Related papers: The stochastic value function on metric measure sp…

In this paper, we study a stochastic recursive optimal control problem in which the value functional is defined by the solution of a backward stochastic differential equation (BSDE) under $\tilde{G}$-expectation. Under standard assumptions,…

Consider a BV function on a Riemannian manifold. What is its differential? And what about the Hessian of a convex function? These questions have clear answers in terms of (co)vector/matrix valued measures if the manifold is the Euclidean…

We define a stochastic variant of the proximal point algorithm in the general setting of nonlinear (separable) Hadamard spaces for approximating zeros of the mean of a stochastically perturbed monotone vector field and prove its convergence…

We study a category of probability spaces and measure-preserving Markov kernels up to almost sure equality. This category contains, among its isomorphisms, mod-zero isomorphisms of probability spaces. It also gives an isomorphism between…

In this article, we introduce the space $D([0,1];D)$ of functions defined on $[0,1]$ with values in the Skorohod space $D$, which are right-continuous and have left limits with respect to the $J_1$ topology. This space is equipped with the…

We present symbolic and numerical methods for computing Poisson brackets on the spaces of measures with positive densities of the plane, the 2-torus, and the 2-sphere. We apply our methods to compute symplectic areas of finite regions for…

We derive unique Banach-valued solutions to stochastic Volterra equations with random coefficients that may depend on pure chance and involve singular kernels. In particular, for controlled and distribution-dependent coefficients these…

We consider an infinite horizon discounted optimal control problem for piecewise deterministic Markov processes, where a piecewise open-loop control acts continuously on the jump dynamics and on the deterministic flow. For this class of…

Let $h^\infty_v(\mathbf D)$ and $h^\infty_v(\mathbf B)$ be the spaces of harmonic functions in the unit disk and multi-dimensional unit ball which admit a two-sided radial majorant $v(r)$. We consider functions $v $ that fulfill a doubling…

We propose a stochastic collocation method based on the piecewise constant interpolation on the probability space combined with a finite volume method to solve the compressible Navier-Stokes system at the nodal points. We show convergence…

We show existence of an invariant probability measure for a class of functional McKean-Vlasov SDEs by applying Kakutani's fixed point theorem to a suitable class of probability measures on a space of continuous functions. Unlike some…

We consider the space of functions almost in $L_p$ and endow it with the topology of asymptotic $L_p$-convergence. This yields a completely metrizable topological vector space which, on finite measure spaces, coincides with the space of…

Recently the characterization of the compactness in the space $BV([0,1])$ of functions of bounded Jordan variation was given. Here, certain generalizations of this result are given for the spaces of functions of bounded Waterman…

In this note we show how to adjust some proofs of Koskela et. al 2003 and Jiang 2011 in order to show that in certain spaces $(X,d,\mu)$, like $RCD(K,N)$-spaces, every Sobolev function with local $L^{p}$-Laplacian and $p>\dim\mu$ is locally…

Given two measurable functions $V(r)\geq 0$ and $K(r)> 0$, $r>0$, we define the weighted spaces \[ H_V^1 = \{u \in D^{1,2}(\mathbb{R}^N): \int_{\mathbb{R}^N}V(|x|)u^{2}dx < \infty \}, \quad L_K^q = L^q(\mathbb{R}^N,K(|x|)dx) \] and study…

For a compact set $K\subset \mathbb C,$ a finite positive Borel measure $\mu$ on $K,$ and $1 \le t < \i,$ let $\text{Rat}(K)$ be the set of rational functions with poles off $K$ and let $R^t(K, \mu)$ be the closure of $\text{Rat}(K)$ in…

Stochastic Variational Method (SVM) is the generalization of the variation method to the case with stochastic variables. In the series of papers, we investigate the applicability of SVM as an alternative field quantization scheme. Here, we…

This article studies statistical estimation of $\pi$ based on the fact that the ratio of the volumes of a $d$-dimensional hypersphere and a $d$-dimensional hypercube is a certain function of $\pi$, and the function depends on the dimension…

In this paper we study an optimization problem in which the control is information, more precisely, the control is a $\sigma$-algebra or a filtration. In a dynamic setting, we establish the dynamic programming principle and the law…

We introduce a new class $\mathcal{FV}(\Omega,E)$ of spaces of weighted functions on a set $\Omega$ with values in a locally convex Hausdorff space $E$ which covers many classical spaces of vector-valued functions like continuous, smooth,…