Related papers: On error operators related to the arbitrary functi…

We consider equidistant Riemann approximations of stochastic integrals $\int_0^T f(B^H_s)dB^H_s$ with respect to the fractional Brownian motion with $H>\frac12$, where $f$ is an arbitrary function of locally bounded variation, hence…

This paper considers the implicit Euler discretization of Levant's arbitrary order robust exact differentiator in presence of sampled measurements. Existing implicit discretizations of that differentiator are shown to exhibit either…

This article deals with error estimates for the finite element approximation of variational normal derivatives and, as a consequence, error estimates for the finite element approximation of Dirichlet boundary control problems with energy…

We consider infinitely dimensional classes of functions and instead of the relative error setting, which was used in previous papers on the integral norm discretization, we consider the absolute error setting. We demonstrate how known…

Fine regularity of stochastic processes is usually measured in a local way by local H\"older exponents and in a global way by fractal dimensions. Following a previous work of Adler, we connect these two concepts for multiparameter Gaussian…

We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…

We consider a "superposition operator" obtained through the continuous superposition of operators of mixed fractional order, modulated by a signed Borel finite measure defined over the set $[0, 1]$. The relevance of this operator is rooted…

We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of L\'evy processes or solutions of…

For discretisations of hyperbolic conservation laws, mimicking properties of operators or solutions at the continuous (differential equation) level discretely has resulted in several successful methods. While well-posedness for nonlinear…

The present article is dedicated to proving convergence of the stochastic gradient method in case of random shape optimization problems. To that end, we consider Bernoulli's exterior free boundary problem with a random interior boundary. We…

Convexity properties of the entropy along displacement interpolations are crucial in the Lott-Sturm-Villani theory of lower bounded curvature of geodesic measure spaces. As discrete spaces fail to be geodesic, an alternate analogous theory…

Let $\mathcal{L}(X;Y)$ be the space of bounded linear operators from a Banach space $X$ to a Banach space $Y$. Given an operator-valued function $u:\mathbb{R}_{\geq 0}\rightarrow \mathcal{L}(X;Y)$, suppose that every orbit $t\mapsto u(t)x$…

For a large class of quickly mixing dynamical systems, we prove that the error in the almost sure approximation with a Brownian motion is of order O((log n)^a) with a $\ge$ 2. Specifically, we consider nonuniformly expanding maps with…

Equipping the probability space with a local Dirichlet form with square field operator $\Gamma$ and generator $A$ allows to improve Monte Carlo computations of expectations, densities, and conditional expectations, as soon as we are able to…

We consider in this paper an area functional defined on submanifolds of fixed degree immersed into a graded manifold equipped with a Riemannian metric. Since the expression of this area depends on the degree, not all variations are…

We obtain a uniform stability of recovering entire functions of a special form from their zeros. To this form, one can reduce the characteristic determinants of strongly regular differential operators and pencils of the first and the second…

The article deals with gradient-like iterative methods for solving nonlinear operator equations on Hilbert and Banach spaces. The authors formulate a general principle of studying such methods. This principle allows to formulate simple…

We study asymptotic error distributions associated with standard approximation scheme for one-dimensional stochastic differential equations driven by fractional Brownian motions. This problem was studied by, for instance, Gradinaru-Nourdin…

Empirical studies show that the volatility may exhibit correlations that decay as a fractional power of the time offset. The paper presents a rigorous analysis for the case when the stationary stochastic volatility model is constructed in…

We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…