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Let $I\subseteq{\mathbb{R_+}}$ be a non empty and non singleton interval where ${\mathbb{R_+}}$ denotes the set of all non negative numbers. A function $\Phi: I\to {\mathbb{R_+}}$ is said to be subadditive if for any $x,y$ and $x+y\in I$,…
We consider the statistical inverse problem of recovering an unknown function $f$ from a linear measurement corrupted by additive Gaussian white noise. We employ a nonparametric Bayesian approach with standard Gaussian priors, for which the…
A classical fact in ergodic theory is that ergodicity is equivalent to almost everywhere divergence of ergodic sums of all nonnegative integrable functions which are not identically zero. We show two methods, one in the measure preserving…
In this paper, we study the Skorokhod problem with two constraints, where the constraints are in a nonlinear fashion. We prove the existence and uniqueness of the solution and also provide the explicit construction for the solution. In…
Given a continuous function $\phi$ defined on a domain $\Omega\subset\mathbb{R}^m\times\mathbb{R}^n$, we show that if a Pr\'ekopa-type result holds for $\phi+\psi$ for any non-negative convex function $\psi$ on $\Omega$, then $\phi$ must be…
Let $V$ be a finite tree with radially decaying weights. We show that there exists a set $E \subset \mathbb{R}^2$ for which the following two problems are equivalent: (1) Given a (real-valued) function $\phi$ on the leaves of $V$, extend it…
We apply a nested variant of multigrade efficient congruencing to estimate mean values related to that of Vinogradov. We show that when $\varphi_j\in \mathbb Z[t]$ $(1\le j\le k)$ is a system of polynomials with non-vanishing Wronskian, and…
Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of L_{p} spaces of functions whose regularity is defined by a Levy measure with O-regulary varying radial profile. Existence and uniqueness of a solution…
In this paper, we investigate the stochastic damped Burgers equation with multiplicative noise defined on the entire real line. We demonstrate the existence and uniqueness of a mild solution to the stochastic damped Burgers equation and…
Let $G=(V,E)$ be a locally finite graph, whose measure $\mu(x)$ have positive lower bound, and $\Delta$ be the usual graph Laplacian. Applying the mountain-pass theorem due to Ambrosetti-Rabinowitz, we establish existence results for some…
Here is a sample of the results proved in this paper: Let $f:{\bf R}\to {\bf R}$ be a continuous function, let $\rho>0$ and let $\omega:[0,\rho[\to [0,+\infty[$ be a continuous increasing function such that $\lim_{\xi\to…
In this paper, a solution is given to reflected backward doubly stochastic differential equations when the barrier is not necessarily right-continuous, and the noise is driven by two independent Brownian motions and an independent Poisson…
A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, a conditioned process can exhibit non-Gaussian fluctuations even if the unconditioned process is Gaussian. In this work,…
In this paper we prove that if $X $ is a Banach space, then for every lower semi-continuous bounded below function $f, $ there exists a $\left(\varphi_1, \varphi_2\right)-$convex function $g, $ with arbitrarily small norm, such that $f + g…
Let $k$ be a field of characteristic zero, and let $f: k[x,y] \to k[x,y]$, $f: (x,y) \mapsto (p,q)$, be a $k$-algebra endomorphism having an invertible Jacobian. Write $p=a_ny^n+\cdots+a_1y+a_0$, where $n=deg_y(p) \in \mathbb{N}$, $a_i \in…
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…
We study the existence, optimality, and construction of non-randomised stopping times that solve the Skorokhod embedding problem (SEP) for Markov processes which satisfy a duality assumption. These stopping times are hitting times of…
Using the saddle-point method, we compute an asymptotic, as $y \rightarrow \infty$, for the $K$-Bessel function $K_{r + i t}(y)$ with positive, real argument $y$ and of large complex order $r+it$ where $r$ is bounded and $t = y \sin \theta$…
We analyse the behaviour of supercritical super-Brownian motion with a barrier through the pathwise backbone embedding of Berestycki et al. (2011). In particular, by considering existing results for branching Brownian motion due to Harris…
Let X be a Gorenstein orbifold and let Y be a crepant resolution of X. We state a conjecture relating the genus-zero Gromov--Witten invariants of X to those of Y, which differs in general from the Crepant Resolution Conjectures of Ruan and…