Related papers: Some extremal problems for martingale transforms, …
We give a statement on extension with estimates of convex functions defined on a linear subspace, inspired by similar extension results concerning metrics on positive line bundles
We consider the existence and uniqueness of a minimizer of the extremal problem for weighted combined energy between two concentric annuli and obtain that the extremal mapping is a certain radial mapping. Meanwhile, this in turn implies a…
We consider variational problems that model the bending behavior of curves that are constrained to belong to given hypersurfaces. Finite element discretizations of corresponding functionals are justified rigorously via Gamma-convergence.…
This paper develops new extremal principles of variational analysis that are motivated by applications to constrained problems of stochastic programming and semi-infinite programming without smoothness and/or convexity assumptions. These…
We investigate the use of optimization to compute bounds for extremal performance measures. This approach takes a non-parametric viewpoint that aims to alleviate the issue of model misspecification possibly encountered by conventional…
Necessary conditions for existence of normal extremals in optimal control of systems subject to nonholonomic constraints are derived as solutions of a constrained second order variational problems. In this work, a geometric interpretation…
We study the shape of the outer envelope of a branching Brownian motion (BBM) in $\mathbb{R}^d$, $d\geq 2$. We focus on the extremal particles: those whose norm is within $O(1)$ of the maximal norm amongst the particles alive at time $t$.…
Many enumeration problems in combinatorics, including such fundamental questions as the number of regular graphs, can be expressed as high-dimensional complex integrals. Motivated by the need for a systematic study of the asymptotic…
We consider the spectral structure of indefinite second order boundary-value problems on graphs. A variational formulation for such boundary-value problems on graphs is given and we obtain both full and half-range completeness results. This…
This note introduces a class of nonlinear Neumann problems on balls expanding with the radii tending towards infinity. Performing singular perturbation arguments, we establish the corresponding concentration phenomenon and refined…
We develop a martingale approximation framework yielding quantitative maximal large deviations estimates for invertible dynamical systems. From suitable decay of correlations, we deduce these estimates and, as an application, we obtain…
In this paper we deal with infinite horizon optimal control problems. Basing on weak variations in an extremal problem in weighted function spaces we prove necessary conditions in form of the adjoint equation and a variational inequality.…
We study the problem of bounding path-dependent expectations (within any finite time horizon $d$) over the class of discrete-time martingales whose marginal distributions lie within a prescribed tolerance of a given collection of benchmark…
We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequalities can be used to establish complete convergence of…
In this paper, we consider several geometric inverse problems for linear elliptic systems. We prove uniqueness and stability results. In particular, we show the way that the observation depends on the perturbations of the domain. In some…
We unify several Bellman function problems into one setting. For that purpose we define a class of functions that have, in a sense, small mean oscillation (this class depends on two convex sets in $\mathbb{R}^2$). We show how the unit ball…
We consider how to use the Bellman residual of the dynamic programming operator to compute suboptimality bounds for solutions to stochastic shortest path problems. Such bounds have been previously established only in the special case that…
We analyze Bergman spaces A p f (D) of generalized analytic functions of solutions to the Vekua equation $\partial$w = ($\partial$f /f)w in the unit disc of the complex plane, for Lipschitz-smooth non-vanishing real valued functions f and 1…
In this paper we study a class of stochastic control problems in which the control of the jump size is essential. Such a model is a generalized version for various applied problems ranging from optimal reinsurance selections for general…
We give necessary and sufficient conditions for two weight norm inequalities for Haar multipliers operators and for square functions. We also give sufficient conditions for two weight norm inequalities for the Hilbert transform.