Related papers: On the Continuity of the Root Barrier
We solve the Skorokhod embedding problem (SEP) for a general time-homogeneous diffusion $X$: given a distribution $\rho$, we construct a stopping time $\tau$ such that the stopped process $X_{\tau}$ has the distribution $\rho$. Our solution…
In this paper we consider the Skorokhod embedding problem for target distributions with non-zero mean. In the zero-mean case, uniform integrability provides a natural restriction on the class of embeddings, but this is no longer suitable…
In this work, we investigate the problem of the boundedness of the Gross' solutions of the planar Skorokhod embedding problem, where we show that the solution is bounded under some mild conditions on the underlying probability distribution.
In this paper we show global existence of Lipschitz continuous solution for the stable Muskat problem with finite depth (confined) and initial data satisfying some smallness conditions relating the amplitude, the slope and the depth. The…
We prove the existence of a continuous Morse energy function for an arbitrary topological flow with finite hyperbolic (in topological sense) chain recurrent set on a topological manifold of any dimension. This result is a partial solution…
We investigate the boundary behavior of variational solutions of Dirichlet problems for prescribed mean curvature equations at smooth boundary points where certain boundary curvature conditions are satisfied (which preclude the existence of…
We study the problem of \emph{robust satisfiability} of systems of nonlinear equations, namely, whether for a given continuous function $f:\,K\to\mathbb{R}^n$ on a~finite simplicial complex $K$ and $\alpha>0$, it holds that each function…
In previous work, we proved that the continuous roots of a monic polynomial of degree $d$ whose coefficients depend in a $C^{d-1,1}$ way on real parameters belong to the Sobolev space $W^{1,q}$ for all $1\le q<d/(d-1)$. This is optimal. We…
In this paper, we provide an alternative proof of the monotonicity principle for the optimal Skorokhod embedding problem established by Beiglb\"ock, Cox and Huesmann. This principle presents a geometric characterization that reflects the…
Hyperbolic polynomials are monic real-rooted polynomials. By Bronshtein's theorem, the increasingly ordered roots of a hyperbolic polynomial of degree $d$ with $C^{d-1,1}$ coefficients are locally Lipschitz and the solution map…
It is shown that given a metric space $X$ and a $\sigma$-finite positive regular Borel measure $\mu$ on $X$, there exists a bounded continuous real-valued function on $X$ that is one-to-one on the complement of a set of $\mu$ measure zero.
We obtain bounds on the distribution of the maximum of a martingale with fixed marginals at finitely many intermediate times. The bounds are sharp and attained by a solution to $n$-marginal Skorokhod embedding problem in Ob{\l}\'oj and…
We study the problem of detecting zeros of continuous functions that are known only up to an error bound, extending the earlier theoretical work with explicit algorithms and experiments with an implementation. More formally, the robustness…
We consider the most general class of linear inhomogeneous boundary-value problems for systems of ordinary differential equations of an arbitrary order whose solutions and right-hand sides belong to appropriate Sobolev spaces. For…
We prove that the coordinate functionals associated with filter bases in Banach spaces are continuous as long as the underlying filter is analytic. This removes the large-cardinal hypothesis from the result established by the two last-named…
We prove boundedness and regularity estimates for weak solutions to a class of linear nonlocal equations involving integro-differential operators with almost no order of differentiability. In particular, we show that bounded weak solutions…
Kostyrko and Salat showed that if a linear space of bounded functions has an element that is discontinuous almost everywhere, then a typical element in the space is discontinuous almost everywhere. We give a topological analogue of this…
This paper explicitly details the relation between $M$-matrices, nonnegative roots of nonnegative matrices, and the embedding problem for finite-state stationary Markov chains. The set of nonsingular nonnegative matrices with arbitrary…
One proves that any everywhere defined constructive mapping from a complete metric space into a complete metric space which preserves the property of precompacity of subsets is locally uniformly continuous. This fact can be viewed as…
We consider the Stokes equations on a bounded perforated domaincompleted with non-zero constant boundary conditions on the holes. We investigate configurations forwhich the holes are identical spheres and their number N goes to infinity…