Related papers: Asymptotic $C^{1,\gamma}$-regularity for value fun…
Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…
The asymptotic behavior of stochastic gradient algorithms is studied. Relying on results from differential geometry (Lojasiewicz gradient inequality), the single limit-point convergence of the algorithm iterates is demonstrated and…
In this paper we study regularity estimates for the solution to an obstacle problem arising in stochastic impulse control theory. We prove using elementary methods the known sharp $C_{loc}^{1,1}$ estimate for the solution. The new proof is…
We compute an asymptotic estimate for odd balanced unimodal sequences for ranks congruent to $a \pmod{c}$ for $c\neq 1$ odd. We find the interesting result that the odd balanced unimodal sequences are asymptotically related to the…
A novel data-driven method for formal verification is proposed to study complex systems operating in safety-critical domains. The proposed approach is able to formally verify discrete-time stochastic dynamical systems against temporal logic…
We study a nonparametric Bayesian approach to estimation of the volatility function of a stochastic differential equation driven by a gamma process. The volatility function is modelled a priori as piecewise constant, and we specify a gamma…
We extend the Caffarelli-\'Swiech-Winter $C^{1,\alpha}$ regularity estimates to $L^p$-viscosity solutions of fully nonlinear uniformly elliptic equations in nondivergence form with superlinear growth in the gradient and unbounded…
Let $X_1,\ldots,X_n$ be an i.i.d. sample from symmetric stable distribution with stability parameter $\alpha$ and scale parameter $\gamma$. Let $\varphi_n$ be the empirical characteristic function. We prove an uniform large deviation…
This is the first of a series of papers on the interior regularity of fully nonlinear degenerate elliptic equations. We consider a stochastic optimal control problem in which the diffusion coefficients, drift coefficients and discount…
We construct a one-dimensional first-order theory for functionally graded elastic beams using the variational-asymptotic method. This approach ensures an asymptotically exact one-dimensional equations, allowing for the precise determination…
In this paper, we study the asymptotic behavior of solutions to a Gas-liquid model with external forces and general pressure law. Under some suitable assumptions on the initial date and $\gamma>1$, if…
We deal with a random graph model evolving in discrete time steps by duplicating and deleting the edges of randomly chosen vertices. We prove the existence of an a.s. asymptotic degree distribution, with streched exponential decay; more…
In this paper, we prove a $C^{1,1}$ estimate for solutions of complex Monge-Amp\`{e}re equations on compact almost Hermitian manifolds. Using this $C^{1,1}$ estimate, we show existence of $C^{1,1}$ solutions to the degenerate…
In recent years there has been an increasing interest in whether a mean value property, known to characterize harmonic functions, can be extended in some weak form to solutions of nonlinear equations. This question has been partially…
We present a technique to study normalizing strategies when termination is asymptotic, that is, it appears as a limit, as opposite to reaching a normal form in a finite number of steps. Asymptotic termination occurs in several settings,…
We introduce a new method for online parameter estimation in stochastic interacting particle systems, based on continuous observation of a small number of particles from the system. Our method recursively updates the model parameters using…
The standard approach to analyzing the asymptotic complexity of probabilistic programs is based on studying the asymptotic growth of certain expected values (such as the expected termination time) for increasing input size. We argue that…
We study the questions of determining the asymptotics of the probabilistic characteristics of additive arithmetic functions in the paper, regardless of whether they have a limit distribution or not. Several assertions are proved about the…
In this work, we demonstrate that a functional modeling the self-aggregation of stochastically distributed lipid molecules can be obtained as the $\Gamma$-limit of a family of discrete energies driven by a sequence of independent and…
This paper is concerned with investigating the asymptotic behavior of the gradients of solutions to a class of elliptic systems with general boundary data, especially covering the Lam\'{e} systems, in a narrow region. The novelty of this…