Related papers: Sharp supremum and H\"older bounds for stochastic …

We consider the non-degenerate second-order parabolic partial differential equations of non-divergence form with bounded measurable coefficients (not necessary continuous). Under some assumptions it is known that the fundamental solution to…

We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…

Recent advances in our understanding of higher derived limits carry multiple implications in the fields of condensed and pyknotic mathematics, as well as for the study of strong homology. These implications are thematically diverse,…

We study nonstationary intermittent dynamical systems, such as compositions of a (deterministic) sequence of Pomeau-Manneville maps. We prove two main results: sharp bounds on memory loss, including the "unexpected" faster rate for a large…

We study a class $\mathfrak X^H$ of signed Takagi-Landsberg functions with Hurst parameter $H\in(0,1)$. We first show that the functions in $\mathfrak X^H$ admit a linear $p^{\text{th}}$ variation along the sequence of dyadic partitions of…

Using techniques from harmonic analysis, we derive several sharp stability estimates for the second order Heisenberg Uncertainty Principle. We also present the explicit lower and upper bounds for the sharp stability constants and compute…

Motivated by applications to SPDEs we extend the It\^o formula for the square of the norm of a semimartingale $y(t)$ from Gy\"ongy and Krylov (Stochastics 6(3):153-173, 1982) to the case \begin{equation*} \sum_{i=1}^m \int_{(0,t]}…

We refine a method for finding a canonical form for symmetry operators of arbitrary order for the Schroedinger eigenvalue equation on any 2D Riemannian manifold, real or complex, that admits a separation of variables in some orthogonal…

For Banach spaces of analytic functions on the disc for which the polynomials are dense and their pointt evaluations continuous, we prove the following: If they contain a function such that the limit superior of its modulus is infinite…

Let $\H$ denote the discrete Heisenberg group, equipped with a word metric $d_W$ associated to some finite symmetric generating set. We show that if $(X,\|\cdot\|)$ is a $p$-convex Banach space then for any Lipschitz function $f:\H\to X$…

The modern study of singular integral operators on curves in the plane began in the 1970's. Since then, there has been a vast array of work done on the boundedness of singular integral operators defined on lower dimensional sets in…

Newton-Sobolev spaces, as presented by N. Shanmugalingam, describe a way to extend Sobolev spaces to the metric setting via upper gradients, for metric spaces with `sufficient' paths of finite length. Sometimes, as is the case of parabolic…

We study integration and $L_2$-approximation on countable tensor products of function spaces of increasing smoothness. We obtain upper and lower bounds for the minimal errors, which are sharp in many cases including, e.g., Korobov, Walsh,…

We prove a degree-one saving bound for the dimension of the space of cohomological automorphic forms of fixed level and growing weight on $\mathrm{SL}_2$ over any number field that is not totally real. In particular, we establish a sharp…

We show how direct integration can be used to solve the closed amplitudes of multi-cut matrix models with polynomial potentials. In the case of the cubic matrix model, we give explicit expressions for the ring of non-holomorphic modular…

We consider the class of stationary-increment harmonizable stable processes with infinite control measure, which most notably includes real harmonizable fractional stable motions. We give conditions for the integrability of the paths of…

We give a self-contained and introductory account of some basic functional analytic tools needed to understand maximal monotone operators in Hilbert spaces. We review domains of (possibly unbounded) operators, closed sets and closed…

Multifractal analysis of stochastic processes deals with the fine scale properties of the sample paths and seeks for some global scaling property that would enable extracting the so-called spectrum of singularities. In this paper we…

A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The leading term of each equation is multiplied by a small…

We establish Burkholder-Davis-Gundy-type inequalities for stochastic Volterra integrals with a completely monotone convolution kernel, which may exhibit singular behaviour at the origin. When the supremum is taken over a finite interval,…