Related papers: A variational problem to calculate probabilities
This note generalizes the notion of conditional probability to Riesz spaces using the order-theoretic approach. With the aid of this concept, we establish the law of total probability and Bayes' theorem in Riesz spaces; we also prove an…
In this paper, we show that the conditional expectation of a random variable with finite second moment given a $\sigma$-algebra is the unique critical point of an energy functional in Hilbert space $L^2$. Then, we extend by density the…
For the fractional Laplace equation, a surprising observation is the non-uniqueness for the basic Dirichlet type problems. In this paper, a somewhat sharp uniqueness condition for the fractional Laplace equation is established. We derive…
It is often of interest to condition on a singular event given by a random variable, e.g. $\{Y=y\}$ for a continuous random variable $Y$. Conditional measures with respect to this event are usually derived as a special case of the…
We consider a random variable $Y$ and approximations $Y\_n$, defined on the same probability space with values in the same measurable space as $Y$. We are interested in situations where the approximations $Y\_n$ allow to define a Dirichlet…
Riesz space (non-pointwise) generalizations for iterative processes are given for the concepts of recurrence, first recurrence and conditional ergodicity. Riesz space conditional versions of the Poincar\'{e} Recurrence Theorem and the Kac…
We introduce a novel real-valued endogenous logic for expressing properties of probabilistic transition systems called Riesz modal logic. The design of the syntax and semantics of this logic is directly inspired by the theory of Riesz…
We show the existence of invariant ergodic $\sigma$-additive probability measures with full support on $X$ for a class of linear operators $L: X \to X$, where $L$ is a weighted shift operator and $X$ either is the Banach space…
This work develops, from a functional analytic perspective, the construction of random variables in Lebesgue spaces L^p. It extends classical notions of measurability, integrability, and expectation to L^p valued functions, using Pettis's…
We derive the existence and uniqueness of the generalized backward doubly stochastic differential equation with sub-differential of a lower semi-continuous convex function under a non Lipschitz condition. This study allows us give a…
In this paper, we obtain a comparison theorem and a invariant representation theorem for backward stochastic differential equations (BSDEs) without any assumption on the second variable $z$. Using the two results, we further develop the…
Strong convergence and convergence in probability were generalized to the setting of a Riesz space with conditional expectation operator, $T$, in [{{\sc Y. Azouzi, W.-C. Kuo, K. Ramdane, B. A. Watson}, {Convergence in Riesz spaces with…
The continuity of conditional expectation on Orlicz spaces is investigated. Indeed, we provide some necessary and sufficient conditions on a sequence $\{\mathcal{A}_n\}_{n\in\mathbb{N}}$ of $\sigma$-subalgebras for $L^{\varphi}$-convergence…
In this paper, we deal with an elliptic problem with the Dirichlet boundary condition. We operate in Sobolev spaces and the main analytic tool we use is the Lax-Milgram lemma. First, we present the variational approach of the problem which…
We present a new duality theory for non-convex variational problems, under possibly mixed Dirichlet and Neumann boundary conditions. The dual problem reads nicely as a linear programming problem, and our main result states that there is no…
This paper proves a representation theorem regarding sequences of random elements that take values in a Borel space and are measurable with respect to the sigma algebra generated by an arbitrary union of sigma algebras. This, together with…
We prove a uniqueness theorem for the obstacle problem for linear equations involving the fractional Laplacian with zero Dirichlet exterior condition. The problem under consideration arises as the limit of some logistic-type equations. Our…
A recent result from [AtES24] allows one to define variational solutions of the Dirichlet problem for general continuous boundary data. We establish basic properties of this notion of solution and show that it coincides with the Perron…
In this paper we prove the boundedness of the Gaussian Riesz potentials $I_{\beta}$, for $\beta\geq 1$ on $L^{p(\cdot)}(\gamma_d)$, the Gaussian variable Lebesgue spaces under a certain additional condition of regularity on $p(\cdot)$…
Beginning from the resolution of Dirichlet L function, using the inner product formula of infinite-dimensional vectors in the complex space, the author proved the world's baffling problem--Generalized Riemann hypothesis.