Related papers: Functional Limit Theorems for Volterra Processes a…

We study small-time central limit theorems for stochastic Volterra integral equations with H\"older continuous coefficients and general locally square integrable Volterra kernels. We prove the convergence of the finite-dimensional…

We study the asymptotic behavior of micropolar fluid flows in a thin domain of thickness $\eta_\varepsilon$ with a periodic oscillating boundary with wavelength $\varepsilon$. We consider the limit when $\varepsilon$ tends to zero and,…

In this paper we derive a technique of obtaining limit theorems for suprema of L\'evy processes from their random walk counterparts. For each $a>0$, let $\{Y^{(a)}_n:n\ge 1\}$ be a sequence of independent and identically distributed random…

In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…

We prove a functional central limit theorem for integrals $\int_W f(X(t))\, dt$, where $(X(t))_{t\in\mathbb{R}^d}$ is a stationary mixing random field and the stochastic process is indexed by the function $f$, as the integration domain $W$…

We consider nonlocal curvature functionals associated with positive interaction kernels, and we show that local anisotropic mean curvature functionals can be retrieved in a blow-up limit from them. As a consequence, we prove that the…

Recently, for the joint partial sum and partial maxima processes constructed from linear processes with independent identically distributed innovations that are regularly varying with tail index $\alpha \in (0, 2)$, a functional limit…

We consider a field $f \circ T_1^{i_1} \circ \cdots \circ T_d^{i_d}$ where $T_1, \dots , T_d$ arecommuting transformations, one of them at least being ergodic. Considering the case of commuting filtrations, we are interested by giving…

The existence of continuous not necessarily bounded solutions of nonlinear functional Volterra integral inclusions in infinite dimensional setting is shown with the aid of the measure of nonequicontinuity. New abstract topological fixed…

We obtain limit theorems for a class of nonlinear discrete-time processes $X(n)$ called the $k$-th order Volterra processes of order $k$. These are moving average $k$-th order polynomial forms: \[…

We consider stochastic differential equations of the form $dY_t=V(Y_t)\,dX_t+V_0(Y_t)\,dt$ driven by a multi-dimensional Gaussian process. Under the assumption that the vector fields $V_0$ and $V=(V_1,\ldots,V_d)$ satisfy H\"{o}rmander's…

We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory called algebraic integration. In the Young case, that is for a driving signal with H\"older exponent greater than 1/2, we…

This paper proves an extension of the It\^o-Ventzell formula that applies to stochastic flows in $C^{0,1}$ for continuous weak Dirichlet processes. We apply this theorem, for example, to give a representation result for strong solutions of…

The paper studies the rate of convergence of the weak Euler approximation for solutions to possibly completely degenerate SDEs driven by Levy processes, with Hoelder-continuous coefficients. It investigates the dependence of the rate on the…

We consider the 2d quasigeostrophic equation on the $\beta$-plane for the stream function $\psi$, with dissipation and a random force: $$ (*)\qquad (-\Delta +K)\psi_t - \rho J(\psi, \Delta\psi) -\beta\psi_x= \langle \text{random…

We present two new classes of orthogonal functions, log orthogonal functions (LOFs) and generalized log orthogonal functions (GLOFs), which are constructed by applying a $\log$ mapping to Laguerre polynomials. We develop basic approximation…

Statistical inference for non-stationary data is hindered by the failure of classical central limit theorems (CLTs), not least because there is no fixed Gaussian limit to converge to. To resolve this, we introduce relative weak convergence,…

Let $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…

Let $\psi$ be a positive function defined near the origin such that $\lim_{t\to 0^{+}}\psi(t)=0$. We consider the operator \begin{equation*} T_\theta f(x) = \lim_{\varepsilon\to 0^+} \int_\varepsilon^1 e^{i\gamma(t)}f(x-t)…

We prove a central limit theorem for a certain class of functions on sparse rank-one inhomogeneous random graphs endowed with additional i.i.d. edge and vertex weights. Our proof of the central limit theorem uses a perturbative form of…