Related papers: Generalized Leibniz rules and Lipschitzian stabili…
We propose a new concept of generalized differentiation of set-valued maps that captures the first order information. This concept encompasses the standard notions of Frechet differentiability, strict differentiability, calmness and…
This paper addresses the problem of stochastic optimization with decision-dependent uncertainty, a class of problems where the probability distribution of the uncertain parameters is influenced by the decision-maker's actions. While recent…
In this paper, the authors first consider the bidirectional estimates of several typical integrals. As some applications of these integral estimates, the authors investigate the pointwise multipliers from the normal weight general function…
The main aim of the present work is to arrive at a mathematical theory close to the historically original conception of generalized functions, i.e. set theoretical functions defined on, and with values in, a suitable ring of scalars and…
This paper studies stability aspects of solutions of parametric mathematical programs and generalized equations, respectively, with disjunctive constraints. We present sufficient conditions that, under some constraint qualifications…
In recent years, the theory for Leibniz integral rule in the fractional sense has not been able to get substantial development. As an urgent problem to be solved, we study a Leibniz integral rule for Riemann-Liouville and Caputo type…
We study the problem of estimating the average of a Lipschitz continuous function $f$ defined over a metric space, by querying $f$ at only a single point. More specifically, we explore the role of randomness in drawing this sample. Our goal…
We study the law of the iterated logarithm (Khinchin (1924), Kolmogorov (1929)) and related strong invariance principles in stochastic geometry. As potential applications, we think of well-known functionals such as functionals defined on…
Consider a group $G$ of order $M$ acting unitarily on a real inner product space $V$. We show that the sorting based embedding obtained by applying a general linear map $\alpha : \mathbb{R}^{M \times N} \to \mathbb{R}^D$ to the invariant…
The article is devoted to the construction of expansions of iterated Stratonovich stochastic integrals of fifth, sixth, seventh and eighth multiplicities based on the method of generalized multiple Fourier series converging in the sense of…
We show that the main results of the expected utility and dual utility theories can be derived in a unified way from two fundamental mathematical ideas: the separation principle of convex analysis, and integral representations of continuous…
The aim of this paper is fourfold. Firstly, we introduce and study the f-ultra-harmonic maps. Secondly, we recall the geometric dynamics generated by a first order normal PDE system and we give original results regarding the geometric…
We provide a general approach to Lipschitz regularity of solutions for a large class of vector-valued, nonautonomous variational problems exhibiting nonuniform ellipticity. The functionals considered here range amongst those with unbalanced…
Probability functions appear in constraints of many optimization problems in practice and have become quite popular. Understanding their first-order properties has proven useful, not only theoretically but also in implementable algorithms,…
In this article we consider new generalized functions for evaluating integrals and roots of functions. The construction of these generalized functions is based on Rogers-Ramanujan continued fraction, the Ramanujan-Dedekind eta, the elliptic…
We study the consistency of stochastic dynamic programs under converging probability distributions and other approximations. Utilizing results on the epi-convergence of expectation functions with varying measures and integrands, and the…
Both the mean square polynomial stability and exponential stability of $\theta$ Euler-Maruyama approximation solutions of stochastic differential equations will be investigated for each $0\le\theta\le 1$ by using an auxiliary function $F$…
Let $\Phi = \{\phi_e\}_{e\in E}$ be a finitely irreducible conformal graph directed Markov system (CGDMS) with symbolic representation $E_A^{\infty}$ and limit set $J$. Under a mild condition on the system, we give a multifractal analysis…
We study probabilistic iterated function systems (IFS), consisting of a finite or infinite number of average-contracting bi-Lipschitz maps on R^d. If our strong open set condition is also satisfied, we show that both upper and lower bounds…
Previously, the authors derived an analog of the Euler-Maru\-yama method (fEMM) for free stochastic differential equations (fSDEs) and proved strong convergence of order $\gamma=0.5$ in $L_1(\varphi)$-norm under certain assumptions. In this…