Related papers: The strong matrix Stieltjes moment problem
In this paper, we consider the solvability problems for the fully coupled forward-backward stochastic difference equations (FBS{\Delta}Es) on spaces related to discrete time, finite state processes. On one hand, we provide the necessary and…
We consider mapping properties of the iterated Stieltjes transform, establishing its new relations with the iterated Hilbert transform (a singular integral) on the half-axis and proving the corresponding convolution and Titchmarsh's type…
This paper is focuses on the computation of the positive moments of one-side correlated random Gram matrices. Closed-form expressions for the moments can be obtained easily, but numerical evaluation thereof is prone to numerical stability,…
In this paper, the problem of finding an axisymmetric stationary spacetime from a specified set of multipole moments, is studied. The condition on the multipole moments, for existence of a solution, is formulated as a convergence condition…
We prove the existence and uniqueness of the solution of a BSDE with time-delayed generators in the small delay setting (or equivalently small Lipschitz constant), which employs the Stieltjes integral with respect to an increasing…
We present necessary and sufficient conditions for solving the strongly dependent decision (SDD) problem in various distributed systems. Our main contribution is a novel characterization of the SDD problem based on point-set topology. For…
We consider a stochastic delay differential equation driven by a Holder continuous process and a Wiener process. Under fairly general assumptions on its coefficients, we prove that this equation is uniquely solvable. We also give sufficient…
We study strong instability (instability by blowup) of standing wave solutions for a nonlinear Schr\"odinger equation with an attractive delta potential and $L^2$-supercritical power nonlinearity in one space dimension. We also compare our…
In this paper, we study the solvability problem for one kind of fully coupled forward-backward stochastic difference equations (FBS{\Delta}Es). With the help of the necessary and sufficient condition for the solvability of the linear…
We present a new asymptotic formula for the Stieltjes constants which is both simpler and more accurate than several others published in the literature (see e.g. \cite{Fekih-Ahmed}, \cite{Knessl Coffey}, \cite{Paris}). More importantly, it…
We study various Stieltjes integrals as Poisson-Stieltjes, conjugate Poisson-Stieltjes, Schwartz-Stieltjes and Cauchy-Stieltjes and prove theorems on the existence of their finite angular limits a.e. in terms of the singular…
In this work, we define the notions of Wronskian and simplified Wronskian for Stieltjes derivatives and study some of their properties in a similar manner to the context of time scales or the usual derivative. Later, we use these tools to…
In this paper, we study the following time-dependent stochastic differential equation (SDE) in ${\bf R}^d$: $$ d X_{t}= \sigma_t(X_{t-}) d Z_t + b_t(X_{t})d t, \quad X_{0}=x\in {\bf R}^d, $$ where $Z$ is a $d$-dimensioanl nondegenerate…
The conditional moment problem is a powerful formulation for describing structural causal parameters in terms of observables, a prominent example being instrumental variable regression. A standard approach reduces the problem to a finite…
Higher order moment estimates for solutions to nonlinear SPDEs governed by locally-monotone operators are obtained under appropriate coercivity condition. These are then used to extend known existence and uniqueness results for nonlinear…
A common problem to all applications of linear finite dynamical systems is analyzing the dynamics without enumerating every possible state transition. Of particular interest is the long term dynamical behaviour. In this paper, we study the…
This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…
Moment estimation for stochastic differential equations (SDEs) is fundamental to the formal reasoning and verification of stochastic dynamical systems, yet remains challenging and is rarely available in closed form. In this paper, we study…
The strong truncated Hamburger moment problem (STHMP) of degree $(-2k_1,2k_2)$ asks to find necessary and sufficient conditions for the existence of a positive Borel measure, supported on $\mathbb{R}\setminus \{0\}$, such that $\beta_i=\int…
The notion of moment differentiation is extended to the set of generalized multisums of formal power series via an appropriate integral representation and accurate estimates of the moment derivatives. The main result is applied to…