Related papers: Martingale-coboundary decomposition for stationary…

We are interested in numerical algorithms for computing the electrical field generated by a charge distribution localized on scale $\ell$ in an infinite heterogeneous medium, in a situation where the medium is only known in a box of…

This paper investigates asymptotic properties of multifractal products of random fields. The obtained limit theorems provide sufficient conditions for the convergence of cumulative fields in the spaces $L_q.$ New results on the rate of…

Using changes of probability measure developed by \mbox{Grama} and Haeusler (Stochastic Process.\ Appl., 2000), we obtain two generalizations of the deviation inequalities of Lanzinger and Stadtm\"{u}ller (Stochastic Process.\ Appl., 2000)…

We study the $c=-2$ model of logarithmic conformal field theory in the presence of a boundary using symplectic fermions. We find boundary states with consistent modular properties. A peculiar feature of this model is that the vacuum…

We show that the classical $A_{\infty}$ condition is not sufficient for a lower square function estimate in the non-homogeneous weighted $L^2$ space. We also show that under the martingale $A_2$ condition, an estimate holds true, but the…

A consistent, local coordinate formulation of covariant Hamiltonian field theory is presented. Whereas the covariant canonical field equations are equivalent to the Euler-Lagrange field equations, the covariant canonical transformation…

For a bounded weak Lipschitz domain we show the so called `Maxwell compactness property', that is, the space of square integrable vector fields having square integrable weak rotation and divergence and satisfying mixed tangential and normal…

This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…

We prove limit theorems for cylindrical martingale problems associated to L\'evy generators. Furthermore, we give sufficient and necessary conditions for the Feller property of well-posed problems with continuous coefficients. We discuss…

Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Holder continuous and allowed to grow linearly in the spatial variable…

We are given a uniformly elliptic coefficient field that we regard as a realization of a stationary and finite-range (say, range unity) ensemble of coefficient fields. Given a (deterministic) right-hand-side supported in a ball of size…

We give sufficient conditions on the underlying filtration such that all totally inaccessible stopping times have compensators which are absolutely continuous. If a semimartingale, strong Markov process X has a representation as a solution…

We give sufficient conditions for the bounded law of the iterated logarithms for strictly stationary random fields when the summation is done on rectangle. The study is done by the control of an appropriated maximal function. The case of…

In this paper, we establish an exponential inequality for random fields, which is applied in the context of convergence rates in the law of large numbers and H\"olderian weak invariance principle.

Let $M$ be a smooth manifold with boundary $\partial M$ and bounded geometry, $\partial_D M \subset \partial M$ be an open and closed subset, $P$ be a second order differential operator on $M$, and $b$ be a first order differential operator…

This paper provides necessary and sufficient conditions of optimality for variational problems that deal with a fractional derivative with respect to another function. Fractional Euler--Lagrange equations are established for the fundamental…

We introduce sufficient conditions on discrete singular integral operators for their maximal truncations to satisfy a sparse bound. The latter imply a range of quantitative weighted inequalities, which are new. As an application, we prove…

We study the stationary Wigner equation on a bounded, one-dimensional spatial domain with inflow boundary conditions by using the parity decomposition in (Barletti and weifel, Trans. Theory Stat. Phys., 507--520, 2001). The decomposition…

We show new upper bounds for permanents and hafnians, which are particularly useful for complex matrices. Multidimensional permanents and hyperhafnians are considered as well. The permanental bounds improve on a Hadamard type inequality of…

For general absorbed Markov processes $(X_t)_{0\leq t<\tau_{\partial}}$ having a quasi-stationary distribution (QSD) $\pi$ and absorption time $\tau_{\partial}$, we introduce a Dobrushin-type criterion providing for exponential convergence…