Related papers: On the strong convergence of multiple ordinary int…

The aim of this work is to provide the first strong convergence result of numerical approximation of a general time-fractional second order stochastic partial differential equation involving a Caputo derivative in time of order…

In weighted Orlicz type spaces ${\mathcal S}_{_{\scriptstyle \mathbf p,\,\mu}}$ with a variable summation exponent, the direct and inverse approximation theorems are proved in terms of best approximations of functions and moduli of…

For $f$ convex and increasing, we prove the inequality $ \int f(|U'|) \geq \int f(nT')$, every time that $U$ is a Sobolev function of one variable and $T$ is the non-decreasing map defined on the same interval with the same image measure as…

Suppose $B$ is a Brownian motion and $B^n$ is an approximating sequence of rescaled random walks on the same probability space converging to $B$ pointwise in probability. We provide necessary and sufficient conditions for weak and strong…

We consider the additive martingale $W_t(\lambda)$ and the derivative martingale $\partial W_t(\lambda)$ for one-dimensional supercritical super-Brownian motions with general branching mechanism. In the critical case $\lambda=\lambda_0$, we…

We consider a sequence of additive functionals {\phi_n}, set on a sequence of Markov chains {X_n} that weakly converges to a Markov process X. We give sufficient condition for such a sequence to converge in distribution, formulated in terms…

We characterize the family of continuous functions $f\in C([0,1])$ such that the iterates $\widehat{T}^{k}_{i} f$ converge uniformly on $[0,1]$, where $\widehat{T}_i$ is a generalized Kantorovich operator. This gives an affirmative answer…

Any decomposition of the total trajectory entropy production for Markovian systems has a joint probability distribution satisfying a generalized detailed fluctuation theorem, when all the contributing terms are odd with respect to time…

Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…

We investigate the regular convergence of the $m$-multiple series $$\sum^\infty_{j_1=0} \sum^\infty_{j_2=0}...\sum^\infty_{j_m=0} \ c_{j_1, j_2,..., j_m}\leqno(*)$$ of complex numbers, where $m\ge 2$ is a fixed integer. We prove Fubini's…

In this paper we present results on asymptotic characteristics of multivariate function classes in the uniform norm. Our main interest is the approximation of functions with mixed smoothness parameter not larger than $1/2$. Our focus will…

Let $\mm_n, n=0,1,...$ be the supercritical branching random walk, in which the number of direct descendants of one individual may be infinite with positive probability. Assume that the standard martingale $W_n$ related to $\mm_n$ is…

This case study proposes robustness quantifications of many classical sample path properties of Brownian motion in terms of the (mean) deviation frequencies along typical a.s.~approximations. This includes L\'evy's construction of Brownian…

We consider the ordinary differential equation (ODE) $dx_{t} =b(t,x_{t} ) dt+ dw_{t}$ where $w$ is a continuous driving function and $b$ is a time-dependent vector field which possibly is only a distribution in the space variable. We…

We give a general method to obtain from the integral restrictions of functions sharp pointwise and uniform estimates of these functions. This scheme is illustrated by the examples for Fock\,--\,Bargmann spaces of entire functions of several…

In a recent article Lanconelli and Scorolli (2021) extended to the multidimensional case a Wong-Zakai-type approximation for It\^o stochastic differential equations proposed by \Oksendal and Hu (1996). The aim of the current paper is to…

In this paper we study the existence and uniqueness of the strong solution of following d dimensional stochastic differential equation (SDE) driven by Brownian motion: dX(t)=b(t,X(t))dt+a(t,X(t))dB(t), X(0)= x, where B is a d-dimensional…

We consider the family of multiplicative Brownian motions $G_{\lambda,\tau}$ on the general linear group introduced by Driver-Hall-Kemp. They are parametrized by the real variance $\lambda\in \mathbb{R}$ and the complex covariance $\tau \in…

In this small note we explicit the relation between Ito and Stratonovich integrals when conditional measure flow components are present in the integrands. The `correction' term involves Lions-type measure derivatives and clarifies which…

We prove a representation for the support of McKean Vlasov Equations. To do so, we construct functional quantizations for the law of Brownian motion as a measure over the (non-reflexive) Banach space of H\"older continuous paths. By solving…