Related papers: Path properties and regularity of affine processes…
Consider on a manifold the solution $X$ of a stochastic differential equation driven by a L\'evy process without Brownian part. Sufficient conditions for the smoothness of the law of $X_t$ are given, with particular emphasis on noncompact…
By Lindstr\"{o}m's theorems, the expressive power of first order logic (and similarly continuous logic) is not strengthened without losing some interesting property. Weakening it, is however less harmless and has been payed attention by…
The paper presents new asymptotic recurrent algorithms of phase space reduction for regularly and singularly perturbed semi-Markov processes. These algorithms give effective conditions of weak convergence for distributions and convergence…
The hopping motion of classical particles on a chain coupled to reservoirs at both ends is studied for parallel dynamics with arbitrary probabilities. The stationary state is obtained in the form of an alternating matrix product. The…
We show that any semi-algebraic sweeping process admits piecewise absolutely continuous solutions, and any such bounded trajectory must have finite length. Analogous results hold more generally for sweeping processes definable in o-minimal…
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…
Semi-Markov processes generalize Markov processes by adding temporal memory effects as expressed by a semi-Markov kernel. We recall the path weight for a semi-Markov trajectory and the fact that thermodynamic consistency in equilibrium…
We characterize weakly harmonic maps with respect to non-local Dirichlet forms by Markov processes and martingales. In particular, we can obtain discontinuous martingales on Riemannian manifolds from the image of symmetric stable processes…
We consider affine representable algebras, that is, finitely generated algebras over a field that can be embedded into some matrix algebra over a commutative algebra. We show that this algebra can in fact be chosen to be a polynomial…
This article studies regularity properties of multiplicative stochastic processes on infinite-dimensional Lie groups. We investigate conditions under which these processes admit c\`adl\`ag modifications and derive bounds on their local…
Reconfiguration paths express sequences of successive reconfiguration operations within a component-based approach allowing dynamic reconfigurations. We use constructs from regular expressions-pin particular, alternatives-to introduce…
Any exchangeable Markov processes on $[k]^{\mathbb{N}}$ with cadlag sample paths projects to a Markov process on the simplex whose sample paths are cadlag and of locally bounded variation. Furthermore, any such process has a de Finetti-type…
Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…
We explore two notions of stationary processes. The first is called a random-step Markov process in which the stationary process of states, $(X_i)_{i \in \mathbb{Z}}$ has a stationary coupling with an independent process on the positive…
This article investigates the long-time behavior of conservative affine processes on the cone of symmetric positive semidefinite $d\times d$-matrices. In particular, for conservative and subcritical affine processes on this cone we show…
We establish a universal approximation theorem for signatures of rough paths that are not necessarily weakly geometric. By extending the path with time and its rough path bracket terms, we prove that linear functionals of the signature of…
This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on…
By making use of martingale representations, we derive the asymptotic normality of particle filters in hidden Markov models and a relatively simple formula for their asymptotic variances. Although repeated resamplings result in complicated…
We present an affine-intuitionistic system of types and effects which can be regarded as an extension of Barber-Plotkin Dual Intuitionistic Linear Logic to multi-threaded programs with effects. In the system, dynamically generated values…
We present an affine-intuitionistic system of types and effects which can be regarded as an extension of Barber-Plotkin Dual Intuitionistic Linear Logic to multi-threaded programs with effects. In the system, dynamically generated values…