Related papers: Grilliot's trick in Nonstandard Analysis
The paper is a contribution both to the theoretical foundations and to the actual construction of efficient automatizable proof procedures for non-classical logics. We focus here on the case of finite-valued logics, and exhibit: (i) a…
This paper presents a novel generic asymptotic expansion formula of expectations of multidimensional Wiener functionals through a Malliavin calculus technique. The uniform estimate of the asymptotic expansion is shown under a weaker…
We present Nonstandard Analysis by three axioms: the {\em Extension, Transfer and Saturation Principles} in the framework of the superstructure of a given infinite set. We also present several applications of this axiomatic approach to…
Existence and uniqueness results for the solution of the Gibbs-type formula from non-extensive mechanics are derived rigorously. A new conditional extremal problem is proposed to get in a more simple way the Gibbs-type formula itself.
In the cryptanalysis of stream ciphers and pseudorandom sequences, the notions of linear, jump, and 2-adic complexity arise naturally to measure the (non)randomness of a given string. We define an isometry K on F_q^\infty that is the…
The principle of smooth fit is probably the most used tool to find solutions to optimal stopping problems of one-dimensional diffusions. It is important, e.g., in financial mathematical applications to understand in which kind of models and…
A peculiar feature of It\^o's calculus is that it is an integral calculus that gives no explicit derivative with a systematic differentiation theory counterpart, as in elementary calculus. So, can we define a pathwise stochastic derivative…
We study the expressive power of subrecursive probabilistic higher-order calculi. More specifically, we show that endowing a very expressive deterministic calculus like G\"odel's $\mathbb{T}$ with various forms of probabilistic choice…
The aim of this paper is to highlight a hitherto unknown computational aspect of Nonstandard Analysis pertaining to Reverse Mathematics (RM). In particular, we shall establish RM-equivalences between theorems from Nonstandard Analysis in a…
In this paper, we study the generalization performance of min $\ell_2$-norm overfitting solutions for the neural tangent kernel (NTK) model of a two-layer neural network with ReLU activation that has no bias term. We show that, depending on…
In this paper, we develop a class of samplers for the diffusion model using the operator-splitting technique. The linear drift term and the nonlinear score-driven drift of the probability flow ordinary differential equation are split and…
Twist operators implement symmetries in bounder regions of the space. Standard twists are a special class of twists constructed using modular tools. The twists corresponding to translations have interesting special properties. They can move…
We propose a new test to determine whether jumps are present in asset returns or other discretely sampled processes. As the sampling interval tends to 0, our test statistic converges to 1 if there are jumps, and to another deterministic and…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
Cut-elimination is the bedrock of proof theory with a multitude of applications from computational interpretations to proof analysis. It is also the starting point for important meta-theoretical investigations including decidability,…
Jump diffusion processes are widely used to model asset prices over time, mainly for their ability to capture complex discontinuous behavior, but inference on the model parameters remains a challenge. Here our goal is posterior inference on…
This article proposes a link between statistics and the theory of Dirichlet forms used to compute errors. The error calculus based on Dirichlet forms is an extension of classical Gauss' approach to error propagation. The aim of this paper…
We develop and investigate a test for jumps based on high-frequency observations of a fractional process with an additive jump component. The Hurst exponent of the fractional process is unknown. The asymptotic theory under infill…
In applications the properties of a stochastic feature often change gradually rather than abruptly, that is: after a constant phase for some time they slowly start to vary. In this paper we discuss statistical inference for the detection…
Tennenbaum's theorem states that PA does not admit any nonstandard computable model. In 2022, Pakhomov proved that this theorem is fragile in regards to how PA is expressed, by constructing a theory that is definitionally equivalent to PA…