Related papers: G-expectations in infinite dimensional spaces and …
These notes are based on a series of lectures given first at the University of Warwick in spring 2008 and then at the Courant Institute, Imperial College London, and EPFL. It is an attempt to give a reasonably self-contained presentation of…
We give some account of investigations for the role of infinite dimensional algebras in time dependent systems.
For the class of systems of PDEs, for which infinitesimal translations (with respect to some (in)dependent variables) possess specific finite-dimensional invariant subspaces of the space of generalized symmetries of the system considered.…
We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a…
We show that the particle states of Maxwell's theory, in $D$ dimensions, can be represented in an infinite number of ways by using different gauge fields. Using this result we formulate the dynamics in terms of an infinite set of duality…
Longstanding problems regarding the causality of the diffusion equation are resolved through a class of exact solutions. A universal differential solution for diffusive processes is derived that is causal and exact at any analytic point in…
Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…
The sub-linear expectation or called G-expectation is a nonlinear expectation having advantage of modeling non-additive probability problems and the volatility uncertainty in finance. Let $\{X_n;n\ge 1\}$ be a sequence of independent random…
The global solutions in critical spaces to the multi-dimensional compressible viscoelastic flows are considered. The global existence of the Cauchy problem with initial data close to an equilibrium state is established in Besov spaces.…
The aim of this paper is to investigate, which infinite dimensional consequences follow from the main results of recently published paper of the authors (2009) (see Theorems 2 and 3). We show that the finite dimensional Theorem 3 implies…
This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…
Further properties of a recently proposed higher order infinite spin particle model are derived. Infinitely many classically equivalent but different Hamiltonian formulations are shown to exist. This leads to a condition of uniqueness in…
We derive the existence and uniqueness of the generalized backward doubly stochastic differential equation with sub-differential of a lower semi-continuous convex function under a non Lipschitz condition. This study allows us give a…
Expressions for G-dot are considered in a multidimensional model with an Einstein internal space and a multicomponent perfect fluid. In the case of two non-zero curvatures without matter, a mechanism for prediction of small G-dot is…
In the 2nd version of this note we introduce the notion of viscosity solution for a type of fully nonlinear parabolic path-dependent partial differential equations (P-PDE). We then prove the comparison theorem (or maximum principle) of this…
This paper introduces a convenient solution space for the uniformly elliptic fully nonlinear path dependent PDEs. It provides a wellposedness result under standard Lipschitz-type assumptions on the nonlinearity and an additional assumption…
In this paper we extend our findings in [3] and answer further questions regarding continuity and discontinuity of seminorms on infinite-dimensional vector spaces.
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
Let $H$ be a separable real Hilbert space. Denote by ${\mathcal G}_{\infty}(H)$ the Grassmannian consisting of closed subspaces with infinite dimension and codimension. This Grassmannian is partially ordered by the inclusion relation. We…
In this paper, we study diagonal hyperbolic systems in one space dimension. Based on a new gradient entropy estimate, we prove the global existence of a continuous solution, for large and non-decreasing initial data. We remark that these…