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We study a class of dynamically consistent risk measures that robustify a time-homogeneous Markovian reference model by allowing for distributional uncertainty in its transition laws. We start from one-step convex risk evaluations in which…

Mathematical Finance · Quantitative Finance 2026-05-22 Sven Fuhrmann , Michael Kupper , Max Nendel

For general absorbed Markov processes $(X_t)_{0\leq t<\tau_{\partial}}$ having a quasi-stationary distribution (QSD) $\pi$ and absorption time $\tau_{\partial}$, we introduce a Dobrushin-type criterion providing for exponential convergence…

Probability · Mathematics 2022-10-26 Oliver Tough

We develop a general technique, based on a Bochner-type identity, to estimate spectral gaps of a class of Markov operator. We apply this technique to various interacting particle systems. In particular, we give a simple and short proof of…

Probability · Mathematics 2010-10-11 Anne-Severine Boudou , Pietro Caputo , Paolo Dai Pra , Gustavo Posta

We analyse the $\ell^2(\pi)$-convergence rate of irreducible and aperiodic Markov chains with $N$-band transition probability matrix $P$ and with invariant distribution $\pi$. This analysis is heavily based on: first the study of the…

Probability · Mathematics 2016-01-15 Loïc Hervé , James Ledoux

In this paper, we will address to the following parabolic equation $$ u_t=\Delta_fu + F(u) $$ on a smooth metric measure space with Bakry-\'{E}mery curvature bounded from below. Here $F$ is a differentiable function defined in $\mathbb{R}$.…

Differential Geometry · Mathematics 2018-03-21 Nguyen Thac Dung , Nguyen Ngoc Khanh

We provide a criterion for establishing lower bounds on the rate of convergence in $f$-variation of a continuous-time ergodic Markov process to its invariant measure. The criterion consists of novel super- and submartingale conditions for…

Probability · Mathematics 2024-04-16 Miha Brešar , Aleksandar Mijatović

We describe a method to prove new integral inequalities for stable minimal hypersurfaces in Euclidean space. As an application, we give a simple proof that complete, two sided, stable minimal hypersurfaces in $\mathbb{R}^4$ are hyperplanes.…

Differential Geometry · Mathematics 2026-04-17 Xavier Cabre , Giovanni Catino , Luciano Mari , Paolo Mastrolia , Alberto Roncoroni

In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…

Machine Learning · Computer Science 2020-06-09 Bo Liu , Ian Gemp , Mohammad Ghavamzadeh , Ji Liu , Sridhar Mahadevan , Marek Petrik

The complete invariant for gradient like Morse-Smale dynamical systems (vector fields and diffeomorphisms) on closed 4-manifolds are constructed. It is same as Kirby diagram in a case of polar vector field without fixed points of index 3.

Dynamical Systems · Mathematics 2007-05-23 Alexander O. Prishlyak

In this work we establish a gradient bound and Liouville-type theorems for solutions to Quasi-linear elliptic equations on compact Riemannian Manifolds with nonnegative Ricci curvature. Also, we provide a local splitting theorem when the…

Analysis of PDEs · Mathematics 2025-03-17 Dimitrios Gazoulis , George Zacharopoulos

Quantum systems coupled to environments exhibit intricate dynamics. The master equation gives a Markov approximation of the dynamics, allowing for analytic and numerical treatments. It is ubiquitous in theoretical and applied quantum…

Quantum Physics · Physics 2021-12-17 Marco Merkli

Let $X=\{ X_n\}_{n\in \mathbb{Z}}$ be zero-mean stationary Gaussian sequence of random variables with covariance function $\rho$ satisfying $\rho(0)=1$. Let $\varphi:\mathbb{R}\to\mathbb{R}$ be a function such that…

Probability · Mathematics 2018-08-08 Ivan Nourdin , David Nualart

For the damped wave equation on the torus, when some geodesics never meet the positive set of the damping, energy decay rates are known to depend on derivative bounds and growth properties of the damping near the boundary of its support, as…

Analysis of PDEs · Mathematics 2026-05-21 Perry Kleinhenz

In this paper, we develop some analytic foundations for the linearized translator equation in $\mathbb{R}^4$, i.e. in the first dimension where the Bernstein property fails. This equation governs how the (noncompact) singularity models of…

Analysis of PDEs · Mathematics 2026-03-24 Kyeongsu Choi , Robert Haslhofer , Or Hershkovits

The general theory of Babu\v{s}ka ensures necessary and sufficient conditions for a mixed problem in classical or Petrov-Galerkin form to be well posed in the sense of Hadamard. Moreover, the mixed method of Raviart-Thomas with low-level…

Numerical Analysis · Mathematics 2019-05-01 François Dubois , Isabelle Greff , Charles Pierre

We prove the almost sure invariance principle with rate $o(n^{\varepsilon})$ for every $\varepsilon > 0$ for H\"older continuous observables on nonuniformly expanding and nonuniformly hyperbolic transformations with exponential tails.…

Dynamical Systems · Mathematics 2018-09-26 Alexey Korepanov

We prove general nonlinear large deviation estimates similar to Chatterjee-Dembo's original bounds except that we do not require any second order smoothness. Our approach relies on convex analysis arguments and is valid for a broad class of…

Probability · Mathematics 2020-04-21 Fanny Augeri

We study the algebra Sp(n,R) of the symplectic model, in particular for the cases n=1,2,3, in a new way. Starting from the Poisson-bracket realization we derive a set of partial differential equations for the generators as functions of…

Nuclear Theory · Physics 2008-11-26 Abraham Klein , Niels R. Walet

Understanding the stability and long-time behavior of generative models is a fundamental problem in modern machine learning. This paper provides quantitative bounds on the sampling error of score-based generative models by leveraging…

Machine Learning · Statistics 2026-01-30 Stanislas Strasman , Gabriel Cardoso , Sylvain Le Corff , Vincent Lemaire , Antonio Ocello

A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence…

Analysis of PDEs · Mathematics 2009-07-07 Michael C. Mackey , Marta Tyran-Kaminska