Related papers: Infinite dimensional weak Dirichlet processes and …

As objects of study in functional analysis, Hilbert spaces stand out as special objects of study as do nuclear spaces in view of a rich geometrical structure they possess as Banach and Frechet spaces, respectively. On the other hand, there…

We consider systems of stochastic differential equations of the form \[ \d X_t^i = \sum_{j=1}^d A_{ij}(X_{t-}) \d Z_t^j\] for $i=1,\dots,d$ with continuous, bounded and non-degenerate coefficients. Here $Z_t^1,\dots,Z_t^d$ are independent…

The present paper is intended to provide the basis for the study of weakly differentiable functions on rectifiable varifolds with locally bounded first variation. The concept proposed here is defined by means of integration by parts…

Let $\mathscr{H}^2$ denote the space of ordinary Dirichlet series with square summable coefficients, and let $\mathscr{H}^2_0$ denote its subspace consisting of series vanishing at $+\infty$. We investigate the weak product spaces…

We present examples of holomorphic functions that vanish to in- finite order at points at the boundary of their domain of definition. They give rise to examples of Dirichlet minimizing Q-valued functions indicating that "higher"-regularity…

The present document is the draft of a book which presents an introduction to infinite-dimensional differential geometry beyond Banach manifolds. As is well known the usual calculus breaks down in this setting. Hence, we replace it by the…

Incremental methods are widely utilized for solving finite-sum optimization problems in machine learning and signal processing. In this paper, we study a family of incremental methods -- including incremental subgradient, incremental…

We study the elliptic equation with a line Dirac delta function as the source term subject to the Dirichlet boundary condition in a two-dimensional domain. Such a line Dirac measure causes different types of solution singularities in the…

In this paper, we study the weak convergence of the integrated periodogram indexed by classes of functions for linear processes with symmetric $\alpha$-stable innovations. Under suitable summability conditions on the series of the Fourier…

We establish an explicit expression for the conditional Laplace transform of the integrated Volterra Wishart process in terms of a certain resolvent of the covariance function. The core ingredient is the derivation of the conditional…

In this manuscript, we aim to establish global existence of weak solutions with higher regularity to the compressible Navier-Stokes equations under no-slip boundary conditions. Though Lions\cite{L1} and Feireisl\cite{F1} have established…

We consider decoupling inequalities for random variables taking values in a Banach space $X$. We restrict the class of distributions that appear as conditional distributions while decoupling and show that each adapted process can be…

In this paper we are interested in the numerical approximation of the marginal distributions of the Hilbert space valued solution of a stochastic Volterra equation driven by an additive Gaussian noise. This equation can be written in the…

This article deals with IDT processes, i.e. processes which are infinitely divisible with respect to time. Given an IDT process $(X_{t},\,t\geq0)$, there exists a unique (in law) L\'evy process $(L_{t}; t\geq0)$ which has the same…

We study superdevelopments in the weak lambda calculus of Cagman and Hindley, a confluent variant of the standard weak lambda calculus in which reduction below lambdas is forbidden. In contrast to developments, a superdevelopment from a…

The goal of this article is to investigate infinite dimensional affine diffusion processes on the canonical state space. This includes a derivation of the corresponding system of Riccati differential equations and an existence proof for…

We study a class of infinite-dimensional singular stochastic control problems with applications in economic theory and finance. The control process linearly affects an abstract evolution equation on a suitable partially-ordered…

We survey general properties of multiplicative arithmetic functions of several variables and related convolutions, including the Dirichlet convolution and the unitary convolution. We introduce and investigate a new convolution, called gcd…

The fast diffusion equation is analyzed on a bounded domain with Dirichlet boundary conditions, for which solutions are known to extinct in finite time. We construct invariant manifolds that provide a finite-dimensional approximation near…

We introduce a class of group endomorphisms -- those of finite combinatorial rank -- exhibiting slow orbit growth. An associated Dirichlet series is used to obtain an exact orbit counting formula, and in the connected case this series is…