Related papers: Dual spaces of cadlag processes
We prove a characterization of the dual mixed volume in terms of functional properties of the polynomial associated to it. To do this, we use tools from the theory of multilinear operators on spaces of continuos functions. Along the way we…
A dual control problem is presented for the optimal stochastic control of a system governed by partial differential equations. Relationships between the optimal values of the original and the dual problems are investigated and two duality…
The paper concerns the second-order generalized differentiation theory of variational analysis and new applications of this theory to some problems of constrained optimization in finitedimensional spaces. The main attention is paid to the…
We consider optimal control problems for a wide class of bilateral obstacle problems where the control appears in a possibly nonlinear source term. The non-differentiability of the solution operator poses the main challenge for the…
We prove functional limit theorems for dynamical systems in the presence of clusters of large values which, when summed and suitably normalised, get collapsed in a jump of the limiting process observed at the same time point. To keep track…
This paper contains a study of multivariate second order stochastic mappings indexed by an abstract set $\Lambda$ in close connection to their operator covariance functions. The characterizations of the normal Hilbert module or of Hilbert…
For a class of coalescing stochastic flows on the real line the existence of dual flows is proved. A stochastic flow and its dual are constructed as a forward and backward perfect cocycles over the same metric dynamical system. The metric…
We show that under minimal assumptions, the intrinsic metric induced by a strongly local Dirichlet form induces a length space. A main input is a dual characterization of length spaces in terms of the property that the 1-Lipschitz functions…
We discuss various infinite-dimensional configuration spaces that carry measures quasiinvariant under compactly-supported diffeomorphisms of a manifold M corresponding to a physical space. Such measures allow the construction of unitary…
This work is motivated by the ECMWF CAMS reanalysis data, a valuable resource for researchers in environmental-related areas, as they contain the most updated atmospheric composition information on a global scale. Unlike observational data…
Skorokhod's J1 and M1 topologies are standard tools in proving limit theorems for stochastic processes. Motivated by applications, we extend these topologies so that they are capable of describing the convergence of a sequence of functions…
In this note some structural properties of grand variable exponent Lebesgue/ Morrey spaces over spaces of homogeneous type are obtained. In particular, it is proved that the closure of the class of bounded functions and the closure of…
A relationship between two sided discounted singular control problems and Dynkin games is established for real valued L\'evy processes. In addition, the solution of a two-sided ergodic singular control problem is obtained as the limit of…
This paper deals with some basic constructions of linear and multilinear algebra on finite-dimensional diffeological vector spaces. We consider the diffeological dual formally checking that the assignment to each space of its dual defines a…
In this article we derive Talagrand's $T_2$ inequality on the path space w.r.t. the maximum norm for various stochastic processes, including solutions of one-dimensional stochastic differential equations with measurable drifts, backward…
We show that dualization of Stueckelberg-like massive gauge theories and $B\wedge F$ models, follows form a general p-dualization of interacting theories in d spacetime dimensions. This is achieved by a particular choice of the external…
Integral representations are obtained of positive additive functionals on finite products of the space of continuous functions (or of bounded Borel functions) on a compact Hausdorff space. These are shown to yield characterizations of the…
Pluri-Lagrangian systems are variational systems with the multi-dimensional consistency property. This notion has its roots in the theory of pluriharmonic functions, in the Z-invariant models of statistical mechanics, in the theory of…
The present paper provides exact expressions for the probability distributions of linear functionals of the two-parameter Poisson--Dirichlet process $\operatorname {PD}(\alpha,\theta)$. We obtain distributional results yielding exact forms…
This is a short survey illustrating some of the essential aspects of the theory of canonical extensions. In addition some topological results about canonical extensions of lattices with additional operations in finitely generated varieties…