Related papers: Invariance principle for local time by quasi-compa…

We show a strong maximum principle and an Alexandrov-Bakelman-Pucci estimate for the weak solutions of a Cauchy problem featuring Caputo time-derivatives and non-local operators in space variables given in terms of Bernstein functions of…

This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…

We establish a new regularity property for weak solutions of parabolic systems with coefficients depending measurably on time as well as on all spatial variables. Namely, weak solutions are locally H{\"o}lder continuous Lp valued functions…

In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibiting rapid changes and others in which changes are slow. If…

We propose, as an alternative theory of quantum mechanics, a relativistically covariant variational principle (VP) capable of describing both wavefunction collapse and, as an appropriate limiting case, evolution of the wavefunction…

We prove almost sure invariance principle, a strong form of approximation by Brownian motion, for non-autonomous holomorphic dynamical systems on complex projective space $\Bbb{P}^k$ for H\"{o}lder continuous and DSH observables.

In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…

This paper generalizes sofic entropy theory, in both the topological and measure-theory settings, to actions of locally compact groups. We prove invariance under topological and measure conjugacy of these entropies and establish the…

In this paper we prove analogues of Korovkin's theorem in the context of weakly nonlinear and monotone operators acting on Banach lattices of functions of several variables. Our results concern the convergence almost everywhere, the…

We generalize the concept of a weak value of a quantum observable to cover arbitrary real positive operator measures. We show that the definition is operationally meaningful in the sense that it can be understood within the quantum theory…

We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…

We describe in a qualitative way a possible picture of the Measurement Process in Quantum Mechanics, which takes into account: 1. the finite and non zero time duration T of the interaction between the observed system and the microscopic…

This study develops an asymptotic theory for estimating the time-varying characteristics of locally stationary functional time series (LSFTS). We investigate a kernel-based method to estimate the time-varying covariance operator and the…

Consider a topological dynamical system $(X, T)$ endowed with the metric $d$. We introduce a novel function as $\overline{BF}(x, y) = \limsup_{n-m \rightarrow +\infty} \inf_{\sigma \in S_{n,m}} \frac{1}{n-m} \sum_{k=m}^{n-1} d\left(T^{k} x,…

On a probability space $(\Omega,\mathcal{A},\mathbb{Q})$ we consider two filtrations $\mathbb{F}\subset \mathbb{G}$ and a $\mathbb{G}$ stopping time $\theta$ such that the $\mathbb{G}$ predictable processes coincide with $\mathbb{F}$…

The experimental proofs of strong time invariance violation in optics are discussed. Time noninvariance is the only real physical base for explanation the origin of the most phenomena in nonlinear optics. The experimental study of forward…

We obtain invariance principles for a wide class of fractionally integrated nonlinear processes. The limiting distributions are shown to be fractional Brownian motions. Under very mild conditions, we extend earlier ones on long memory…

The motivation of this paper is to prove verification theorems for stochastic optimal control of finite dimensional diffusion processes without control in the diffusion term, in the case that the value function is assumed to be continuous…

We reduce the local limit theorem for a non-compact semisimple Lie group acting on its symmetric space to establishing that a natural operator associated to the measure is quasicompact. Under strong Diophantine assumptions on the underlying…

We prove that the local version of the chain rule cannot hold for the fractional variation defined in arXiv:1809.08575. In the case $n = 1$, we prove a stronger result, exhibiting a function $f \in BV^{\alpha}(\mathbb{R})$ such that $|f|…