Related papers: Explicit fixed points of the smoothing transformat…

The Wigner Transform (WT) has been extensively used in the formulation of phase-space models for a variety of wave propagation problems including high-frequency limits, nonlinear and random waves. It is well known that the WT features…

Smooth parametrization consists in a subdivision of the mathematical objects under consideration into simple pieces, and then parametric representation of each piece, while keeping control of high order derivatives. The main goal of the…

We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions…

We establish sharp weighted smoothing estimates for limit solutions to the Cauchy-Dirichlet problem for the fast diffusion equation on smooth bounded domains. We demonstrate that the critical exponent governing these estimates coincides…

Let $(\mathcal F_n)_{n\ge 1}$ be a filtration and let $f\ge0$ belong to $L^1(\mathcal F_\infty)$. For the martingale $f_n=\mathbb E[f\mid \mathcal F_n]$ and each $\lambda>0$ we prove a Gundy--Stein decomposition \[ f=g+h+k \] with explicit…

Let $X, X_1, X_2,...$ be a sequence of non-degenerate i.i.d. random variables with mean zero. The best possible weighted approximations are investigated in $D[0, 1]$ for the partial sum processes $\{S_{[nt]}, 0\le t\le 1\}$, where…

We consider the variational wave equation in one-dimensional space with stochastic forcing by an additive noise. Blow-up of local smooth solutions is established, and global existence is proved in the class of weak martingale solutions.

Variance-Gamma distributions are widely used in financial modelling and contain as special cases the normal, Gamma and Laplace distributions. In this paper we extend Stein's method to this class of distributions. In particular, we obtain a…

Incompressible Navier-Stokes equations on a thin spherical domain $Q_\varepsilon$ along with free boundary conditions under a random forcing are considered. The convergence of the martingale solution of these equations to the martingale…

We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…

Amorphous solids are ubiquitous among natural and man-made materials. Often used as structural materials for their attractive mechanical properties, their utility depends critically on their response to applied stresses. Processes…

In this paper, we investigate the well-posedness of the martingale problem associated to non-linear stochastic differential equations (SDEs) in the sense of McKean-Vlasov under mild assumptions on the coefficients as well as classical…

This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…

We give an explicit slice formula for a surface invariant of generic immersions in $\mathbb{R}^3$, expressed in terms of curve invariants arising from planar slices. Using a motion-picture viewpoint, we introduce differential measures that…

It is well known that if a submartingale $X$ is bounded then the increasing predictable process $Y$ and the martingale $M$ from the Doob decomposition $% X=Y+M$ can be unbounded. In this paper for some classes of increasing convex functions…

In this paper we consider the general fractional equation \sum_{j=1}^m \lambda_j \frac{\partial^{\nu_j}}{\partial t^{\nu_j}} w(x_1,..., x_n ; t) = -c^2 (-\Delta)^\beta w(x_1,..., x_n ; t), for \nu_j \in (0,1], \beta \in (0,1] with initial…

Branching processes $(Z_n)_{n \ge 0}$ in a varying environment generalize the Galton-Watson process, in that they allow time-dependence of the offspring distribution. Our main results concern general criteria for a.s. extinction,…

We study existence and regularity properties of stable positive solutions to the nonvariational problem - Delta u - b(x)|nabla u|^2 = lambda g(u) in a bounded smooth domain. In the case where b is constant, by means of a Hopf-Cole…

In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are…

Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…