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We obtain some maximal probability and moment inequalities for multidimensionally indexed demimartingales. Although the class of single-indexed demimartingales has been studied extensively, no significant amount of work has been done for…
A certain class of one-dimensional classical lattice models is considered. Using the method of abstract harmonic analysis explicit thermostatic properties of such models are derived. In particular, we discuss the low-temperature behavior of…
The aim of this work is to present, in self-contained form, results concerning fundamental and the most important questions related to linear stochastic Volterra equations of convolution type. The paper is devoted to study the existence and…
The ability to persist in the spacial environment is, not only in the robotic context, an essential feature. Positional knowledge is one of the most important aspects of space and a number of methods to represent these information have been…
In this work we introduce a theory of stochastic integration for operator-valued integrands with respect to some classes of cylindrical martingale-valued measures in Hilbert spaces. The integral is constructed via the radonification of…
In this note, we present an algorithm that yields many new methods for constructing doubly stochastic and symmetric doubly stochastic matrices for the inverse eigenvalue problem. In addition, we introduce new open problems in this area that…
In this paper, a class of fractals, called quadrilateral labyrinth fractals, are introduced and studied. They are a special kind of fractals on any quadrilateral on the plane. This type of fractal is motivated by labyrinth fractal on the…
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes which is, for continuous semimartingales, related to symmetry properties of both their ordinary as well as…
We give a geometric description of variational principles in mechanics, with special attention to constrained systems. For the general case of nonholonomic constraints, a unified variational approach is given, and the equations of motion of…
In this paper we present new, short and elementary proofs of the famous projection and section theorems that are used in Stochastic Calculus.
In this paper, we give an explicit description of tropical cohomology of smooth algebraic varieties over trivially valued fields. We also construct ``monodromy weight'' spectral sequences for tropical cohomology of geometric strictly…
Numerical simulations based on electronic structure calculations are finding ever growing applications in many areas of physics. A major limiting factor is however the cubic scaling of the algorithms used. Building on previous work [F. R.…
In this paper, we introduce and investigate a novel class of analytic and univalent functions of negative coefficients in the open unit disk. For this function class, we obtain characterization and distortion theorems as well as the radii…
By extending to the stochastic setting the classical vanishing viscosity approach we prove the existence of suitably weak solutions of a class of nonlinear stochastic evolution equation of rate-independent type. Approximate solutions are…
This paper presents a brief survey of the theory of stochastic integration in Banach spaces. Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are presented, as well as some applications of the latter to…
The rotating shallow water model is a simplification of oceanic and atmospheric general circulation models that are used in many applications such as surge prediction, tsunami tracking and ocean modelling. In this paper we introduce a class…
This review gives an overview on the research of algorithms for dynamical fermions used in large scale lattice QCD simulations. First a short overview on the state-of-the-art of ensemble generation at the physical point is given. Followed…
This is a survey paper on the connection of enriched category theory over a quantale and tropical mathematics. Quantales or complete idempotent semirings, as well as matrices with coefficients in them, are fundamental objects in both…
This book aims to provide a graduate-level introduction to advanced topics in Markov chain Monte Carlo (MCMC) algorithms, as applied broadly in the Bayesian computational context. Most, if not all of these topics (stochastic gradient MCMC,…
We construct characteristic classes of smooth (Hamiltonian) fibrations as as fiber integrals of products of Pontriagin (or Chern) classes of vertical vector bundles over the total space of the universal fibration. We give explicit formulae…