Related papers: Algebraic polynomials and moments of stochastic in…
In this note we provide an algorithm for computing the fractional integrals of orthogonal polynomials, which is more stable than that using the expression of the polynomials w.r.t. the canonical basis. This algorithm is aimed at solving…
We give the sufficient condition on coefficients $a_k$ of an algebraic polynomial $P(z)=\sum_{k=0}^{n}a_kz^k$, $a_n\not=0,$ for the pointwise Bernstein inequality $|P'(z)|\le n|P(z)|$ to be true for all $z\in\overline{\mathbb…
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…
The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the fractional method of infinite dimensional stochastic…
Denoting by $P_N(A,\theta)=\det(I-Ae^{-i\theta})$ the characteristic polynomial on the unit circle in the complex plane of an $N\times N$ random unitary matrix $A$, we calculate the $k$th moment, defined with respect to an average over…
We study the moments of $L$-functions associated with primitive cusp forms, in the weight aspect. In particular, we obtain an asymptotic formula for the twisted moments of a \textit{long} Dirichlet polynomial with modular coefficients. This…
We derive inequalities for time-discrete and time-continuous martingales that are similar to the well-known Burkholder inequalities. For the time-discrete case arbitrary martingales in $L^p(\Omega)$ are treated, whereas in the…
We study a notion of local time for a continuous path, defined as a limit of suitable discrete quantities along a general sequence of partitions of the time interval. Our approach subsumes other existing definitions and agrees with the…
In this paper, we study the Backward stochastic Volterra integral equation driven by G-Brownian motion (G-BSVIE). By adopting a different backward iteration method, we construct the approximating sequences on each local interval. With the…
The recently introduced polynomial time integration framework proposes a novel way to construct time integrators for solving systems of first-order ordinary differential equation by using interpolating polynomials in the complex time plane.…
We establish two binomial coefficient--generalized harmonic sum identities using the partial fraction decomposition method. These identities are a key ingredient in the proofs of numerous supercongruences. In particular, in other works of…
Polynomial stability of exact solution and modified truncated Euler-Maruyama method for stochastic differential equations with time-dependent delay are investigated in this paper. By using the well known discrete semimartingale convergence…
We develop the foundations of Algebraic Stochastic Calculus, with an aim to replacing what is typically referred to as Stochastic Calculus by a purely categorical version thereof. We first give a sheaf theoretic reinterpretation of…
We devise a simple but remarkably accurate iterative routine for calculating the roots of a polynomial of any degree. We demonstrate that our results have significant improvement in accuracy over those obtained by methods used in popular…
In this work we present a method, based on the use of Bernstein polynomials, for the numerical resolution of some boundary values problems. The computations have not need of particular approximations of derivatives, such as finite…
This paper studies stochastic optimization problems with polynomials. We propose an optimization model with sample averages and perturbations. The Lasserre type Moment-SOS relaxations are used to solve the sample average optimization.…
We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means of the Krylov-Bogoliubov method. Furthermore, we focus on…
We establish the asymptotics of the joint moments of the characteristic polynomial of a random unitary matrix and its derivative for general real values of the exponents, proving a conjecture made by Hughes in 2001. Moreover, we give a…
We propose a novel approach in noncommutative probability, which can be regarded as an analogue of good-$\lambda$ inequalities from the classical case due to Burkholder and Gundy (Acta Math {\bf124}: 249-304,1970). This resolves a…
We prove a $p$-adic version of the Integral Geometry Formula for averaging the intersection of two $p$-adic projective algebraic sets. We apply this result to give bounds on the number of points in the modulo $p^m$ reduction of a projective…