Related papers: Stopping time convergence for processes associated…

We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…

There exists a simple, didactically useful one-to-one relationship between stopping times and adapted c\`agl\`ad (LCRL) processes that are non-increasing and take the values 0 and 1 only. As a consequence, stopping times are always hitting…

For optimal stopping problems with time-inconsistent preference, we measure the inherent level of time-inconsistency by taking the time needed to turn the naive strategies into the sophisticated ones. In particular, when in a repeated…

We propose a method based on continuous time Markov chain approximation to compute the distribution of Parisian stopping times and price Parisian options under general one-dimensional Markov processes. We prove the convergence of the method…

In this paper we consider the model of phase relaxation introduced in [22], where an asymptotic analysis is performed toward an integral formulation of the Stefan problem when the relaxation parameter approaches zero. Assuming the natural…

In this paper we study the continuous dependence with respect to obstacles for obstacle problems with measure data. This is deeply investigated introducing a suitable type of convergence, which gives stability under very general hypotheses.…

A general sufficient condition for the convergence of subsequences of solutions of non-autonomous, nonlinear difference equations and systems is obtained. For higher order equations the delay sizes and patterns play essential roles in…

We prove a new result in the area of hitting time statistics. Currently, there is a lot of papers showing that the first entry times into cylinders or balls are often faster than the Birkhoff's Ergodic Theorem would suggest. We provide an…

In this paper we explore the discretization of Euler-Poincar\'e-Suslov equations on $SO(3)$, i.e. of the Suslov problem. We show that the consistency order corresponding to the unreduced and reduced setups, when the discrete reconstruction…

This article presents a derivation of analytical predictions for steady-state distributions of netto time gaps among clusters of vehicles moving inside a traffic stream. Using the thermodynamic socio-physical traffic model with short-ranged…

We deal with random processes obtained from a homogeneous random process with independent increments by replacement of the time scale and by multiplication by a norming constant. We prove the convergence in distribution of these processes…

Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables.

Recent work has led to the development of an elegant theory of Linearly Solvable Markov Decision Processes (LMDPs) and related Path-Integral Control Problems. Traditionally, MDPs have been formulated using stochastic policies and a control…

In the investigation of limits of Markov chains, the presence of states which become instantaneous states in the limit may prevent the convergence of the chain in the Skorohod topology. We present in this article a weaker topology adapted…

We describe the first convergent numerical method to determine static black hole solutions (with S^3 horizon) in 5d compactified spacetime. We obtain a family of solutions parametrized by the ratio of the black hole size and the size of the…

Recently, J. D. Lawson encouraged the domain theory community to consider the scientific program of developing domain theory in the wider context of $T_0$ spaces instead of restricting to posets. In this paper, we respond to this calling…

Stopping times are used in applications to model random arrivals. A standard assumption in many models is that they are conditionally independent, given an underlying filtration. This is a widely useful assumption, but there are…

One way of improving the behavior of finite element schemes for classical, time-dependent Maxwell's equations, is to render them from their hyperbolic character to elliptic form. This paper is devoted to the study of the stabilized linear…

In this article, we investigate the convergence behavior of two classes of gathering protocols with fixed circulant topologies using tools from dynamical systems. Given a fixed number of mobile entities moving in the Euclidean plane, we…

An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved under general conditions. Moreover, the rate of almost sure…