Related papers: The self-normalized Donsker theorem revisited
The paper is devoted to the study of nonlinear stochastic Schr\"{o}dinger equations driven by standard cylindrical Brownian motions (NSSEs) arising from the unraveling of quantum master equations. Under the Born--Markov approximations, this…
Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. We pay special attention to the case of trigonometric polynomials with frequencies from an arbitrary finite set…
We prove a superposition principle for nonlinear Fokker-Planck-Kolmogorov equations on Euclidean spaces and their corresponding linearized first-order continuity equation over the space of Borel (sub-)probability measures. As a consequence,…
In this paper we generalize Poletsky's classical theorem to a situation where the kernel of Poisson functional is not upper semicontinuous. We give a characterization of thinness of a subset at a point in $\C^n$ in term of analytic discs.
The paper is devoted to discretization of integral norms of functions from a given finite dimensional subspace. Even though this problem is extremely important in applications, its systematic study has begun recently. In this paper we…
Let $\{u(t\,, x)\}_{(t, x)\in \mathbb{R}_+\times \mathbb{R}}$ be the density of one-dimensional super-Brownian motion starting from Lebesgue measure. Using the Laplace functional of super-Brownian motion, we prove that as $N\to \infty$, the…
This letter aims at justifying the stochastic equations in terms of the number density variable, which are still controversial, via complementing Dean's approach [Dean D S 1996 {\itshape J. Phys. A} {\bf 29} L613]. Our course is twofold:…
We prove the Plancherel formula for spherical Schwartz functions on a reductive symmetric space. Our starting point is an inversion formula for spherical smooth compactly supported functions. The latter formula was earlier obtained from the…
This article deals with kinetic Fokker-Planck equations with essentially bounded coefficients. A weak Harnack inequality for non-negative super-solutions is derived by considering their Log-transform and following S. N. Kruzhkov (1963).…
Several theories have been proposed to generalise the concept of analytic continuation to holomorphic functions of the disc for which the circle is a natural boundary. Elaborating on Breuer-Simon's work on "right limits" of power series,…
We present an abstract form of the Pr\'ekopa-Leindler inequality that includes several known -and a few new- related functional inequalities on Euclidean spaces. The method of proof and also the formulation of the new inequalities are based…
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic…
In 1992, M. Wschebor proved a theorem on the convergence of small increments of the Brownian motion. Since then, it has been extended to various processes. We prove a version of this theorem for the Hermitian Brownian motion and the free…
In this paper, we consider Dunkl theory on R^d associated to a finite reflection group. This theory generalizes classical Fourier anal- ysis. First, we give for 1 < p <= 2, sufficient conditions for weighted Lp-estimates of the Dunkl…
A new modulus of smoothness based on the Euler angles is introduced on the unit sphere and is shown to satisfy all the usual characteristic properties of moduli of smoothness, including direct and inverse theorem for the best approximation…
We investigate actions of locally compact Abelian (LCA) groups on the torus $\mathbb{T}^n$, motivated by their close connection with Diophantine approximation. While Kronecker's theorem yields a classical density result, we prove a stronger…
The regularization of a new problem, namely the three-body problem, using 'similar' coordinate system is proposed. For this purpose we use the relation of 'similarity', which has been introduced as an equivalence relation in a previous…
We show that a sequence of stochastic spatial Lotka-Volterra models, suitably rescaled in space and time, converges weakly to super-Brownian motion with drift. The result includes both long range and nearest neighbor models, the latter for…
We show that certain statements related to the Fourier-Walsh expansion of functions with respect to a biased measure on the discrete cube can be deduced from the respective results for the uniform measure by a simple reduction. In…
We derive new limit theorems for Brownian motion, which can be seen as non-exponential analogues of the large deviation theorems of Sanov and Schilder in their Laplace principle forms. As a first application, we obtain novel scaling limits…