Related papers: An occupation time formula for semimartingales in …
We consider the robust adaptive nonparametric estimation problem for a periodic function observed in the framework of a continuous time regression model with semimartingale noises.
Given a bounded sequence $\{X^{n}\}_{n}$ of semimartingales on a time interval $[0,T]$, we find a sequence of convex combinations $\{Y^{n}\}_{n}$ and a limiting semimartingale $Y$ such that $\{Y^{n}\}_{n}$ converges to $Y$ in a…
The paper is a sequel to the paper "Application of localization to the multivariate moment problem" by the same author. A new criterion is presented for a positive semidefinite linear functional on the real polynomial algebra to correspond…
We consider the locally thinned Bernoulli field on $\mathbb Z^d$, which is the lattice version of the Type-I Mat\'ern hardcore process in Euclidean space. It is given as the lattice field of occupation variables, obtained as image of an…
The present paper is devoted to the boundedness of fractional integral operators in Morrey spaces defined on quasimetric measure spaces. In particular, Sobolev, trace and weighted inequalities with power weights for potential operators are…
This paper addresses the quantitative verification of constrained occupation time in stochastic discrete-time systems, focusing on the probability of visiting a target set at least $k$ times while maintaining safety. Such cumulative…
We show that a partial Dirichlet-to-Neumann map, where the measurement set is arbitrarily small, uniquely determines the time-dependent nonlinearity of order three or higher in a semi-linear wave equation up to natural obstructions on a…
A characterization of the foliation by spacelike slices of an $(n+1)$-dimensional spatially closed Generalized Robertson-Walker spacetime is given by means of studying a natural mean curvature type equation on spacelike graphs. Under some…
This note explains how the two measures used to define the $\mu$-deformed Segal-Bargmann space are natural and essentially unique structures. As is well known, the density with respect to Lebesgue measure of each of these measures involves…
We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…
We study the occupation measure of various sets for a symmetric transient random walk in $Z^d$ with finite variances. Let $\mu^X_n(A)$ denote the occupation time of the set $A$ up to time $n$. It is shown that $\sup_{x\in…
Based on an assumption on the Hessian of the Green function, we derive some monotonicity formulas on nonparabolic manifolds. This assumption is satisfied on manifolds that meet certain conditions including bounds on the sectional curvature…
We consider a filtration $\mathbb{G}$ obtained as enlargement of a filtration $\mathbb{F}$ by a filtration $\mathbb{H}$. We assume that all $\mathbb{F}$-local martingales are represented by a martingale $M$ and all $\mathbb{H}$-local…
Consider an infinite-dimensional linear space equipped with a Gaussian measure and the group $GL(\infty)$ of linear transformations that send the measure to equivalent one. Limit points of $GL(\infty)$ can be regarded as 'spreading' maps…
This paper is a direct continuation of the paper arXiv:2401.00053. By this reason neither introductory part of the paper nor the list of references are not duplicated. However for the reader convenience, the formulas from the first paper…
The moment operators of a semispectral measure having the structure of the convolution of a positive measure and a semispectral measure are studied, with paying attention to the natural domains of these unbounded operators. The results are…
On real metric manifolds admitting a co-dimension one foliation, sectorial operators are introduced that interpolate between the generalized Laplacian and the d'Alembertian. This is used to construct a one-parameter family of analytic…
The paper analyzes a specific class of random walks on quotients of $X:=\text{SL}(k,{\Bbb R})/ \Gamma$ for a lattice $\Gamma$. Consider a one parameter diagonal subgroup, $\{g_t\}$, with an associated abelian expanding horosphere, $U\cong…
A meromorphic quadratic differential with poles of order two, on a compact Riemann surface, induces a measured foliation on the surface, with a spiralling structure at any pole that is determined by the complex residue of the differential…
In the Super-Transition-Array statistical method for the computation of radiative opacity of hot dense matter, the moments of the absorption or emission features involve partition functions with reduced degeneracies, occurring through the…