Related papers: Affine processes are regular

The sample-function regularity of the random-field solution to a stochastic partial differential equation (SPDE) depends naturally on the roughness of the external noise, as well as on the properties of the underlying integro-differential…

We prove real analyticity of all the streamlines, including the free surface, of a steady stratified flow of water over a flat bed in the absence of stagnation points, with a H\"older continuous Bernoulli function and a H\"older…

Any compact surface supports a continuous action of the orientation preserving affine group of the real line which is fixed point free (Lima and Plante). It is generally admitted that this action can be taken smooth although it is not easy…

Here we develop a regularity theory for a polyconvex functional in $2\times2-$dimensional compressible finite elasticity. In particular, we consider energy minimizers/stationary points of the functional…

We introduce the notion centre of a convex set and study the space of continuous affine functions on a compact convex set with a centre. We show that these spaces are precisely the dual of a base normed space in which the underlying base…

Replacing operators with continuous operator-valued functions, we prove time-dependent versions of well-known results on compressions and diagonals of bounded operators. The setting of smooth functions is also addressed. Our results have no…

We consider a general multidimensional affine recursion with corresponding Markov operator $P$ and a unique $P$-stationary measure. We show spectral gap properties on H\"older spaces for the corresponding Fourier operators and we deduce…

We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

We give necessary and sufficient criteria for a distribution to be smooth or uniformly H\"{o}lder continuous in terms of approximation sequences by smooth functions; in particular, in terms of those arising as regularizations…

We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these conditions are sharp for L\'{e}vy processes. The proof uses a…

This paper introduces and investigates a regularity condition in the asymptotic sense for optimization problems whose objective functions are polynomial. Under this regularity condition, the normalization argument in asymptotic analysis…

The concept of quasi-affine frame in Euclidean spaces was introduced to obtain translation invariance of the discrete wavelet transform. We extend this concept to a local field $K$ of positive characteristic. We show that the affine system…

For a topological space $X$ we study continuous maps $f : X\to \mathbb R^m$ such that images of every pairwise distinct $k$ points are affinely (linearly) independent. Such maps are called affinely (linearly) $k$-regular embeddings. We…

Some sufficient conditions on the algebraic stability of non-homogeneous regime-switching diffusion processes are established. In this work we focus on determining the decay rate of a stochastic system which switches randomly between…

We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…

Regularity theorems \`a la Avellaneda-Lin are an indispensable part of the modern quantitative theory of stochastic homogenization. While interior regularity results for random elliptic operators have been available for a while, on general…

We prove the existence and regularity of the isochron map for stable invariant manifolds of a large class of evolution equations. Our results apply in particular to the isochron map of reaction-diffusion equations and neural field…

In this article spatial and temporal regularity of the solution process of a stochastic partial differential equation (SPDE) of evolutionary type with nonlinear multiplicative trace class noise is analyzed.

The two main theorems of this paper provide a characterization of hyperbolic affine iterated function systems defined on Rm. Atsushi Kameyama (Distances on Topological Self-Similar Sets, Proceedings of Symposia in Pure Mathematics, Volume…

Let $\mathbb{K}$ be an uncountable field of characteristic zero and let $f$ be a function from $\mathbb{K}^n$ to $\mathbb{K}$. We show that if the restriction of $f$ to every affine plane $L\subset\mathbb{K}^n$ is regular, then $f$ is a…