Related papers: Second order Riesz transforms on multiply-connecte…

This paper addresses the behavior of the Lov\'asz number for dense random circulant graphs. The Lov\'asz number is a well-known semidefinite programming upper bound on the independence number. Circulant graphs, an example of a Cayley graph,…

Motivated by the study of existence, uniqueness and regularity of solutions to stochastic partial differential equations driven by jump noise, we prove It\^{o} isomorphisms for $L^p$-valued stochastic integrals with respect to a compensated…

The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to…

We study pseudodifferential equations and Riesz kernels attached to certain quadratic forms over p-adic fields. We attach to an elliptic quadratic form of dimension two or four a family of distributions depending on a complex parameter, the…

The wave speed of a stochastic wave equation driven by Riesz noise on the unbounded multidimensional spatial domain is estimated based on discrete measurements. Central limit theorems for second-order variations of the observations in…

Consider the problem of minimizing functions that are Lipschitz and strongly convex, but not necessarily differentiable. We prove that after $T$ steps of stochastic gradient descent, the error of the final iterate is $O(\log(T)/T)$ with…

We prove new sharp $L^p$, logarithmic, and weak-type inequalities for martingales under the assumption of differentially subordination. The $L^p$ estimates are "Fyenman-Kac" type versions of Burkholder's celebrated martingale transform…

By using absolutely continuous lower bounds of the L\'evy measure, explicit gradient estimates are derived for the semigroup of the corresponding L\'evy process with a linear drift. A derivative formula is presented for the conditional…

In this paper, we study $L^p$-boundedness ($1<p\leq 2$) of the covariant Riesz transform on differential forms for a class of non-compact weighted Riemannian manifolds without assuming conditions on derivatives of curvature. We present in…

We propose new numerical schemes for decoupled forward-backward stochastic differential equations (FBSDEs) with jumps, where the stochastic dynamics are driven by a $d$-dimensional Brownian motion and an independent compensated Poisson…

Advances in fractional analysis suggest a new way for the physics understanding of Riemann's conjecture. It asserts that, if s is a complex number, the non trivial zeros of zeta function in the gap [0,1], is characterized by . This…

A heavy top with a fixed point and a rigid body in an ideal fluid are important examples of Hamiltonian systems on a dual to the semidirect product Lie algebra $e(n)=so(n)\ltimes\mathbb R^n$. We give a Lagrangian derivation of the…

This paper investigates higher dimensional versions of the longstanding conjecture verified in [Ba\~nuelos and Kwa\'snicki, Duke Math. J. (2019)] that the $\ell^p$-norm of the discrete Hilbert transform on the integers is the same as the…

We study the behavior of independent and stationary increments jump processes as they approach fixed thresholds. The exact crossing time is unavailable because the real-time information about successive jumps is unknown. Instead, the…

We consider the Riesz transforms of arbitrary order associated with the twisted Laplacian with drift on $\mathbb{C}^n$ and study their strong-type $(p, p)$, $1<p<\infty$, and weak-type $(1, 1)$ boundedness.

In this paper we study, from a variational and geometrical point of view, second-order variational problems on Lie groupoids and the construction of variational integrators for optimal control problems. First, we develop variational…

We establish an integral representation for the Riesz transforms naturally associated with classical Jacobi expansions. We prove that the Riesz-Jacobi transforms of odd orders express as principal value integrals against kernels having…

Consider the linear stochastic differential equation (SDE) on $\mathbb{R}^n$: \[\mathrm {d}{X}_t=AX_t\,\mathrm{d}t+B\,\mathrm{d}L_t,\] where $A$ is a real $n\times n$ matrix, $B$ is a real $n\times d$ real matrix and $L_t$ is a L\'{e}vy…

The purpose of this note is to verify that the results attained in [6] admit an extension to the multidimensional setting. Namely, for subsets of the two dimensional torus we find the sharp growth rate of the step(s) of a generalized…

In this article, we establish integration by parts formulas for the solutions of McKean-Vlasov stochastic differential equations with jumps under elliptic coefficients. The derived formulas accommodate both derivatives with respect to…