Related papers: Limit theorems for singular Skorohod integrals
We establish sharp estimates for the convergence rate of the Kranosel'ski\v{\i}-Mann fixed point iteration in general normed spaces, and we use them to show that the asymptotic regularity bound recently proved in [11] (Israel Journal of…
The integral monodromy on the Milnor lattice of an isolated quasihomogeneous singularity is subject of an almost untouched conjecture of Orlik from 1972. We prove this conjecture for all iterated Thom-Sebastiani sums of chain type…
We study the ergodic and statistical properties of a class of maps of the circle and of the interval of Lorenz type which present indifferent fixed points and points with unbounded derivative. These maps have been previously investigated in…
The dominated convergence theorem implies that if (f_n) is a sequence of functions on a probability space taking values in the interval [0,1], and (f_n) converges pointwise a.e., then the sequence of integrals converges to the integral of…
For stochastic implicit Taylor methods that use an iterative scheme to compute their numerical solution, stochastic B--series and corresponding growth functions are constructed. From these, convergence results based on the order of the…
In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…
We use generalized Ray-Knight theorems introduced by B\'alint T\'oth in 1996 together with techniques developed for excited random walks as main tools for establishing positive and negative results concerning convergence of some classes of…
We are concerned with averaging theorems for $\epsilon$-small stochastic perturbations of integrable equations in $\mathbb{R}^d \times \mathbb{T}^n =\{(I,\varphi)\}$ $$ \dot I(t) =0,\quad \dot \varphi(t) = \theta(I), \qquad (1)$$ and in…
We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…
In this paper we present splitting methods which are based on iterative schemes and applied to stochastic nonlinear Schroedinger equation. We will design stochastic integrators which almost conserve the symplectic structure. The idea is…
In this paper, the asymptotic behavior of sequences of successive Steiner and Minkowski symmetrizations is investigated. We state an equivalence result between the convergences of those sequences for Minkowski and Steiner. Moreover, in the…
We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order…
In this paper, we investigate the asymptotic stability of finite-dimensional stochastic integrable Hamiltonian systems via information entropy. Specifically, we establish the asymptotic vanishing of Shannon entropy difference (with…
We study the asymptotic behaviour of the classical Dedekind sums $s(s_k/t_k)$ for the sequence of convergents $s_k/t_k$ $k\ge 0$, of the transcendental number \BD \sum_{j=0}^\infty\frac {1}{b^{2^j}},\ b\ge 3. \ED In particular, we show that…
Given a L\'evy process $L$, we consider the so-called statistical Skorohod embedding problem of recovering the distribution of an independent random time $T$ based on i.i.d. sample from $L_{T}.$ Our approach is based on the genuine use of…
One discusses a problem of asymptotical behavior for some operators in a general theory of pseudo differential equations on manifolds with borders. Using the distribution theory one obtains certain explicit representations for these…
Recently, an explicit, recursive formula for the all-loop integrand of planar scattering amplitudes in N=4 SYM has been described, generalizing the BCFW formula for tree amplitudes, and making manifest the Yangian symmetry of the theory.…
It is well known and readily seen that the maximum of $n$ independent and uniformly on $[0,1]$ distributed random variables, suitably standardised, converges in total variation distance, as $n$ increases, to the standard negative…
Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…
We encode the variation structure of a quasihomogeneous polynomial with an isolated singularity as introduced by Nemethi in a set of spectral flows of the signature operator on the Milnor bundle by varying global elliptic boundary…