the Maximum a Posteriori (MAP) solution of discrete pairwise random field models under multiple constraints. We show how this constrained discrete optimization problem can be…

The dynamics of globally minimizing orbits of Lagrangian systems can be studied using the Barrier function, as Mather first did, or using the pairs of weak KAM solutions introduced by Fathi. The central observation of the present paper is…

This paper investigates the initial-boundary value problem for weakly coupled systems of time-fractional subdiffusion equations with spatially and temporally varying coupling coefficients. By combining the energy method with the coercivity…

This paper is devoted to a study of robust fundamental theorems of asset pricing in discrete time and finite horizon settings. Uncertainty is modelled by a (possibly uncountable) family of price processes on the same probability space. Our…

We investigate the computational aspects of the basket CDS pricing with counterparty risk under a credit contagion model of multinames. This model enables us to capture the systematic volatility increases in the market triggered by a…

For transitive Markov subshifts over countable alphabets, this note ensures that a dense subclass of locally H\"older continuous potentials admits at most a single periodic probability as a maximizing measure. We resort to concepts…

We construct a weak KAM theory for parameterized cobordisms and their relaxation, holonomic measures. We find a weak kam solution in that context, and we show that in many cases it corresponds to an exact form that satisfies a version of…

We prove the existence of minimizers of causal variational principles on second countable, locally compact Hausdorff spaces. Moreover, the corresponding Euler-Lagrange equations are derived. The method is to first prove the existence of…

We propose a new weak convergence theorem for martingales, under gentler conditions than the usual convergence in probability of the sequence of associated quadratic variations. Its proof requires the combined use of Skorohod's…

We consider N-body problems with homogeneous potential $1/r^{2\kappa}$ where $\kappa\in(0,1)$, including the Newtonian case ($\kappa=1/2$). Given $R>0$ and $T>0$, we find a uniform upper bound for the minimal action of paths binding in time…

We study the superreplication of contingent claims under model uncertainty in discrete time. We show that optimal superreplicating strategies exist in a general measure-theoretic setting; moreover, we characterize the minimal…

A property of weak stationarity of a matrix valued differential form at superdensity points of its vanishing set is proved. This result is then applied in the context of the Maurer-Cartan equation.

We study the strong constraining problem in Lagrangian dynamics in the degenerate codimension one case. This is the first time that degenerate potentials at the constraint are considered for this problem. These new results cover several…

In this paper, we consider a time independent $C^2$ Hamiltonian, sa\-tisfying the usual hypothesis of the classical Calculus of Variations, on a non-compact connected manifold. Using the Lax-Oleinik semigroup, we give a proof of the…

Though sufficient for local conservation of charge, we show that Maxwells displacement current is not necessary. An alternative to the Ampere Maxwell equation is exhibited and the alternative s electric and magnetic fields and scalar and…

We show a connection between global unconstrained optimization of a continuous function $f$ and weak KAM theory for an eikonal-type equation arising also in ergodic control. A solution $v$ of the critical Hamilton-Jacobi equation is built…