Related papers: G-expectations in infinite dimensional spaces and …
In this paper we wish to find the corresponding Gibbons-Hawking-York term for the most general quadratic in curvature gravity by using Coframe slicing within the Arnowitt-Deser-Misner (ADM) decomposition of spacetime in four dimensions. In…
In this paper, we are concerned with the averaging problem for a class of forward-backward stochastic differential equations with reflection driven by G-Brownian motion (reflected G-FBSDEs), which corresponds to the singular perturbation…
In this paper, we first use PDE techniques and probabilistic methods to identify a kind of quasi-continuous random variables. Then we give a characterization of the $G$-integrable processes and get a kind of quasi-continuous processes by…
We prove that distribution dependent (also called McKean--Vlasov) stochastic delay equations of the form \begin{equation*} \mathrm{d}X(t)= b(t,X_t,\mathcal{L}_{X_t})\mathrm{d}t+ \sigma(t,X_t,\mathcal{L}_{X_t})\mathrm{d}W(t) \end{equation*}…
We consider infinite-dimensional linear Gaussian Bayesian inverse problems with uncorrelated sensor data, and focus on the problem of finding sensor placements that maximize the expected information gain (EIG). This study is motivated by…
The evolution equations of Einstein's theory and of Maxwell's theory---the latter used as a simple model to illustrate the former--- are written in gauge covariant first order symmetric hyperbolic form with only physically natural…
This paper concerns periodic solutions for a 1D-model with nonlocal velocity given by the periodic Hilbert transform. There is a rich literature showing that this model presents singular behavior of solutions via numerics and mathematical…
The paper introduces and studies the notions of Lipschitzian and H\"olderian full stability of solutions to three-parametric variational systems described in the generalized equation formalism involving nonsmooth base mappings and partial…
A new approach to multi-dimensional quantum scattering by the infinite order discrete variable representation is presented. Determining the expansion coefficients of the wave function at the asymptotic regions by the solution of the…
We prove that a g-expectation is a Choquet expectation if and only if g is independent of y and is linear in z, i.e., classical linear expectation, without the assumptions that the deterministic generator g is continuous in t and the…
We utilize an ergodic theory framework to explore sublinear expectation theory. Specifically, we investigate the pointwise Birkhoff's ergodic theorem for invariant sublinear expectation systems. By further assuming that these sublinear…
We survey known solutions to the infinite extendibility problem for (necessarily exchangeable) probability laws on $\mathbb{R}^d$, which is: Can a given random vector $\vec{X} = (X_1,\ldots,X_d)$ be represented in distribution as the first…
By employing Husimi quasiprobability distributions, we show that a bounded portion of an unbounded phase space induces a finite effective dimension in an infinite dimensional Hilbert space. We compare our general expressions with numerical…
We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic…
We introduce the notion of \delta-viscosity solutions for fully nonlinear uniformly parabolic PDE on bounded domains. We prove that \delta-viscosity solutions are uniformly close to the actual viscosity solution. As a consequence we obtain…
In this paper, we establish a new uniqueness result of a (continuous) viscosity solution for some integro-partial differential equation (IPDE in short). The novelty is that we relax the so-called monotonicity assumption on the driver,…
A probabilistic representation formula for general systems of linear parabolic equations, coupled only through the zero-order term, is given. On this basis, an implicit probabilistic representation for the vorticity in a 3D viscous fluid…
Genetic and evolution algebras arise naturally from applied probability and stochastic processes. Gibbs measures describe interacting systems commonly studied in thermodynamics and statistical mechanics with applications in several fields.…
We consider a class of infinite-dimensional singular stochastic control problems. These can be thought of as spatial monotone follower problems and find applications in spatial models of production and climate transition. Let…
In this article, we discuss some geometric infinitely divisible (gid) random variables using the Laplace exponents which are Bernstein functions and study their properties. The distributional properties and limiting behavior of the…