Related papers: Ito-Wentzell-Lions formula for measure dependent r…
Wetterich's equation and corresponding flows of effective average actions are used frequently in theoretical physics to study the properties of quantum field theories. Under appropriate conditions, Wetterich's equation also holds for Radon…
In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…
In this paper, we study the stochastic Hamiltonian flow in Wasserstein manifold, the probability density space equipped with $L^2$-Wasserstein metric tensor, via the Wong--Zakai approximation. We begin our investigation by showing that the…
A principled method to obtain approximate solutions of general constrained integer optimization problems is introduced. The approach is based on the calculation of a mean field probability distribution for the decision variables which is…
An integer-valued moving average (INMA) model for count random fields is proposed and investigated. Closed-form expressions are derived for both its marginal distribution and spatial dependence structure, for arbitrary model order and also…
Conditional Kendall's tau is a measure of dependence between two random variables, conditionally on some covariates. We assume a regression-type relationship between conditional Kendall's tau and some covariates, in a parametric setting…
In this paper we study the structure of square integrable functionals measurable with respect to coalescing stochastic flows. The case of $L^2$ space generated by the process $\eta(\cdot)=w(\min(\tau,\cdot)),$ where $w$ is a Brownian motion…
Finite mixture models are an important tool in the statistical analysis of data, for example in data clustering. The optimal parameters of a mixture model are usually computed by maximizing the log-likelihood functional via the…
We prove quantitative estimates for flows of vector fields subject to anisotropic regularity conditions: some derivatives of some components are (singular integrals of) measures, while the remaining derivatives are (singular integrals of)…
The stochastic vacuum model description of a heavy meson is discussed in the context of a gauge invariant approach where Wilson loop expectation values appear naturally in the O($v^2$) spin-orbit Hamiltonian. These expectation values have…
In this paper we extend the DiPerna-Lions theory on ODEs with Sobolev vector fields to the setting of abstract Wiener spaces.
In this paper we introduce a new measure of conditional dependence between two random vectors ${\boldsymbol X}$ and ${\boldsymbol Y}$ given another random vector $\boldsymbol Z$ using the ball divergence. Our measure characterizes…
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds with boundary in Hilbert spaces for stochastic partial differential equations driven by Wiener processes and Poisson random…
We observe stationary random tessellations $X=\{\Xi_n\}_{n\ge1}$ in $\mathbb{R}^d$ through a convex sampling window $W$ that expands unboundedly and we determine the total $(k-1)$-volume of those $(k-1)$-dimensional manifold processes which…
Conditional Monte Carlo refers to sampling from the conditional distribution of a random vector X given the value T(X) = t for a function T(X). Classical conditional Monte Carlo methods were designed for estimating conditional expectations…
Based on the concept of manifold valued generalized functions we initiate a study of nonlinear ordinary differential equations with singular (in particular: distributional) right hand sides in a global setting. After establishing several…
We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…
This paper proposes a new mathematical formulation for flow measurement based on the inverse source problem for wave equations with partial boundary measurement. Inspired by the design of acoustic Doppler current profilers (ADCPs), we…
We study the Neumann and Dirichlet problems for the total variation flow in metric measure spaces. We prove existence and uniqueness of weak solutions and study their asymptotic behaviour. Furthermore, in the Neumann problem we provide a…
By using Malliavin calculus, Bismut type formulas are established for the Lions derivative of $P_tf(\mu):=\mathbb E f(X_t^\mu)$, where $t>0,$ $ f $ is a bounded measurable function, and $X_t^\mu$ solves a distribution dependent SDE with…