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Using Stein's method techniques, we develop a framework which allows one to bound the error terms arising from approximation by the Laplace distribution and apply it to the study of random sums of mean zero random variables. As a corollary,…

The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of…

We prove a version of the Bernstein-Walsh theorem on uniform polynomial approximation of holomorphic functions on compact sets in several complex variables. Here we consider subclasses of the full polynomial space associated to a convex…

Burgers' equation with fixed Dirichlet boundary conditions is considered on generic bounded intervals. By using the Hopf-Cole transformation and the exact operational solution recently established for linear reaction-diffusion equations…

Lott-Sturm-Villani theory of curvature on geodesic spaces has been extended to discrete graph spaces by C. L{\'e}onard by replacing W2-Wasserstein geodesics by Schr{\"o}odinger bridges in the definition of entropic curvature [23, 25, 24].…

We consider a Brownian motion on a general graph, that starts at time t=0 from some vertex O and stops at time t somewhere on the graph. Denoting by g the last time when O is reached, we establish a simple expression for the Laplace…

Ornstein and Shields (Advances in Math., 10:143-146, 1973) proved that Brownian motion reflected on a bounded region is an infinite entropy Bernoulli flow and thus Ornstein theory yielded the existence of a measure-preserving isomorphism…

We consider the Poisson equation with homogeneous Dirichlet conditions in a family of domains in $R^{n}$ indexed by a small parameter $\epsilon$. The domains depend on $\epsilon$ only within a ball of radius proportional to $\epsilon$ and,…

We establish the convergence of an adaptive spline-based finite element method of a fourth order elliptic problem with weakly imposed Dirichlet boundary conditions using polynomial Bsplines.

Bernstein's theorem (also called Hausdorff--Bernstein--Widder theorem) enables the integral representation of a completely monotonic function. We introduce a finite completely monotonic function, which is a completely monotonic function…

We investigate the asymptotic behavior of parametric Bayes estimators under a broad class of loss functions that extend beyond the classical translation-invariant setting. To this end, we develop a unified theoretical framework for loss…

Let $\xi$ be a L\'{e}vy process and $I_\xi(t):=\int_{0}^te^{-\xi_s}\mathrm{d} s$, $t\geq 0,$ be the exponential functional of L\'{e}vy processes on deterministic horizon. Given that $\lim_{t\to \infty}\xi_t=-\infty$ we evaluate for general…

For elliptic in the half-space and parabolic degenerating on the boundary equation of Keldysh type we construct by similarity method the self-similar solution, which is the approximation to the identity in the class of integrable functions.…

We provide convergence guarantees for the Deep Ritz Method for abstract variational energies. Our results cover non-linear variational problems such as the $p$-Laplace equation or the Modica-Mortola energy with essential or natural boundary…

We find a sharp combinatorial bound for the metric entropy of sets in R^n and general classes of functions. This solves two basic combinatorial conjectures on the empirical processes. 1. A class of functions satisfies the uniform Central…

Many statistical problems include model parameters that are defined as the solutions to optimization sub-problems. These include classical approaches such as profile likelihood as well as modern applications involving flow networks or…

We prove an upper bound on the density of zeros very close to the critical line of the family of Dirichlet $L$-functions of modulus $q$ at height $T$. To do this, we derive an asymptotic for the twisted second moment of Dirichlet…

Motivated by an approximation problem from mathematical finance, we analyse the stability of the boundary crossing probability for the multivariate Brownian motion process, with respect to small changes of the boundary. Under broad…

We use Dirichlet form methods to construct and analyze a reversible Markov process, the stationary distribution of which is the Brownian continuum random tree. This process is inspired by the subtree prune and regraft (SPR) Markov chains…

We develop a theory of bounded variation functions and Besov spaces in abstract Dirichlet spaces which unifies several known examples and applies to new situations, including fractals.