Related papers: Stieltjes differential systems with non monotonic …
We show that a large collection of special functions, in particular Nielsen's beta function, are generalized Stieltjes functions of order 2, and therefore logarithmically completely monotonic. This includes the Laplace transform of…
We consider a stochastic differential equation of the form \[dX_t=\theta a(t,X_t)\,dt+\sigma_1(t,X_t)\sigma_2(t,Y_t)\,dW_t\] with multiplicative stochastic volatility, where $Y$ is some adapted stochastic process. We prove…
We consider differential operators defined as Friedrichs extensions of quadratic forms with non-smooth coefficients. We prove a two term optimal asymptotic for the Riesz means of these operators and thereby also reprove an optimal Weyl law…
In this note, we shall consider the existence of invariant measures for a class of infinite dimensional stochastic functional differential equations with delay whose driving semigroup is eventually norm continuous. The results obtained are…
We develop a sound and complete graphical theory for discrete linear time-invariant dynamical systems. The graphical syntax, as in previous work, is closely related to the classical notion of signal flow diagrams, differently from previous…
This paper reviews a class of univariate piecewise polynomial functions known as discrete splines, which share properties analogous to the better-known class of spline functions, but where continuity in derivatives is replaced by (a…
We consider impulsive dynamical systems defined on compact metric spaces and their respective impulsive semiflows. We establish sufficient conditions for the existence of probability measures which are invariant by such impulsive semiflows.…
For any real-valued stochastic process $X$ with c\'rdl\'rg paths we define non-empty family of processes which have locally finite total variation, have jumps of the same order as the process $X$ and uniformly approximate its paths on…
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 prove a result on the fractional Sobolev regularity of composition of paths of low fractional Sobolev regularity with functions of bounded variation. The result relies on the notion of variability, proposed by us in the previous article…
The main purpose of this work is to characterize the almost sure local structure stability of solutions to a class of linear stochastic partial functional differential equations (SPFDEs) by investigating the Lyapunov exponents and invariant…
We identify measures arising in the representations of products of generalized Stieltjes transforms as generalized Stieltjes transforms, provide optimal estimates for the size of those measures, and address a similar issue for generalized…
Numerical methods for stochastic differential equations with non-globally Lipschitz coefficients are currently studied intensively. This article gives an overview of our work for the case that the drift coefficient is potentially…
A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…
The concept of the $p^{\text{th}}$ variation of a continuous function $f$ along a refining sequence of partitions is the key to a pathwise It\^o integration theory with integrator $f$. Here, we analyze the $p^{\text{th}}$ variation of a…
Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic process with arbitrary finitely regular paths. These results are…
We derive a functional change of variable formula for {\it non-anticipative} functionals defined on the space of right continuous paths with left limits. The functional is only required to possess certain directional derivatives, which may…
It is shown that the kinematic system describing planar non-steady motions of ideal fibre-reinforced fluids may be reduced to a single two-dimensional third-order partial differential equation in which time enters parametrically. A…
Within the abstract framework of dynamical system theory we describe a general approach to the Transient (or Evans-Searles) and Steady State (or Gallavotti-Cohen) Fluctuation Theorems of non-equilibrium statistical mechanics. Our main…
In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…