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

We characterize the validity of the Maximum Principle in bounded domains for fully nonlinear degenerate elliptic operators in terms of the sign of a suitably defined generalized principal eigenvalue. Here, maximum principle refers to the…

This article addresses the weak convergence of numerical methods for Brownian dynamics. Typical analyses of numerical methods for stochastic differential equations focus on properties such as the weak order which estimates the asymptotic…

We find a sharp combinatorial bound for the metric entropy of sets in R^n and general classes of functions. This solves two basic combinatorial conjectures on the empirical processes. 1. A class of functions satisfies the uniform Central…

We derive functional a posteriori error equalities and constant free two sided estimates for certain types of partial differential equations. The error is measured in a combined norm which takes into account both the primal and dual…

We establish a second order smooth variational principle valid for functions defined on (possibly infinite-dimensional) Riemannian manifolds which are uniformly locally convex and have a strictly positive injectivity radius and bounded…

We study parabolic operators H = $\partial$t -- div $\lambda$,x A(x, t)$\nabla$ $\lambda$,x in the parabolic upper half space R n+2 + = {($\lambda$, x, t) : $\lambda$ > 0}. We assume that the coefficients are real, bounded, measurable,…

In this paper we consider nonlinear problems with an operator depending only on the deformation tensor. We consider the class of operators derived from a potential and with $(p,\delta)$ structure, for $1<p\leq 2$ and for all $\delta\geq0$.…

We study global properties of Dirichlet forms such as uniqueness of the Dirichlet extension, stochastic completeness and recurrence. We characterize these properties by means of vanishing of a boundary term in Green's formula for functions…

We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

We consider the ordinary differential equation (ODE) $dx_{t} =b(t,x_{t} ) dt+ dw_{t}$ where $w$ is a continuous driving function and $b$ is a time-dependent vector field which possibly is only a distribution in the space variable. We…

We obtain the rigorous uniform asymptotics of a particular integral where a stationary point is close to an endpoint. There exists a general method introduced by Bleistein for obtaining uniform asymptotics in this situation. However, this…

Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…

We prove weak and strong maximum principles, including a Hopf lemma, for smooth subsolutions to equations defined by linear, second-order, partial differential operators whose principal symbols vanish along a portion of the domain boundary.…

We study spectral asymptotics for a large class of differential operators on an open subset of $\R^d$ with finite volume. This class includes the Dirichlet Laplacian, the fractional Laplacian, and also fractional differential operators with…

The new ingredient of this paper is that we consider infinitely dimensional classes of functions and instead of the relative error setting, which was used in previous papers on norm discretization, we consider the absolute error setting. We…

We provide a simple explicit estimator for discretely observed Barndorff-Nielsen and Shephard models, prove rigorously consistency and asymptotic normality based on the single assumption that all moments of the stationary distribution of…

Let $P$ be a symmetric $2a$-order classical strongly elliptic pseudodifferential operator with even symbol $p(x,\xi )$ on $R^n$ ($0<a<1$), for example a perturbation of $(-\Delta )^a$. Let $\Omega \subset R^n$ be bounded, and let $P_D$ be…

We consider stochastic gradient methods under the interpolation regime where a perfect fit can be obtained (minimum loss at each observation). While previous work highlighted the implicit regularization of such algorithms, we consider an…

We study large deviations for measurable averaging operators on state spaces of dynamical systems. Our main motivation is the Hecke operators on the modular curve Y_0(p^n) and their generalization to higher rank S-arithmetic quotients. We…