Related papers: Infinite dimensional weak Dirichlet processes and …
We characterize the solution of a broad class of convex optimization problems that address the reconstruction of a function from a finite number of linear measurements. The underlying hypothesis is that the solution is decomposable as a…
In this paper, we consider the Dirichlet problem of three-dimensional inhomogeneous incompressible micropolar equations with density-dependent viscosity. Under the assumption that the coefficients are power functions of the density, we…
We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…
After recalling basic features of the theory of symmetric quasi regular Dirichlet forms we show how by applying it to the stochastic quantization equation, with Gaussian space-time noise, one obtains weak solutions in a large invariant set.…
First, we revisit functional It\^o/path-dependent calculus started by B. Dupire, R. Cont and D.-A. Fourni\'e, using the formulation of calculus via regularization. Relations with the corresponding Banach space valued calculus introduced by…
The paper reminds the basic ideas of stochastic calculus via regularizations in Banach spaces and its applications to the study of strict solutions of Kolmogorov path dependent equations associated with "windows" of diffusion processes. One…
In this paper, we investigate the Dirichlet problem on lower dimensional manifolds for a class of weighted elliptic equations with coefficients that are singular on such sets. Specifically, we study the problem \[\begin{cases} -{\rm…
Using the standard tools of Daniell-Stone integrals, Stone-\v{C}ech compactification and Gelfand transform, we discuss how any Dirichlet form defined on a measurable space can be transformed into a regular Dirichlet form on a locally…
This paper addresses the study and characterizations of variational convexity of extended-real-valued functions on Banach spaces. This notion has been recently introduced by Rockafellar, and its importance has been already realized and…
We derive a functional change of variable formula for {\it non-anticipative} functionals defined on the space of right continuous paths with left limits. The functional is only required to possess certain directional derivatives, which may…
The paper studies Dirichlet forms on the classical Wiener space and the Wiener space over non-compact complete Riemannian manifolds. The diffusion operator is almost everywhere an unbounded operator on the Cameron--Martin space. In…
This paper is devoted to the design and analysis of a numerical algorithm for approximating solutions of a degenerate cross-diffusion system, which models particular instances of taxis-type migration processes under local sensing…
The Hierarchical Dirichlet process is a discrete random measure serving as an important prior in Bayesian non-parametrics. It is motivated with the study of groups of clustered data. Each group is modelled through a level two Dirichlet…
This article generalises the concept of realised covariation to Hilbert-space-valued stochastic processes. More precisely, based on high-frequency functional data, we construct an estimator of the trace-class operator-valued integrated…
This paper presents a self-contained new theory of weak fractional differential calculus in one-dimension. The crux of this new theory is the introduction of a weak fractional derivative notion which is a natural generalization of integer…
We are concerned in this paper with the degenerate fractional diffusion advection equations posed in bounded domains. Due to a suitable formulation, we show the existence of weak entropy solutions for measurable and bounded initial and…
We solve a weakly singular integral equation by Laplace transformation over a finite interval of R. The equation is transformed into a Cauchy integral equation, whose resolution amounts to solving two Fredholm integral equations of the…
We exhibit differential geometric structures that arise in numerical methods, based on the construction of Cauchy sequences, that are currently used to prove explicitly the existence of weak solutions to functional equations. We describe…
A system of boundary-domain integral equations is derived from the bidimensional Dirichlet problem for the diffusion equation with variable coefficient using the novel parametrix from [22] different from the one in [5,18]. Mapping…
The suggested approach is based on a known representation of Dirichlet $L$-functions via the incomplete gamma functions. Some properties of the Taylor coefficients of the lower incomplete gamma function at infinity seem to be new.…