Related papers: Conditioning to avoid zero via a class of concave …

The satisfiability and optimization of finite-dimensional Boolean formulas are studied using percolation theory, rare region arguments, and boundary effects. In contrast with mean-field results, there is no satisfiability transition, though…

In quantum cosmological models, constructed in the framework of Friedmann-Robertson-Walker metrics, a nucleation of the Universe with its further expansion is described as a tunneling transition through an effective barrier between regions…

We consider non-concave and non-smooth random utility functions with do- main of definition equal to the non-negative half-line. We use a dynamic pro- gramming framework together with measurable selection arguments to establish both the…

We consider transcendental entire functions of finite order for which the zeros and $1$-points are in disjoint sectors. Under suitable hypotheses on the sizes of these sectors we show that such functions must have a specific form, or that…

We introduce action-driven flows for causal variational principles, being a class of non-convex variational problems emanating from applications in fundamental physics. In the compact setting, H\"older continuous curves of measures are…

We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…

As a crucial problem in statistics is to decide whether additional variables are needed in a regression model. We propose a new multivariate test to investigate the conditional mean independence of Y given X conditioning on some known…

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

We bring forward a logical system of transition algebras that enhances many-sorted first-order logic using features from dynamic logics. The sentences we consider include compositions, unions, and transitive closures of transition…

Semi-Lagrangian methods have traditionally been developed in the framework of hyperbolic equations, but several extensions of the Semi-Lagrangian approach to diffusion and advection--diffusion problems have been proposed recently. These…

Inverse problems aim to determine parameters from observations, a crucial task in engineering and science. Lately, generative models, especially diffusion models, have gained popularity in this area for their ability to produce realistic…

In this note we connect the notion of solutions of a martingale problem to the notion of a strongly continuous and locally equi-continuous semigroup on the space of bounded continuous functions equipped with the strict topology. This…

This paper develops a characterisation of when solutions of forced second order linear differential equations converge to the zero solution of the asymptotically stable and unforced second order equation, or when the solution is bounded,…

Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…

A new directional derivative and a new subdifferential for set-valued convex functions are constructed, and a set-valued version of the so-called 'max-formula' is proven. The new concepts are used to characterize solutions of convex…

The pole condition approach for deriving transparent boundary conditions is extended to the time-dependent, two-dimensional case. Non-physical modes of the solution are identified by the position of poles of the solution's spatial Laplace…

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

We formulate a martingale problem that describes a diffusion process in a multidimensional Euclidean space with a membrane located on a given smooth surface and having the properties of skewing and delaying. The theorem on the existence of…

In this paper we present a martingale related to the exit measures of super-Brownian motion. By changing measure with this martingale in the canonical way we have a new process associated with the conditioned exit measure. This measure is…

There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…