Related papers: Extremum conditions for functionals involving high…
In classical extreme value theory probabilities of extreme events are estimated assuming all the components of a random vector to be in a domain of attraction of an extreme value distribution. In contrast, the conditional extreme value…
In this manuscript, we consider a control system governed by a general ordinary differential equation on a Riemannian manifold, with its endpoints satisfying some inequalities and equalities, and its control constrained to a closed convex…
We study fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives, generalized fractional integrals and derivatives. We obtain necessary optimality conditions for the…
We study problems of the calculus of variations and optimal control within the framework of time scales. Specifically, we obtain Euler-Lagrange type equations for both Lagrangians depending on higher order delta derivatives and…
Various new sufficient conditions for representation of a function of several variables as an absolutely convergent Fourier integral are obtained in the paper. The results are given in terms of $L^p$ integrability of the function and its…
Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which include a large class of max-stable random fields. As a…
Maximal inequalities refer to bounds on expected values of the supremum of averages of random variables over a collection. They play a crucial role in the study of non-parametric and high-dimensional estimators, and especially in the study…
This paper offers a number of examples showing that in the case of two independent variables the uniform ellipticity of a linear system of differential equations with partial derivatives of the second order, which fulfills condition (3), do…
The Riccati equation method is used to establish three new oscillatory criteria for the second order linear ordinary differential equations in the marginal, sub extremal and extremal cases.We show that the first of these criteria implies…
We give geometrical conditions under which there exist extremal functions for the sharp $L^2$-Nash inequality.
Symmetries in the Lagrangian formalism of arbitrary order are analysed with the help of the so-called Anderson-Duchamp-Krupka equations. For the case of second order equations and a scalar field we establish a polynomial structure in the…
The alternative version of Hamiltonian formalism for higher-derivative theories is proposed. As compared with the standard Ostrogradski approach it has the following advantages: (i) the Lagrangian, when expressed in terms of new variables…
This article explores minimum of an extremal in the variational problem with delay under the degeneracy of the Weierstrass condition. Here for study the minimality of extremal, variations of the Weierstrass type are used in two forms: in…
We study no-gap second-order optimality conditions for a non-uniformly convex and non-smooth integral functional. The integral functional is extended to the space of measures. The obtained second-order derivatives contain integrals on…
Higher order derivative theories, generally suffer from instabilities, known as Ostrogradsky instabilities. This issue can be resolved by removing any existing degeneracy present in such theories. We consider a model involving at most…
We consider non-autonomous calculus of variations problems with a state constraint represented by a given closed set. We prove that if the interior of the Clarke tangent cone of the state constraint set is non-empty (this is the constraint…
The purpose of this paper is to derive some pointwise second-order necessary conditions for stochastic optimal controls in the general case that the control variable enters into both the drift and the diffusion terms. When the control…
The paper considers a boundary value problem for the high-order Lavrent'ev-Bitsadze equation. Necessary and sufficient conditions for the uniqueness of the solution are found. When substantiating the existence, the problem of "small…
Extremal principles can generally be divided into two rather distinct classes. There are, on the one hand side, formulations based on the Lagrangian or Hamiltonian mechanics, respectively, dealing with time dependent problems, but…
In this paper we obtain natural boundary conditions for a large class of variational problems with free boundary values. In comparison with the already existing examples, our framework displays complete freedom concerning the topology of…