Related papers: Generalized Leibniz rules and Lipschitzian stabili…
Motivated by applications to stochastic programming, we introduce and study the expected-integral functionals, which are mappings given in an integral form depending on two variables, the first a finite dimensional decision vector and the…
For expectation functions on metric spaces, we provide sufficient conditions for epi-convergence under varying probability measures and integrands, and examine applications in the area of sieve estimators, mollifier smoothing,…
This work concerns the study of the subdifferential of the integral functional $$ E_f(x)=\int_{T} f(t,x)d\mu(t), $$ where $f$ is a (not necessarily convex) normal integrand, $({T},\mathcal{A},\mu)$ is a $\sigma$-finite measure space, while…
In the present paper, a systematic study is made of quantitative semicontinuity (a.k.a. Lipschitzian) properties of certain multifunctions, which are defined as a solution map associated to a family of parameterized ``split" feasibility…
In this paper, locally Lipschitz, regular functions are utilized to identify and remove infeasible directions from set-valued maps that define differential inclusions. The resulting reduced set-valued map is point-wise smaller (in the sense…
In these notes, we present a general result concerning the Lipschitz regularity of a certain type of set-valued maps often found in constrained optimization and control problems. The class of multifunctions examined in this paper is…
The paper deals with a comprehensive theory of mappings, whose local behavior can be described by means of linear subspaces, contained in the graphs of two (primal and dual) generalized derivatives. This class of mappings includes the…
The paper concerns the investigation of nonconvex and nondifferentiable integral functionals on general Banach spaces, which may not be reflexive and/or separable. Considering two major subdifferentials of variational analysis, we derive…
In the present paper, several properties concerning generalized derivatives of multifunctions implicitly defined by set-valued inclusions are studied by techniques of variational analysis. Set-valued inclusions are problems formalizing the…
We consider a Poisson process $\Phi$ on a general phase space. The expectation of a function of $\Phi$ can be considered as a functional of the intensity measure $\lambda$ of $\Phi$. Extending earlier results of Molchanov and Zuyev [Math.…
The paper concerns multiobjective linear optimization problems in R^n that are parameterized with respect to the right-hand side perturbations of inequality constraints. Our focus is on measuring the variation of the feasible set and the…
The paper concerns the second-order generalized differentiation theory of variational analysis and new applications of this theory to some problems of constrained optimization in finitedimensional spaces. The main attention is paid to the…
We prove a functional law of iterated logarithm for the following kind of anticipating stochastic differential equations $$\xi^u_t=X_0^u+\frac{1}{\sqrt{\log\log u}}\sum_{j=1}^k \int_0^{t} A_j^u(\xi^u_s)\circ dW_{s}^j+ \int_0^{t}…
The paper is devoted to the development of new sufficient conditions for the calmness and the Aubin property of implicit multifunctions. As the basic tool one employs the directional limiting coderivative which, together with the graphical…
The classical Grothendieck inequality is viewed as a statement about representations of functions of two variables over discrete domains by integrals of two-fold products of functions of one variable. An analogous statement is proved,…
In this paper, we study continuity and Lipschitzian properties of set-valued mappings, focusing on inner-type conditions. We introduce new notions of inner calmness* and, its relaxation, fuzzy inner calmness*. We show that polyhedral maps…
We study regression of $1$-Lipschitz functions under a log-concave measure $\mu$ on $\mathbb{R}^d$. We focus on the high-dimensional regime where the sample size $n$ is subexponential in $d$, in which distribution-free estimators are…
Let $X_1, \ldots, X_n$ be probability spaces, let $X$ be their direct product, let $\phi_1, \ldots, \phi_m: X \longrightarrow {\Bbb C}$ be random variables, each depending only on a few coordinates of a point $x=(x_1, \ldots, x_n)$, and let…
In this work we introduce a theory of stochastic integration with respect to general cylindrical semimartingales defined on a locally convex space $\Phi$. Our construction of the stochastic integral is based on the theory of tensor products…
Let $\phi$ be a normalized convex function defined on open unit disk $\mathbb{D}$. For a unified class of normalized analytic functions which satisfy the second order differential subordination $f'(z)+ \alpha z f''(z) \prec \phi(z)$ for all…