Related papers: Asymptotic $C^{1,\gamma}$-regularity for value fun…

We provide an efficient method to evaluate the generalized Stieltjes constants $\gamma_n(a)$ numerically to arbitrary accuracy for large $n$ and $n \gg |a|$ values. The method uses an integral representation for the constants and evaluates…

We obtain a universal energy estimate up to the boundary for stable solutions of semilinear equations with variable coefficients. Namely, we consider solutions to $- L u = f(u)$, where $L$ is a linear uniformly elliptic operator and $f$ is…

We present results on parameter estimation and non-parameter estimation of the linear partially observed Gaussian system of stochastic differential equations. We propose new one-step estimators which have the same asymptotic properties as…

We consider a singularly perturbed second order elliptic system in the whole space. The coefficients of the systems fast oscillate and depend both of slow and fast variables. We obtain the homogenized operator and in the uniform norm sense…

Geometric Brownian motion is an exemplary stochastic processes obeying multiplicative noise, with widespread applications in several fields, e.g. in finance, in physics and biology. The definition of the process depends crucially on the…

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

We study the large time behavior of the survival probability $\mathbb{P}_x\left(\tau_D>t\right)$ for symmetric jump processes in unbounded domains with a positive bottom of the spectrum. We prove asymptotic upper and lower bounds with…

We give sharp $C^{2,\alpha}$ estimates for solutions of some fully nonlinear elliptic and parabolic equations in complex geometry and almost complex geometry, assuming a bound on the Laplacian of the solution. We also prove the analogous…

This paper is devoted to the numerical symplectic approximation of the charged-particle dynamics (CPD) with arbitrary electromagnetic fields. By utilizing continuous-stage methods and exponential integrators, a general class of symplectic…

We consider controlled martingales with bounded steps where the controller is allowed at each step to choose the distribution of the next step, and where the goal is to hit a fixed ball at the origin at time $n$. We show that the algebraic…

We show that the algebra of asymptotic functions $^\rho\mathcal{E}(\Omega)$ (introduced in another paper by the author of this article jointly with M. Oberguggenberger) is isomorphic to a class of pointwise functions in the field of A.…

The main purpose of this work is to study uniform regularity estimates for a family of elliptic operators $\{\mathcal{L}_\varepsilon, \varepsilon>0\}$, arising in the theory of homogenization, with rapidly oscillating periodic coefficients.…

We establish sharp boundary regularity estimates in $C^1$ and $C^{1,\alpha}$ domains for nonlocal problems of the form $Lu=f$ in $\Omega$, $u=0$ in $\Omega^c$. Here, $L$ is a nonlocal elliptic operator of order $2s$, with $s\in(0,1)$.…

We study asymptotic behavior of one-step weighted $M$-estimators based on samples from arrays of not necessarily identically distributed random variables and representing explicit approximations to the corresponding consistent weighted…

We give two algorithms that allow to get arbitrary precision asymptotics for the harmonic potential of a random walk.

Let $\gamma<1<c$ and $19(c-1)+171(1-\gamma)<9$. In this paper, we establish an asymptotic formula for exponential sums over Piatetski-Shapiro primes $p=[n^{1/\gamma}]$ in arithmetic progressions.

By application of the theory for second-order linear differential equations with two turning points developed in [Olver F.W.J., Philos. Trans. Roy. Soc. London Ser. A 278 (1975), 137-174], uniform asymptotic approximations are obtained in…

We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. The model considered in the paper is very general as we do not impose any…

A classical problem in number theory is showing that the mean value of an arithmetic function is asymptotic to its mean value over a short interval or over an arithmetic progression, with the interval as short as possible or the modulus as…

We present a framework for analyzing non-linear $\mathbb{R}^d$-valued subdivision schemes which are geometric in the sense that they commute with similarities in $\mathbb{R}^d$. It admits to establish $C^{1,\alpha}$-regularity for arbitrary…