Related papers: Errata for Stochastic calculus for symmetric Marko…

Two articles published by Information Science discuss the derivatives of interval functions, in the sense of Svetoslav Markov. The authors of these articles tried to characterize for which functions and points such derivatives exist.…

The present note points out a number of errors, omissions, redundancies and arbitrary deviations from the standard terminology in the paper "Resource placement in Cartesian product of networks," by N. Imani, H. Sarbazi-Azad and A.Y. Zomaya…

This brief article reviews stochastic processes as relevant to dynamical models of wave-function collapse, and is supplemental material for the review article arXiv:1204.4325

We humbly and briefly offer corrections and supplements to Mathematical Constants (2003) and Mathematical Constants II (2019), both published by Cambridge University Press. Comments are always welcome.

Correction for Adv. in Appl. Probab. 37, no. 3 (2005), 571-603

This paper has been withdrawn by the author. The central result is now included in quant-ph/0309056 (as in the journal publication!). An erratum on the Heisenberg perturbation series estimate is also included therein.

Unfortunately, the article "A Comparative Study to Benchmark Cross-project Defect Prediction Approaches" has a problem in the statistical analysis which was pointed out almost immediately after the pre-print of the article appeared online.…

A stochastic calculus is given for processes described by stochastic integrals with respect to fractional Brownian motions and Rosenblatt processes somewhat analogous to the stochastic calculus for It\^{o} processes. These processes for…

The Annals of Applied Probability (2002) 12 1114-1137

We correct some tables and figures in [A.P. Bustamante and R.C. Calleja, Physica D: Nonlinear Phenomena, 395 (2019), pp. 15-23, arXiv:1712.05476]. We also report on the new computations that verify the accuracy of the data and extend the…

This is an erratum to the article: "Computation of maximal projection constants" (J. Funct. Anal., 277). The statement of Lemma 3.1(2) of that paper is incorrect. As a consequence of this the proof of Theorem 1.4 is incomplete. In this…

This paper is devoted to the convergence analysis of stochastic approximation algorithms of the form $\theta\_{n+1} = \theta\_n + \gamma\_{n+1} H\_{\theta\_n}(X\_{n+1})$ where $\{\theta\_nn, n \geq 0\}$ is a $R^d$-valued sequence,…

This document contains improved and updated proofs of convergence for the sampling method presented in our paper "Free-configuration Biased Sampling for Motion Planning".

An improved (streamlined and extended) version of this paper is available as math.RA/0203010, which however omits some details. We recommend the later version unless details are essential.

Typographical corrections to the original paper, intended for publication in Physical Review E.

In this paper, we provide strong $L_2$-rates of approximation of the integral-type functionals of Markov processes by integral sums. We improve the method developed in [2]. Under assumptions on the process formulated only in terms of its…

We relax a number of assumptions in Alexeev and Tapon (2012) in order to account for non-normally distributed, skewed, multi-regime, and leptokurtic asset return distributions. We calibrate a Markov-modulated Levy process model to equity…

This is a Reply to the Comment [arXiv:0807.0699] on our paper [PRL 100:232002 (2008)].

Corrigenda to "$L^p$ estimates and asymptotic behavior for finite energy solutions of extremals to Hardy-Sobolev inequalities", Trans. Amer. Math. Soc. 363 (2011), no. 1, 37--62.

In this paper we present an approach to proving parabolic Aleksandrov estimates with mixed norms for stochastic integrals with singular ``moderated'' drift.