Related papers: Representation for filtration-consistent nonlinear…
By using a simple observation that the density processes appearing in Ito's martingale representation theorem are invariant under the change of measures, we establish a non-linear version of the Cameron-Martin formula for solutions of a…
Regressing a function $F$ on $\mathbb{R}^d$ without the statistical and computational curse of dimensionality requires special statistical models, for example that impose geometric assumptions on the distribution of the data (e.g., that its…
The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…
One of the main approaches used to construct prior distributions for objective Bayes methods is the concept of random imaginary observations. Under this setup, the expected-posterior prior (EPP) offers several advantages, among which it has…
In this paper, we study the existence of solutions of stochastic incompressible non-Newtonian fluid models in $\mathbb{R}$. For the existence of solutions, we assume that the extra stress tensor $S$ is represented by $S({\mathbb A}) =…
This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…
This paper considers the extension of data-enabled predictive control (DeePC) to nonlinear systems via general basis functions. Firstly, we formulate a basis functions DeePC behavioral predictor and we identify necessary and sufficient…
Performative prediction is an emerging paradigm in machine learning that addresses scenarios where the model's prediction may induce a shift in the distribution of the data it aims to predict. Current works in this field often rely on…
We consider an ordinary nonlinear differential equation with generalized coefficients as an equation in differentials in algebra of new generalized functions. Then the solution of such equation will be a new generalized function. In the…
This paper initiates the study of fractional eternal domination in graphs, a natural relaxation of the well-studied eternal domination problem. We study the connections to flows and linear programming in order to obtain results on the…
This paper introduces the notion of a filtration-consistent dynamic operator with a floor, by suitably formulating four axioms. It is shown that under some suitable conditions, a filtration-consistent dynamic operator with a continuous…
We consider a time-fractional parabolic equation of doubly nonlinear type, featuring nonlinear terms both inside and outside the differential operator in time. The main nonlinearities are maximal monotone graphs, without restrictions on the…
Nonlinear z-independent solutions to a generalized Grad-Shafranov equation (GSE) with up to quartic flux terms in the free functions and incompressible plasma flow non parallel to the magnetic field are constructed quasi-analytically.…
Generalized entropic projections and dominating points are solutions to convex minimization problems related to conditional laws of large numbers. They appear in many areas of applied mathematics such as statistical physics, information…
This paper studies a nonlinear filtering problem over an infinite time interval. The signal to be estimated is driven by a stochastic partial differential equation involves unknown parameters. Based on discrete observation, strongly…
In this paper we presents further developments regarding the enrichment of the basic Theory of Order Completion. In particular, spaces of generalized functions are constructed that contain generalized solutions to all systems of continuous,…
The goal of this article is to discuss a recent conjecture of the two authors, which aims to describe the long time behavior of solutions to one-dimensional dispersive equations with cubic and higher nonlinearities. These problems arguably…
We establish conditions for an exponential rate of forgetting of the initial distribution of nonlinear filters in $V$-norm, path-wise along almost all observation sequences. In contrast to previous works, our results allow for unbounded…
In this paper we investigate sublinear semigroups whose pointwise generators are given by non-local Hamilton-Jacobi-Bellman operators. Our main result provides a stochastic representation in terms of a family of sublinear (conditional)…
We introduce more properties of forcing notions which imply that their lambda-support iterations are lambda-proper, where lambda is an inaccessible cardinal. This paper is a direct continuation of section A.2 of math.LO/0210205. As an…