Related papers: Stability in quadratic variation

Fourier matrices naturally appear in many applications and their stability is closely tied to performance guarantees of algorithms. The starting point of this article is a result that characterizes properties of an exponential system on a…

Given a finite set $X$ and a function $f:X\to X$, we define the degree of noninvertibility of $f$ to be $\displaystyle\text{deg}(f)=\frac{1}{|X|}\sum_{x\in X}|f^{-1}(f(x))|$. This is a natural measure of how far the function $f$ is from…

We study the stability of linear fractional order maps. We show that in the stable region, the evolution is described by Mittag-Leffler functions and a well defined effective Lyapunov exponent can be obtained in these cases. For…

This paper concerns piecewise-smooth maps on $\mathbb{R}^d$ that are continuous but not differentiable on switching manifolds (where the functional form of the map changes). The stability of fixed points on switching manifolds is…

We obtain monotonicity properties for minima and stable solutions of general energy functionals of the type $$ \int F(\nabla u, u, x) dx $$ under the assumption that a certain integral grows at most quadratically at infinity. As a…

For many financial applications, it is important to have reliable and tractable models for the behavior of assets and indexes, for example in risk evaluation. A successful approach is based on ARCH processes, which strike the right balance…

We first establish strong convergence rates for multiscale systems driven by $\alpha$-stable processes, with analyses constructed in two distinct scaling regimes. When addressing weak convergence rates of this system, we derive four…

We prove a theorem, using the density functional approach and relying on a classical result by Lieb and Simon on Thomas-Fermi model, showing that in the thermodynamic limit bulk matter is at most semiclassical and coherence preserving. The…

Stability of nonconvex quadratic programming problems under finitely many convex quadratic constraints in Hilbert spaces is investigated. We present several stability properties of the global solution map, and the continuity of the optimal…

Suppose that a real valued process X is given as a solution to a stochastic differential equation. Then, for any twice continuously differentiable function f, the backward Kolmogorov equation gives a condition for f(t,X) to be a local…

A domain is called Kac regular for a quadratic form on $L^2$ if the closure of all functions vanishing almost everywhere outside a closed subset of the domain coincides with the set of all functions vanishing almost everywhere outside the…

Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…

Weak convergence of the empirical copula process indexed by a class of functions is established. Two scenarios are considered in which either some smoothness of these functions or smoothness of the underlying copula function is required. A…

We prove a sharp quantitative version of recent Faber-Krahn inequalities for the continuous Wavelet transforms associated to a certain family of Cauchy wavelet windows . Our results are uniform on the parameters of the family of Cauchy…

Suppose that $\alpha \in (0,2)$ and that $X$ is an $\alpha$-stable-like process on $\R^d$. Let $F$ be a function on $\R^d$ belonging to the class $\bf{J_{d,\alpha}}$ (see Introduction) and $A_{t}^{F}$ be $\sum_{s \le t}F(X_{s-},X_{s}), t>…

Let $\alpha\in (0,2)$, let $${\cal E}(u,u)=\int_{\Bbb R^d}\int_{\Bbb R^d} (u(y)-u(x))^2\frac{A(x,y)}{|x-y|^{d+\alpha}}\, dy\, dx$$ be the Dirichlet form for a stable-like operator, let $$\Gamma u(x)=\int_{\Bbb R^d}…

Modeling microstructural evolution at large strains requires mechanical formulations that remain thermodynamically consistent while capturing significant lattice rotations and transformation-induced stresses. However, most existing…

This paper investigates the stability properties of a nonlinear fractional differential equation with two discrete delays and a delay-dependent coefficient. Such equations arise in various biological and control systems where temporal…

In this paper we study the asymptotic theory for quadratic variation of a harmonizable fractional $\al$-stable process. We show a law of large numbers with a non-ergodic limit and obtain weak convergence towards a L\'evy-driven Rosenblatt…

Existence and stability properties are studied for Hawkes process, i.e. point process $S$ that has long-memory and intensity $r(t)=\lambda \big(g_0(t)+ \sum_{\tau<t, \tau \in S} h(t-\tau) \big)$. The approach to Hawkes process presented in…