Related papers: Weak error expansion of the implicit Euler scheme

We develop closed-form expansions for the implied volatility of VIX options within the class of forward variance models. Our approach builds on weak-approximation techniques for VIX option prices and yields explicit implied volatility…

Uncertainty estimation bears the potential to make deep learning (DL) systems more reliable. Standard techniques for uncertainty estimation, however, come along with specific combinations of strengths and weaknesses, e.g., with respect to…

In this paper, we provide a probabilistic interpretation of the Volkenborn integral; this allows us to extend results by T. Kim et al about sums of Euler numbers to sums of Bernoulli numbers. We also obtain a probabilistic representation of…

We discuss refined applications of Kato's Euler systems for modular forms of higher weight at good primes (with more emphasis on the non-ordinary ones) beyond the one-sided divisibility of the main conjecture and the finiteness of Selmer…

The paper studies weak Paley-Wiener properties for group extensions by use of Mackey's theory. The main theorem establishes sufficient conditions on the dual action to ensure that the group has the weak Paley-Wiener property. The theorem…

We present recent advances on Dirichlet forms methods either to extend financial models beyond the usual stochastic calculus or to study stochastic models with less classical tools. In this spirit, we interpret the asymptotic error on the…

We continue our investigation on pcf with weak form of choice. Characteristically we assume DC + P(Y) when looking and prod_{s in Y} delta_s. We get more parallel of theorems on pcf.

We derive two forms of conditional a posteriori error estimates for a finite volume scheme approximating the parabolic-elliptic Keller-Segel system. The estimates control the error in the $L^\infty(0,T, L^2(\Omega))$- and…

Weak turbulence is a phenomenon by which a system generically transfers energy from low to high wave numbers, while persisting for all finite time. It has been conjectured by Bourgain that the 2D defocusing nonlinear Schr\"odinger equation…

We extend weak KAM theory to Lagrangians that are defined only on the horizontal distribution of a sub-Riemannian manifold. The main tool is Tonelli's theorem which allows dispending on a Lagrangian dynamics.

The weak factorization theorem for birational maps is used to prove that for all nonnegative i the ith mod 2 Betti number of compact nonsingular real algebraic varieties has a unique extension to a "virtual Betti number" beta_i defined for…

A Tauberian theorem deduces an asymptotic for the partial sums of a sequence of non-negative real numbers from analytic properties of an associated Dirichlet series. Tauberian theorems appear in a tremendous variety of applications, ranging…

In this paper, we establish universal approximation theorems for neural networks applied to general nonlinear ill-posed operator equations. In addition to the approximation error, the measurement error is also taken into account in our…

Starting from the representation of a function $f(x,y)$ as a formal power series with Taylor coefficients $f_{m,n}$, we establish a formal series for the implicit function $y=y(x)$ such that $f(x,y)=0$ and the coefficients of the series for…

In this paper, we introduce and study the class of {\it enriched strictly pseudocontractive mappings} in Hilbert spaces and extend the corresponding convergence theorem (Theorem 12) in [Browder, F. E., Petryshyn, W. V., {\it Construction of…

We establish some weighted $L^2$ inequalities for Fourier extension operators in the setting of orthonormal systems. In the process we develop a direct approach to such inequalities based on generalised Wigner distributions, complementing…

We give alternative proofs to certain results in the paper "Weak limits of almost invariant projections" by using ultraproducts of operators.

We prove several basic extension theorems for reductive group schemes. We also prove that each Lie algebra with a perfect Killing form over a commutative $\dbZ$-algebra, is the Lie algebra of an adjoint group scheme.

In this work, we prove the convergence of residual distribution schemes to dissipative weak solutions of the Euler equations. We need to guarantee that the residual distribution schemes are fulfilling the underlying structure preserving…

We prove a duality theorem for quantum groupoid (weak Hopf algebra) actions that extends the well-known result for usual Hopf algebras.