Related papers: Variational estimates for paraproducts
We have recently presented an extension of the standard variational calculus to include the presence of deformed derivatives in the Lagrangian of a system of particles and in the Lagrangian density of field-theoretic models. Classical…
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of…
Recent variational inference methods use stochastic gradient estimators whose variance is not well understood. Theoretical guarantees for these estimators are important to understand when these methods will or will not work. This paper…
We give continued fraction expansions of the generating functions of Bernoulli numbers, Cauchy numbers, Euler numbers, harmonic numbers, and their generalized or related numbers. In particular, we focus on explicit forms of the convergents…
The main aim of the paper is to present a general version of the Fourier Tauberian theorem for monotone functions. This result, together with Berezin's inequality, allows us to obtain a refined version the Li-Yau estimate for the counting…
The sharp Wolff-type decoupling estimates of Bourgain--Demeter are extended to the variable coefficient setting. These results are applied to obtain new sharp local smoothing estimates for wave equations on compact Riemannian manifolds,…
We establish optimal Lebesgue estimates for a class of generalized Radon transforms defined by averaging functions along polynomial-like curves. The presence of an essentially optimal weight allows us to prove uniform estimates, wherein the…
In this paper, we obtain gradient continuity estimates for viscosity solutions of $\Delta_{p}^N u= f$ in terms of the scaling critical $L(n,1 )$ norm of $f$, where $\Delta_{p}^N$ is the normalized $p-$Laplacian operator defined in (1.2)…
We generalize Bourgain's discretized sum-product theorem to matrix algebras.
Averaging principle for abstract non-autonomous parabolic evolution equations governed by time-dependent family of positive sectorial operators is proved. Apart from linear case also a nonlinear version for continuous perturbations is…
Asymptotic expansions are derived for associated Legendre functions of degree $\nu$ and order $\mu$, where one or the other of the parameters is large. The expansions are uniformly valid for unbounded real and complex values of the argument…
The {\lambda}-exponential family has recently been proposed to generalize the exponential family. While the exponential family is well-understood and widely used, this it not the case of the {\lambda}-exponential family. However, many…
This work provides calculus for the Fr\'echet and limiting subdifferential of the pointwise supremum given by an arbitrary family of lower semicontinuous functions. We start our study showing fuzzy results about the Fr\'echet…
We prove necessary optimality conditions, in the class of continuous functions, for variational problems defined with Jumarie's modified Riemann-Liouville derivative. The fractional basic problem of the calculus of variations with free…
The study of stochastic variational principles involves the problem of constructing fixed-endpoint and adapted variations of semimartingales. We provide a detailed construction of variations of semimartingales that are not only fixed at…
The aim of this short note is twofold. First, we give a sketch of the proof of a recent result proved by the authors in the paper [Colombo, Crippa, and Spirito, Calc. Var. Partial Differential Equations 2015] concerning existence and…
We extend the setting of the right endpoint estimator introduced in Fraga Alves and Neves (Statist. Sinica 24:1811--1835, 2014) to the broader class of light-tailed distributions with finite endpoint, belonging to some domain of attraction…
From the point of view of stochastic analysis the Caputo and Riemann-Liouville derivatives of order $\al \in (0,2)$ can be viewed as (regularized) generators of stable L\'evy motions interrupted on crossing a boundary. This interpretation…
In this paper, we study quasilinear parabolic equations with the nonlinearity structure modeled after the $p(x,t)$-Laplacian on nonsmooth domains. The main goal is to obtain end point Calder\'on-Zygmund type estimates in the variable…
We study the persistence probability for processes with stationary increments. Our results apply to a number of examples: sums of stationary correlated random variables whose scaling limit is fractional Brownian motion, random walks in…