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The constructive martingale representation theorem of functional It\^o calculus is extended, from the space of square integrable martingales, to the space of local martingales. The setting is that of an augmented filtration generated by a…

Probability · Mathematics 2018-12-11 Kristoffer Lindensjö

We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…

Statistics Theory · Mathematics 2025-04-09 Moritz Jirak , Alois Kneip , Alexander Meister , Mario Pahl

Local estimates of the maximal curvatures of admissible spacelike hypersurfaces in de Sitter space for k-symmetric curvature functions are obtained. They depend on interior and boundary data.

Differential Geometry · Mathematics 2022-02-08 Daniel Ballesteros-Chávez

Let $\mathcal{L}$ be the infinitesimal generator of an analytic semigroup $\big\{e^{-t\mathcal L}\big\}_{t>0}$ satisfying the Gaussian upper bounds. For given $0<\alpha<n$, let $\mathcal L^{-\alpha/2}$ be the generalized fractional integral…

Classical Analysis and ODEs · Mathematics 2025-04-24 Cong Chen , Hua Wang

The aim of this note is to prove a representation theorem for left--invariant functionals in Carnot groups. As a direct consequence, we can also provide a $\Gamma$-convergence result for a smaller class of functionals.

Analysis of PDEs · Mathematics 2023-04-21 Alberto Maione , Eugenio Vecchi

Recently, Kayumov \cite{K} obtained a sharp estimate for the $n$-th truncated area functional for normalized functions in the Bloch space for $n\le 5$ and then, together with Wirths \cite{KW1}, extended the result for $n=6$. We prove that…

Complex Variables · Mathematics 2023-07-28 Iason Efraimidis , Alejandro Mas , Dragan Vukotić

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…

Probability · Mathematics 2020-02-28 Pierre M. Blacque-Florentin , Rama Cont

Many elliptic boundary value problems exhibit an interior regularity property, which can be exploited to construct local approximation spaces that converge exponentially within function spaces satisfying this property. These spaces can be…

Numerical Analysis · Mathematics 2025-07-04 S. Aziz , M. Bauer , M. Bebendorf , T. Rau

In this paper we establish square-function estimates on the double and single layer potentials for divergence-form elliptic operators, of arbitrary even order 2m, with variable t-independent coefficients in the upper half-space. This…

Analysis of PDEs · Mathematics 2015-08-21 Ariel Barton , Steve Hofmann , Svitlana Mayboroda

In this paper, we establish an anisotropic version of Campanato Theorem and show that the anisotropic Bessel spaces are continuously embedded in the spaces of Holder continuous functions. As an application of this embedding, we build…

Analysis of PDEs · Mathematics 2025-05-27 H. Hajaiej , R. Leitao

We propose a simple estimator that allows to calculate the absolute value of a system's partition function from a finite sampling of its canonical ensemble. The estimator utilizes a volume correction term to compensate the effect that the…

Statistical Mechanics · Physics 2024-09-05 Ying-Chih Chiang , Frank Otto , Jonathan W. Essex

We construct two bounded functional calculi for sectorial operators on Banach spaces, which enhance the functional calculus for analytic Besov functions, by extending the class of functions, generalizing and sharpening estimates, and…

Functional Analysis · Mathematics 2021-08-03 Charles Batty , Alexander Gomilko , Yuri Tomilov

In this paper we develop generalized d'Alembert's formulas for abstract fractional integro-differential equations and fractional differential equations on Banach spaces. Some examples are given to illustrate our abstract results, and the…

Functional Analysis · Mathematics 2018-08-30 Cheng-Gang Li , Miao Li , Sergey Piskarev , Mark M. Meerschaert

We review higher order tangent spaces and influence functions and their use to construct minimax efficient estimators for parameters in high-dimensional semiparametric models.

Methodology · Statistics 2015-02-04 Aad van der Vaart

We prove quadratic eigenvalue perturbation bounds for generalized Hermitian eigenvalue problems. The bounds are proportional to the square of the norm of the perturbation matrices divided by the gap between the spectrums. Using the results…

Numerical Analysis · Mathematics 2010-09-21 Yuji Nakatsukasa

We define zonal polynomials of quaternion matrix argument and deduce some important formulae of zonal polynomials and hypergeometric functions of quaternion matrix argument. As an application, we give the distributions of the largest and…

Statistics Theory · Mathematics 2009-01-23 Fei Li , Yifeng Xue

In this article we derive some polynomial inequalities for Mertens functions.

Number Theory · Mathematics 2019-02-11 R. Balasubramanian , S. Ponnusamy , K. -J. Wirths

This paper investigates the preservation of local minimizers and strong minimizers of extended-real-valued lower semicontinuous functions under taking their Moreau envelopes. We address a general setting of Banach spaces, while all the…

Optimization and Control · Mathematics 2023-12-01 Pham Duy Khanh , Vu Vinh Huy Khoa , Boris S. Mordukhovich , Vo Thanh Phat

The reduction algorithms for functional determinants of differential operators on spacetime manifolds of different topological types are presented, which were recently used for the calculation of the no-boundary wavefunction and the…

General Relativity and Quantum Cosmology · Physics 2009-10-22 A. O. Barvinsky

An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach…

Statistics Theory · Mathematics 2014-07-02 Markus Bibinger , Nikolaus Hautsch , Peter Malec , Markus Reiß
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