Related papers: Wong-Zakai type convergence in infinite dimensions
We propose a class of semi-Lagrangian methods of high approximation order in space and time, based on spectral element space discretizations and exponential integrators of Runge-Kutta type. We discuss the extension of these methods to the…
This paper is based on Tseng's exgradient algorithm for solving variational inequality problems in real Hilbert spaces. Under the assumptions that the cost operator is quasimonotone and Lipschitz continuous, we establish the strong…
We prove the existence of the unique solution of a general Backward Stochastic Differential Equation with quadratic growth driven by martingales. Some kind of comparison theorem is also proved.
This paper deals with a modifed iterative projection method for approximating a solution of hierarchical fixed point problems for nearly nonexpansive mappings. Some strong convergence theorems for the proposed method are presented under…
In this paper we consider stochastic integration with respect to cylindrical Brownian motion in infinite dimensional spaces. We study weak characterizations of stochastic integrability and present a natural continuation of results of van…
The paper has two major themes. The first part of the paper establishes certain general results for infinite-dimensional optimization problems on Hilbert spaces. These results cover the classical representer theorem and many of its variants…
We construct a family of semimartingales that describes the behavior of a particle system with sticky-reflecting interaction. The model is a physical improvement of the Howitt-Warren flow, an infinite system of diffusion particles on the…
In this paper, we introduce a general constructive method to compute solutions of initial value problems of semilinear parabolic partial differential equations on hyper-rectangular domains via semigroup theory and computer-assisted proofs.…
Higher order numerical schemes for stochastic partial differential equations that do not possess commutative noise require the simulation of iterated stochastic integrals. In this work, we extend the algorithms derived by Kloeden, Platen,…
Two sets of infinitely many exceptional orthogonal polynomials related to the Wilson and Askey-Wilson polynomials are presented. They are derived as the eigenfunctions of shape invariant and thus exactly solvable quantum mechanical…
We show that a sequence of stochastic spatial Lotka-Volterra models, suitably rescaled in space and time, converges weakly to super-Brownian motion with drift. The result includes both long range and nearest neighbor models, the latter for…
The purpose of this paper is to study certain set-valued integrals in UMD Banach spaces and provide a compatible form of the martingale representation theorem for set-valued martingales. Under specific conditions, these martingales can be…
In this work, we present a general technique for establishing the strong convergence of numerical methods for stochastic delay differential equations (SDDEs) in the infinite horizon. This technique can also be extended to analyze certain…
This paper presents an approach for obtaining approximate solutions to quasi-variational inequalities in a real Hilbert space by modifying Tseng's scheme, which was originally designed for variational inequalities. The study explores the…
In this note we provide a full conjugacy and subdifferential calculus for convex convex-composite functions in finite-dimensional space. Our approach, based on infimal convolution and cone-convexity, is straightforward and yields the…
Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…
The purpose of this paper is to give a survey of a class of maximal inequalities for purely discontinuous martingales, as well as for stochastic integral and convolutions with respect to Poisson measures, in infinite dimensional spaces.…
An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…
We give a new proof of the fact that the super Yangian of general linear Lie superalgebra is isomorphic to the finite W-superalgebra of the general linear Lie superalgebra associated to a rectangular nilpotent element.
In this paper, our main aim is to investigate the strong convergence for a neutral McKean-Vlasov stochastic differential equation with super-linear delay driven by fractional Brownian motion with Hurst exponent $H\in(1/2, 1)$. After giving…