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A very interesting problem in the classical theory of minimal surfaces consists of the classification of such surfaces under some geometrical and topological constraints. In this short paper, we give a brief summary of the known…
We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…
Driven by a wide range of applications, many principal subspace estimation problems have been studied individually under different structural constraints. This paper presents a unified framework for the statistical analysis of a general…
This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these conditions imply the validity of optimality equations and…
Given a sequence of properly embedded minimal surfaces in a $3$-manifold with local bounds on area and genus, we prove subsequential convergence, smooth away from a discrete set, to a smooth embedded limit surface, possibly with…
This paper proves joint convergence of the approximation error for several stochastic integrals with respect to local Brownian semimartingales, for nonequidistant and random grids. The conditions needed for convergence are that the Lebesgue…
This paper is concerned with a shape optimization problem governed by a non-smooth PDE, i.e., the nonlinearity in the state equation is not necessarily differentiable. We follow the functional variational approach of [40] where the set of…
In this article we consider a priori error and pointwise estimates for finite element approximations of solutions to semilinear elliptic boundary value problems in d>=2 space dimensions, with nonlinearities satisfying critical growth…
Inspired by the work done by Belavkin [Belavkin V. P., Stochastics, 1, 315 (1975)], and independently by Mochon, [Phys. Rev. A 73, 032328, (2006)], we formulate the problem of minimum error discrimination of any ensemble of $n$ linearly…
A stationary Stokes problem with a piecewise constant viscosity coefficient in multiple subdomains is considered in the paper. For standard finite element pairs, a robust inf-sup condition is required to show the robustness of the…
In the present paper, we study extreme negative dependence focussing on the concordance order for copulas. With the absence of a least element for dimensions $d\ge$ 3, the set of all minimal elements in the collection of all copulas turns…
In recent years, the use of entropy-regularized optimal transport with $L^p$-type entropies has become increasingly popular. In this setting, the solutions are sparse, in the sense that the support of the regularized optimal coupling,…
We study the embedding $\text{id}: \ell_p^b(\ell_q^d) \to \ell_r^b(\ell_u^d)$ and prove matching bounds for the entropy numbers $e_k(\text{id})$ provided that $0<p<r\leq \infty$ and $0<q\leq u\leq \infty$. Based on this finding, we…
In the paper, we introduce the notion of a local regular supermartingale relative to a convex set of equivalent measures and prove for it the necessary and sufficient conditions of optional Doob decomposition in the discrete case. This…
In the present paper we study embedding operators for weighted Sobolev spaces whose weights satisfy the well-known Muckenhoupt A_p-condition. Sufficient conditions for boundedness and compactness of the embedding operators are obtained for…
A local convergence rate is established for an orthogonal collocation method based on Radau quadrature applied to an unconstrained optimal control problem. If the continuous problem has a sufficiently smooth solution and the Hamiltonian…
The minimum error entropy (MEE) criterion has been successfully used in fields such as parameter estimation, system identification and the supervised machine learning. There is in general no explicit expression for the optimal MEE estimate…
We study the minimization of a spectral risk measure of the total discounted cost generated by a Markov Decision Process (MDP) over a finite or infinite planning horizon. The MDP is assumed to have Borel state and action spaces and the cost…
We study the existence of a minimal supersolution for backward stochastic differential equations when the terminal data can take the value +$\infty$ with positive probability. We deal with equations on a general filtered probability space…
We develop a high order cut finite element method for the Stokes problem based on general inf-sup stable finite element spaces. We focus in particular on composite meshes consisting of one mesh that overlaps another. The method is based on…