Related papers: Dual spaces of cadlag processes
In the paper we study two characteristics D^+ (A), D^\times (A) of a set A which play important role in recent results concerning sum-product phenomenon. Also we obtain several variants and improvements of the Balog-Wooley decomposition…
This paper is mainly concerned with the Cauchy problem for a generalized Camassa-Holm equation with analytic initial data. The analyticity of its solutions is proved in both variables, globally in space and locally in time. Then, we present…
In this paper, we study the quantitative unique continuation property of the second-order elliptic operators under the vanishing Neumann boundary condition over $C^{1,\alpha}$ or convex domains in two dimensions. We establish the optimal…
Starting with a transient irreducible diffusion process $X^0$ on a locally compact separable metric space $(D, d)$, one can construct a canonical symmetric reflected diffusion process $\bar X$ on a completion $D^*$ of $(D, d)$ through the…
Time-translation symmetry strongly constrains physical dynamics, yet systematic characterization for continuous-variable systems lags behind its discrete-variable counterpart. We close this gap by providing a rigorous classification of…
We study stochastic motion planning problems which involve a controlled process, with possibly discontinuous sample paths, visiting certain subsets of the state-space while avoiding others in a sequential fashion. For this purpose, we first…
In this paper, we establish the super Poincar\'e inequality for the two-parameter Dirichlet process when the partition number of the state space is finite. Furthermore, if the partition number is infinite, the super Poincar'e inequality…
For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…
The comparison of local characteristics of two random processes can shed light on periods of time or space at which the processes differ the most. This paper proposes a method that learns about regions with a certain volume, where the…
In this note we give a new sufficient condition for the boundedness of the composition operator on the Dirichlet-type space on the disc, via a two dimensional change of variables formula. With the same formula, we characterise the bounded…
A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison…
We prove that under certain mild moment and continuity assumptions, the $d$-dimensional Gaussian free field is the only stochastic process in $d\geq 2$ that is translation invariant, exhibits a certain scaling, and satisfies the usual…
This article investigates the phenomenon of maximal rigidity in spatial processes, where perfect interpolation of the process is possible from partial information, specifically, from its restriction to a strict subdomain, often resulting in…
We find all factorized duality functions for a class of interacting particle systems. The functions we recover are self-duality functions for interacting particle systems such as zero-range processes, symmetric inclusion and exclusion…
The paper studies a general norm minimization problem on a product of normed vector spaces. We establish dual necessary and sufficient optimality conditions and derive explicit formulas for the corresponding solution sets. These formulas…
We prove an analyticity result for the Dirichlet-Neumann operator under space periodic boundary conditions in any dimension in an unbounded domain with infinite depth. We derive an analytic bifurcation result of analytic Stokes waves --…
About forty years ago it was realized by several researchers that the essential features of certain objects of Probability theory, notably Gaussian processes and limit theorems, may be better understood if they are considered in settings…
We study Dirichlet series enumerating orbits of Cartesian products of maps whose orbit distributions are modelled on the distributions of finite index subgroups of free abelian groups of finite rank. We interpret Euler factors of such orbit…
Complex Ornstein-Uhlenbeck (OU) processes have various applications in statistical modelling. They play role e.g. in the description of the motion of a charged test particle in a constant magnetic field or in the study of rotating waves in…
The main contributions of this paper are three fold. First, our primary concern is to investigate a class of stochastic recursive delayed control problems which arise naturally with sound backgrounds but have not been well-studied yet. For…