Related papers: The self-normalized Donsker theorem revisited
Uniformization theory of Gromov hypebolic spaces investigated by Bonk, Heinonen and Koskela, generalizes the case where a classical Poincar\'e ball type model is used as the starting point. In this paper, we develop this approach in the…
We first establish a general random Sperner lemma by presenting a completely new approach for the theory of $L^{0}$-simplicial subdivisions of $L^{0}$-simplexes. Based on this, we are able to achieve a new complete proof of the random…
Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…
In this paper by calculating carefully the capacities (defined by high order Sobolev norms on the Wiener space) for some functions of Brownian motion, we show that the dyadic approximations of the sample paths of the Brownian motion…
From the perspective of the theory of operator semigroups, we reflect back on the classical theorem of Portenko devoted to approximation of skew Brownian motion. The theorem says that by concentrating the power of drift of a diffusion…
We study structural relaxation of colloidal hard spheres undergoing Brownian motion using dynamical density functional theory. Contrary to the partial linearization route [Stopper {\em et al.}, Phys. Rev. E {\bf 92}, 022151 (2015)] which…
In the paper, we introduce the notion of a local regular supermartingale relative to a convex set of equivalent measures and prove for it an optional Doob decomposition in the discrete case. This Theorem is a generalization of the famous…
In this note we provide a quick proof of the Sklar's Theorem on the existence of copulas by using the generalized inverse functions as in the one dimensional case, but a little more sophisticated.
We prove a generalization of the classical Poincar\'e--Birkhoff theorem for Liouville domains, in arbitrary even dimensions. This is inspired by the existence of global hypersurfaces of section for the spatial case of the restricted…
Methods for proving functional limit laws are developed for sequences of stochastic processes which allow a recursive distributional decomposition either in time or space. Our approach is an extension of the so-called contraction method to…
In this work, we revisit the study by M. E. Schonbek [11] concerning the problem of existence of global entropic weak solutions for the classical Boussinesq system, as well as the study of the regularity of these solutions by C. J. Amick…
The paper concerns the uniform polynomial approximation of a function $f$, continuous on the unit Euclidean sphere of ${\mathbb R}^3$ and known only at a finite number of points that are somehow uniformly distributed on the sphere. First we…
The goal of this paper is to study weak solutions of the Fokker-Planck equation. We first discuss existence and uniqueness of weak solutions in an irregular context, providing a unified treatment of the available literature along with some…
We discuss a procedure to simplify the Landau potential, based on Michel's reduction to orbit space and Poincar\'e normalization procedure; and illustrate it by concrete examples. The method makes use, as in Poincar\'e theory, of a chain of…
We study the convergence of centered and normalized sums of i.i.d. random elements of the space $\mathcal{D}$ of c{{\'a}}dl{{\'a}}g functions endowed with Skorohod's $J\_1$ topology, to stable distributions in $\mathcal D$. Our results are…
Let (S(t)) be a one-parameter family S = (S(t)) of positive integral operators on a locally compact space L. For a possibly non-uniform partition of [0,1] define a measure on the path space C([0,1],L) by using a) S(dt) for the transition…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
We give a self-contained presentation of a novel approach to a construction of spherical harmonic expansions on the unit sphere in $\NC^n$. We derive a new formula for coefficients of the expansion of a smooth zonal function defined on the…
In order to provide a local description of a regular function in a small neighbourhood of a point $x$, it is sufficient by Taylor's theorem to know the value of the function as well as all of its derivatives up to the required order at the…