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Taylor's formula holds significant importance in function representation, such as solving differential difference equations, ordinary differential equations, partial differential equations, and further promotes applications in visual…
We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…
The concentration inequality approach for normal approximation by Stein's method is generalized to the multivariate setting. We use this approach to prove a non-smooth function distance for multivariate normal approximation for standardized…
A new exponentially convergent algorithm is proposed for an abstract the first order differential equation with unbounded operator coefficient possessing a variable domain. The algorithm is based on a generalization of the Duhamel integral…
Viewing a two time scale stochastic approximation scheme as a noisy discretization of a singularly perturbed differential equation, we obtain a concentration bound for its iterates that captures its behavior with quantifiable high…
We prove the well-posedness of the differential equation $Au=f$ in the setting of a stratified group $\mathbb{G}$ when the considered second-order differential operator $A$ can be non-invariant and non-linear. Our approach follows the…
We establish a priori error bounds for monotone stabilized finite element discretizations of stationary second-order mean field games (MFG) on Lipschitz polytopal domains. Under suitable hypotheses, we prove that the approximation is…
We present a method for the approximate propagation of mean and covariance of a probability distribution through ordinary differential equations (ODE) with discontinous right-hand side. For piecewise affine systems, a normalization of the…
The article examines Nikolskii and Besov spaces with norms defined using "$L_p$-averaged" mixed moduli of continuity for functions of appropriate orders, instead of mixed moduli of continuity of known orders for certain mixed derivative…
We provide a comprehensive study of interrelations between different measures of smoothness of functions on various domains and smoothness properties of approximation processes. Two general approaches to this problem have been developed:…
Functions with fixed initial coefficient have been widely studied. A new methodology is proposed in this paper by making appropriate modifications and improvements to the theory of second-order differential subordination. Several…
A new scheme is proposed to construct an n-times differentiable function extension of an n-times differentiable function defined on a smooth domain D in d-dimensions. The extension scheme relies on an explicit formula consisting of a linear…
In this paper, we investigate Nash equilibrium payoffs for nonzero-sum stochastic differential games with reflection. We obtain an existence theorem and a characterization theorem of Nash equilibrium payoffs for nonzero-sum stochastic…
The purpose of this paper is to study 2-person zero-sum stochastic differential games, in which one player is a major one and the other player is a group of $N$ minor agents which are collectively playing, statistically identical and have…
We study families of strongly elliptic, second order differential operators with singular coefficients on domains with conical points. We obtain uniform estimates on their inverses and on the regularity of the solutions to the associated…
In this paper we compute the Hausdorff distance between sets of continuous curves and sets of piecewise constant or linear discretizations. These sets are Sobolev balls given by the continuous or discrete $L^p$-norm of the derivatives. We…
We study approximations of the partition function of dense graphical models. Partition functions of graphical models play a fundamental role is statistical physics, in statistics and in machine learning. Two of the main methods for…
This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…
We provide results of a deterministic approximation for non-Markovian stochastic processes modeling finite populations of individuals who recurrently play symmetric finite games and imitate each other according to payoffs. We show that a…
A new modulus of smoothness and its equivalent $K$-function are defined on the conic domains in $\mathbb{R}^d$, and used to characterize the weighted best approximation by polynomials. Both direct and weak inverse theorems of the…