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Causal optimal transport and adapted Wasserstein distance have applications in different fields from optimization to mathematical finance and machine learning. The goal of this article is to provide equivalent formulations of these concepts…
We introduce and study a notion of duality for two classes of optimization problems commonly occurring in probability theory. That is, on an abstract measurable space $(\Omega,\mathcal{F})$, we consider pairs $(E,\mathcal{G})$ where $E$ is…
In this paper, new classes of functions are defined. These spaces generalize Morrey spaces and give a refinement of Lebesgue spaces. Some embeddings between these new classes are also proved. Finally, the authors apply these classes of…
We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…
We generalize Polya-Szego inequality to integrands depending on $u$ and its gradient. Under minimal additional assumptions, we establish equality cases in this generalized inequality. We also give relevant applications of our study to a…
We discuss our work on pointwise inequalities for the gradient which are connected with the isoperimetric profile associated to a given geometry. We show how they can be used to unify certain aspects of the theory of Sobolev inequalities.…
In this paper we study some determinant inequalities and matrix inequalities which have a geometrical flavour. We first examine some inequalities which place work of Macbeath [13] in a more general setting and also relate to recent work of…
Finite differences have been widely used in mathematical theory as well as in scientific and engineering computations. These concepts are constantly mentioned in calculus. Most frequently-used difference formulas provide excellent…
In this paper various notions of convexity of real functions with respect to Chebyshev systems defined over arbitrary subsets of the real line are introduced. As an auxiliary notion, a concept of a relevant divided difference and also a…
We shall study backward stochastic differential equations and we will present a new approach for the existence of the solution. This type of equation appears very often in the valuation of financial derivatives in complete markets.…
We consider a boundary value problem involving conformable derivative of order $\alpha ,$ $1<\alpha <2$ and Dirichlet conditions. To prove the existence of solutions, we apply the method of upper and lower solutions together with Schauder's…
In one of his work, appeared in 1969, John A. Baker initiated the systematic investigation of some partial difference equations. The main purpose of this paper is to continue and to extend these investigations. Firstly, we present how such…
We present a Lyapunov type approach to the problem of existence and uniqueness of general law-dependent stochastic differential equations. In the existing literature most results concerning existence and uniqueness are obtained under…
Working in any model theoretic structure, we single out a class of definable bipartite graphs that admit definable, close to perfect matchings. We use this result to prove a strengthening of Tarski's theorem for the definable setting.
We establish the existence and symmetry of all minimizers of a constrained variational problem involving the fractional gradient. This problem is closely connected to some fractional kinetic equations.
There are numerous generalizations of the celebrated Priestley duality for bounded distributive lattices to the non-distributive setting. The resulting dualities rely on an earlier foundational work of such authors as Nachbin,…
In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result…
We prove generalizations of the Poincare and logarithmic Sobolev inequalities corresponding to the case of fractional derivatives in measure spaces with only a minimal amount of geometric structure. The class of such spaces includes (but is…
We summarize researches - in great deal jointly with my host Y. Sarantopoulos and his PhD. students V. Anagnostopoulos and A. Pappas - started by a Marie Curie fellowship in 2001 and is still continuing. The project was to study…
We present simple randomized and exchangeable improvements of Markov's inequality, as well as Chebyshev's inequality and Chernoff bounds. Our variants are never worse and typically strictly more powerful than the original inequalities. The…