Related papers: Conditioning to avoid zero via a class of concave …
We consider the coagulation dynamics A+A -> A and the annihilation dynamics A+A -> 0 for particles moving subdiffusively in one dimension, both on a lattice and in a continuum. The analysis combines the "anomalous kinetics" and "anomalous…
A superconductive model characterized by a third order parabolic operator L" is analysed. When the viscous terms, represented by higher - order deriva- tives, tend to zero, a hyperbolic operator L0 appears. Furthermore, if P" is the…
A cell fluid model with a modified Morse potential is studied. The supercritical states are considered with respect to a possibility to build a separation boundary between liquid-like and gas-like bahaviors. Three different lines are…
We consider a diffusion processes $\{ X_t \}$ on an interval in the natural scale. Some results are known under which $\{ X_t \}$ is a martingale, and we give simple and analytic proofs for them.
We provide a systematic approach to stable central limit theorems for d-dimensional martingale difference arrays and martingale difference sequences. The conditions imposed are straightforward extensions of the univariate case.
We study dynamics of (anomalous) Galilean superfluid up to first order in derivative expansion, both in parity-even and parity-odd sectors. We construct a relativistic system -- null superfluid, which is a null fluid (introduced in…
A system of singular integral equations with monotone and concave nonlinearity in the subcritical case is investigated. The specified system and its scalar analog have direct applications in various areas of physics and biology. In…
We explicitly solve the optimal switching problem for one-dimensional diffusions by directly employing the dynamic programming principle and the excessive characterization of the value function. The shape of the value function and the…
In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…
We design sequential tests for a large class of nonparametric null hypotheses based on elicitable and identifiable functionals. Such functionals are defined in terms of scoring functions and identification functions, which are ideal…
In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…
The paper concerns the study of new classes of nonlinear and nonconvex optimization problems of the so-called infinite programming that are generally defined on infinite-dimensional spaces of decision variables and contain infinitely many…
The fast diffusion equation is analyzed on a bounded domain with Dirichlet boundary conditions, for which solutions are known to extinct in finite time. We construct invariant manifolds that provide a finite-dimensional approximation near…
We give an example of a convex, finite and lower semicontinuous function whose subdifferential is everywhere empty. This is possible since the function is defined on an incomplete normed space. The function serves as a universal…
We construct non-negative martingale solutions to the stochastic porous medium equation in one dimension with homogeneous Dirichlet boundary conditions which exhibit a type of sticky behavior at zero. The construction uses the stochastic…
We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…
This paper derives a differential contraction condition for the existence of an orbitally-stable limit cycle in an autonomous system. This transverse contraction condition can be represented as a pointwise linear matrix inequality (LMI),…
In this article, it is proved that for any cumulative distribution function with compact support and a specified t > 0, there exists a diffusion martingale which has this law at time t. The article proves existence; no claims are made about…
We discuss the zero field superconducting phase transition in a finite system of magnetically coupled superconducting layers. Transverse screening is modified by the presence of other layers resulting in topological excitations with…
We prove a strong law of large numbers for directed last passage times in an independent but inhomogeneous exponential environment. Rates for the exponential random variables are obtained from a discretisation of a speed function that may…