Related papers: A note on a stochastic approach to Caffarelli-Silv…
We consider stochastic versions of the Cauchy exponential functional equation and give a martingale characterization of the general solution.
In this short letter we present the construction of a bi-stochastic kernel p for an arbitrary data set X that is derived from an asymmetric affinity function {\alpha}. The affinity function {\alpha} measures the similarity between points in…
Classical finite mixture regression is useful for modeling the relationship between scalar predictors and scalar responses arising from subpopulations defined by the differing associations between those predictors and responses. Here we…
This paper investigates the theoretical properties of Dirichlet kernel density estimators for compositional data supported on simplices, for the first time addressing scenarios involving time-dependent observations characterized by strong…
We consider a multivariate version of the so-called Lancaster problem of characterizing canonical correlation coefficients of symmetric bivariate distributions with identical marginals and orthogonal polynomial expansions. The marginal…
We provide a new method to approximate a (possibly discontinuous) function using Christoffel-Darboux kernels. Our knowledge about the unknown multivariate function is in terms of finitely many moments of the Young measure supported on the…
We develop a quantitative theory of stochastic homogenization in the more general framework of differential forms. Inspired by recent progress in the uniformly elliptic setting, the analysis relies on the study of certain subadditive…
We study finite element approximations of the nonhomogeneous Dirichlet problem for the fractional Laplacian. Our approach is based on weak imposition of the Dirichlet condition and incorporating a nonlocal analogous of the normal derivative…
In this short note, we prove an asymptotic expansion for the ratio of the Dirichlet density to the multivariate normal density with the same mean and covariance matrix. The expansion is then used to derive an upper bound on the total…
We construct and analyze the Jacobi process - in mathematical biology referred to as Wright-Fisher diffusion - using a Dirichlet form. The corresponding Dirichlet space takes the form of a Sobolev space with different weights for the…
The author proves the existence of strong solutions of the Dirichlet problem for the nonstationary Stokes system in polygonal domain. Here, the solutions are elements of weighted Sobolev spaces, where the weight function is a power of the…
In this paper we introduce the conformal fractional Dirac operator and its associated fractional spinorial Yamabe problem. We also present a Caffarelli-Silvestre type extension for this fractional operator, allowing us to express it as a…
We give an introduction to discrete functional analysis techniques for stationary and transient diffusion equations. We show how these techniques are used to establish the convergence of various numerical schemes without assuming…
In this paper, a fractional version of the Clifford-Fourier transform is introduced, depending on two numerical parameters. A series expansion for the kernel of the resulting integral transform is derived. In the case of even dimension,…
The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…
In this article we develop a new methodology to prove weak approximation results for general stochastic differential equations. Instead of using a partial differential equation approach as is usually done for diffusions, the approach…
Dirichlet processes and their extensions have reached a great popularity in Bayesian nonparametric statistics. They have also been introduced for spatial and spatio-temporal data, as a tool to analyze and predict surfaces. A popular…
In this paper we study existence, regularity, and approximation of solution to a fractional semilinear elliptic equation of order $s \in (0,1)$. We identify minimal conditions on the nonlinear term and the source which leads to existence of…
We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter…
We consider the prediction problem of a continuous-time stochastic process on an entire time-interval in terms of its recent past. The approach we adopt is based on functional kernel nonparametric regression estimation techniques where…