Related papers: On the representation property for 1D general diff…
In this paper we study a family of nonlinear (conditional) expectations that can be understood as a continuous semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a set-valued…
We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…
We consider a nonlocal semi-linear parabolic equation on a connected exterior domain of the form $\mathbb{R}^N\setminus K$, where $K\subset\mathbb{R}^N$ is a compact "obstacle". The model we study is motivated by applications in biology and…
Diffusion-based models have achieved notable empirical successes in reinforcement learning (RL) due to their expressiveness in modeling complex distributions. Despite existing methods being promising, the key challenge of extending existing…
It is well known that a regular diffusion on an interval $I$ without killing inside is uniquely determined by a canonical scale function $s$ and a canonical speed measure $m$. Note that $s$ is a strictly increasing and continuous function…
A representation embedding between cartesian theories can be defined to be a functor between respective categories of models that preserves finitely-generated projective models and that preserves and reflects certain epimorphisms. This…
This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on…
We deal with various alternative decompositions of F-martingales with respect to the filtration G which represents the enlargement of a filtration F by a progressive flow of observations of a random time that either belongs to the class of…
When water is present in a medium with pore sizes in a range around 10nm the corresponding freezing point depression will cause long range broadening of a melting front. Describing the freezing-point depression by the Gibbs-Thomson equation…
Let $G$ be a $p$-divisible group over a complete discrete valuation ring $R$ of characteristic $p$. The generic fiber of $G$ determines a Galois representation $\rho$. The image of $\rho$ admits a ramification filtration and a Lie…
A generalization of super-Lie algebras is presented. It is then shown that all known examples of fractional supersymmetry can be understood in this formulation. However, the incorporation of three dimensional fractional supersymmetry in…
We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…
We consider the problem of inference in discrete probabilistic models, that is, distributions over subsets of a finite ground set. These encompass a range of well-known models in machine learning, such as determinantal point processes and…
We study the long-time behavior of localized solutions to linear or semilinear parabolic equations in the whole space $\mathbb{R}^n$, where $n \ge 2$, assuming that the diffusion matrix depends on the space variable $x$ and has a finite…
We show that unitary representations of simply connected, semisimple algebraic groups over local fields of characteristic zero obey a spectral gap absorption principle: that is, that spectral gap is preserved under tensor products. We do…
The existence of global nonnegative martingale solutions to a stochastic cross-diffusion system for an arbitrary but finite number of interacting population species is shown. The random influence of the environment is modeled by a…
We study a random partial covering model on the $(d-1)$-dimensional unit sphere, where $N$ spherical caps are placed independently and uniformly at random, each covering a surface fraction of $1/N$. This model provides a continuous…
The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…
The Whittaker 2d growth model is a triangular continuous Markov diffusion process that appears in many scientific contexts. It has been theoretically intriguing to establish a large deviation principle for this 2d process with a scaling…
A mixed semiclassical initial value representation expression for spectroscopic calculations is derived. The formulation takes advantage of the time-averaging filtering and the hierarchical properties of different trajectory based…