Related papers: Conditioning to avoid zero via a class of concave …
In this paper, we consider testing the martingale difference hypothesis for high-dimensional time series. Our test is built on the sum of squares of the element-wise max-norm of the proposed matrix-valued nonlinear dependence measure at…
This paper is devoted to the problem of prescribing the scalar curvature under zero boundary conditions. Using dynamical and topological methods involving the study of critical points at infinity of the associated variational problem, we…
We study a class of semilinear diffusion equations on infinite, connected, weighted graphs, focusing on two types of nonlinearities: monotone decreasing and Lipschitz continuous. Under minimal structural assumptions on the graph, we…
We develop and implement new probabilistic strategy for proving basic results about long time behaviour for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process as…
We extend to multi-dimensions the work of [1], where new fully explicit kinetic methods were built for the approximation of linear and non-linear convection-diffusion problems. The fundamental principles from the earlier work are retained:…
We introduce a new technique that allows us to make progress on two long standing conjectures in transcendental dynamics: Baker's conjecture that a transcendental entire function of order less than 1/2 has no unbounded Fatou components, and…
Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…
We study the martingale problem associated with the operator $L u = \partial_s u + 1/2 \sum_{i,j=1}^{d_0} a^{ij} \partial_{ij} u + \sum_{i,j=1}^d B^{ij} x^j \partial_i u$, where $d_0 \leq d$. We show that the martingale problem is…
We construct a complete conformal scattering theory for finite energy Maxwell potentials on a class of curved, asymptotically flat spacetimes with prescribed smoothness of null infinity and a non-zero ADM mass. In order to define the full…
We extend a recently developed method to solve semi-linear PDEs to the case of a degenerated diffusion. Being a pure Monte Carlo method it does not suffer from the so called curse of dimensionality and it can be used to solve problems that…
This work contributes to an understanding of the domain size's effect on the existence and uniqueness of the linear convection--diffusion equation with integral-type boundary conditions, where boundary conditions depend non-locally on…
Lions, Perthame, Tadmor conjectured in 1994 an optimal smoothing effect for entropy solutions of nonlinear scalar conservations laws . In this short paper we will restrict our attention to the simpler one-dimensional case. First,…
Previous studies have used numerical methods to optimize the hyperpolarizability of a one-dimensional quantum system. These studies were used to suggest properties of one-dimensional organic molecules, such as the degree of modulation of…
Motivated in part by a problem in simulated tempering (a form of Markov chain Monte Carlo) we seek to minimise, in a suitable sense, the time it takes a (regular) diffusion with instantaneous reflection at 0 and 1 to travel to $1$ and then…
We provide a composite version of Ville's theorem that an event has zero measure if and only if there exists a nonnegative martingale which explodes to infinity when that event occurs. This is a classic result connecting measure-theoretic…
We reduce the solution of the scattering problem defined on the half-line $[0,\infty)$ by a real or complex potential $v(x)$ and a general homogenous boundary condition at $x=0$ to that of the extension of $v(x)$ to the full line that…
We discuss a no-boundary proposal for a subregion of the universe. In the classical approximation, this density matrix involves finding a specific classical solution of the equations of motion with no boundary. Beyond the usual no boundary…
Invariance times are stopping times $\tau$ such that local martingales with respect to some reduced filtration and an equivalently changed probability measure, stopped before $\tau$ , are local martingales with respect to the original model…
In this paper we study time-inhomogeneous affine processes beyond the common assumption of stochastic continuity. In this setting times of jumps can be both inaccessible and predictable. To this end we develop a general theory of finite…
Quadratic systems with lossless quadratic terms arise in many applications, including models of atmosphere and incompressible fluid flows. Such systems have a trapping region if all trajectories eventually converge to and stay within a…