Related papers: Minimal subharmonic functions and related integral…
We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…
Several basic properties of homogeneous planar Whispering Gallery dielectric resonators are investigated through a general approach. In particular the values for the minimum and maximum allowed radius, defined by irradiation and dielectric…
We investigate diffusion equations which have concentration dependent diffusion coefficients with physically two relevant Ans\"atze, the self-similar and the traveling wave Ansatz. We found that for power-law concentration dependence some…
Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under…
We construct mesures supported on a compact subset E of the real line having zero principal value of their Cauchy integral a.e. on E with respect to Lebesgue measure and having singular components. E is sufficiently regular (Widom property…
In this paper, we study a geometric property of a continuous plurisubharmonic function which is a solution of the Monge-Amp\`ere equation and has a convex level set. To prove our main theorem, we show a minimum principle of a maximal…
Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…
We study the so-called signed discrete Choquet integral (also called non-monotonic discrete Choquet integral) regarded as the Lov\'asz extension of a pseudo-Boolean function which vanishes at the origin. We present axiomatizations of this…
Integral representation is one of the powerful tools for studying analytic continuation of the zeta functions. It is known that Hurwitz zeta function generalizes the famous Riemann zeta function which plays an important role in analytic…
By starting with Durand's double integral representation for a product of two Jacobi functions of the second kind, we derive an integral representation for a product of two Jacobi functions of the second kind in kernel form. We also derive…
We present an approach for variational regularization of inverse and imaging problems for recovering functions with values in a set of vectors. We introduce regularization functionals, which are derivative-free double integrals of such…
We study the mixed-integer epigraph of a special class of convex functions with non-convex indicator constraints, which are often used to impose logical constraints on the support of the solutions. The class of functions we consider are…
We begin with an improvement to an extension result for subharmonic functions of Blanchet et al. With the aid of this improvement we then give extension results for subharmonic functions, for separately subharmonic functions, for harmonic…
In this paper, we consider standard processes that admit dual processes and satisfy the absolute continuity condition, i.e., processes possess transition densities. For such processes, the Revuz correspondence relates positive continuous…
Usually the problem of drift estimation for a diffusion process is considered under the hypothesis of ergodicity. It is less often considered under the hypothesis of null-recurrence, simply because there are fewer limit theorems and…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
We introduce the homogeneous and piecewise multilinear extensions and the eigenvalue problem for locally Lipschitz function pairs, in order to develop a systematic framework for relating discrete and continuous min-max problems. This also…
We consider a Fokker-Planck equation in a general domain in ${\mathbb{R}}^n$ with $L^p_{\mathrm{loc}}$ drift term and $W^{1,p}_{\mathrm{loc}}$ diffusion term for any $p>n$. By deriving an integral identity, we give several measure estimates…
Let $X$ be a prehomogeneous vector space under a connected reductive group $G$ over $\mathbb{R}$. Assume that the open $G$-orbit $X^+$ admits a finite covering by a symmetric space. We study certain zeta integrals involving (i) Schwartz…
The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space,…