Related papers: Second Order Twist Contributions to the Balitsky-K…
In this paper, we establish some second order necessary/sufficient optimality conditions for optimal control problems of stochastic evolution equations in infinite dimensions. The control acts on both the drift and diffusion terms and the…
The purpose of this paper is to derive some pointwise second-order necessary conditions for stochastic optimal controls in the general case that the control variable enters into both the drift and the diffusion terms. When the control…
We discuss various estimates of the magnitude of higher-twist corrections to the Bjorken sum rule in polarized deep inelastic scattering.
We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities and give a stochastic representation to…
The higher twist contributions to the deeply inelastic structure functions $F_2^{p}(x,Q^2)$ and $F_2^{d}(x,Q^2)$ for larger values of the Bjorken variable $x$ are extracted extrapolating the {twist--2} contributions measured in the large…
Our main objective in this paper is to develop a second-order stochastic numerical method which generalizes the well-known deterministic TR-BDF2 scheme. Since most stochastic techniques used for approximating the solution of a stochastic…
The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the drift and…
Multiscale stochastic volatility models have been developed as an efficient way to capture the principle effects on derivative pricing and portfolio optimization of randomly varying volatility. The recent book Fouque, Papanicolaou, Sircar…
Focusing on two-level atoms, we apply the positive $P$ representation to a full-wave mixed bosonic and fermionic system of Jaynes-Cummings type and identify an advantageous degree of freedom in the choice of the involved nonorthogonal…
Higher twist corrections to the structure function F_2 at small x are studied for the case of a flat initial condition for the twist-two QCD evolution in the next-to-leading order approximation. We present an analytical parameterization of…
It was shown recently that stochastic quantization can be made into a well defined quantization scheme on (pseudo-)Riemannian manifolds using second order differential geometry, which is an extension of the commonly used first order…
We study the evolution of a N-body weakly interacting system of Bosons. Our work forms an extension of our previous paper I, in which we derived a second-order correction to a mean-field evolution law for coherent states in the presence of…
The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis approach. The control system is governed by a stochastic…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
Stochastic resetting has been a subject of considerable interest within statistical physics, both as means of improving completion times of complex processes such as searches and as a paradigm for generating nonequilibrium stationary…
We consider second-order evolution equations in an abstract setting with damping and time delay and give sufficient conditions ensuring exponential stability. Our abstract framework is then applied to the wave equation, the elasticity…
In this paper, we investigate two stochastic perturbations of the metamorphosis equations of image analysis, in the geometrical context of the Euler-Poincar\'e theory. In the metamorphosis of images, the Lie group of diffeomorphisms deforms…
We show sharpened forms of the concentration of measure phenomenon centered at first order stochastic expansions. The bound are based on second order difference operators and second order derivatives. Applications to functions on the…
We study a class of combinations of second order Riesz transforms on Lie groups that are multiply connected, composed of a discrete abelian component and a compact connected component. We prove sharp $L^{p}$ estimates for these operators,…
The twist--2 contributions to the polarized structure functions in deep inelastic lepton--hadron scattering are calculated including the exchange of weak bosons and using both the operator product expansion and the covariant parton model. A…