Related papers: A variational problem to calculate probabilities
In this paper we consider nonlinear problems with an operator depending only on the deformation tensor. We consider the class of operators derived from a potential and with $(p,\delta)$ structure, for $1<p\leq 2$ and for all $\delta\geq0$.…
We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a…
We present a theory of backward stochastic differential equations in continuous time with an arbitrary filtered probability space. No assumptions are made regarding the left continuity of the filtration, of the predictable quadratic…
Join-preserving maps on the discrete time scale $\omega^+$, referred to as time warps, have been proposed as graded modalities that can be used to quantify the growth of information in the course of program execution. The set of time warps…
In this paper we prove an existence and uniqueness result for the double phase Dirichlet problem when the lowest exponent is equal to 1. Our solution is a function of bounded variation that simultaneously lies in a suitable weighted Sobolev…
In this paper, we use probabilistic approach to prove that there exists a unique weak solution to the Dirichlet boundary value problem for second order elliptic equations whose coefficients are signed measures, and we will give a…
We deal with direct and inverse problems of the calculus of variations on arbitrary time scales. Firstly, using the Euler-Lagrange equation and the strengthened Legendre condition, we give a general form for a variational functional to…
Let $\mathfrak A$ be a type 1 subdiagonal algebra in a $\sigma$-finite von Neumann algebra $\mathcal M$ with respect to a faithful normal conditional expectation $\Phi$. We consider a Riesz type factorization theorem in noncommutative $H^p$…
Given two measurable spaces $H$ and $D$ with countably generated $\sigma$-algebras, a perfect prior probability measure $P_H$ on $H$ and a sampling distribution $S: H \rightarrow D$, there is a corresponding inference map $I: D \rightarrow…
Linear representations for a subclass of boolean symmetric functions selected by a parity condition are shown to constitute a generalization of the linear constraints on probabilities introduced by Boole. These linear constraints are…
We study the distribution of closed geodesics for the modular surface. We improve the error term in the prime geodesic theorem, and obtain results on prime geodesics in very short intervals conditionally on the generalized Riemann…
The $L^p$-boundedness for $p>2$ of the covariant Riesz transform on differential forms is proved for a class of non-compact weighted Riemannian manifolds under certain curvature and volume growth conditions, which in particular settles a…
The exactness equation for Lepage 2-forms, associated with variational systems of ordinary differential equations on smooth manifolds, is analyzed with the aim to construct a concrete global variational principle. It is shown that locally…
The subject of this paper is the elucidation of effects of actions from causal assumptions represented as a directed graph, and statistical knowledge given as a probability distribution. In particular, we are interested in predicting…
The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…
A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that…
The aim of this paper is to use non asymptotic bounds for the probability of rare events in the Sanov theorem, in order to study the asymptotics in conditional limit theorems (Gibbs conditioning principle for thin sets). Applications to…
The article addresses a long-standing open problem on the justification of using variational Bayes methods for parameter estimation. We provide general conditions for obtaining optimal risk bounds for point estimates acquired from…
Some little considerations concerning the application of the Theory of Dirichlet Forms to stocastic variational principle on riemannian manifolds are performed
We consider the Dirichlet problem in a wedge for parabolic equation whose coefficients are measurable function of t. We obtain coercive estimates in weighted $L_{p,q}$-spaces. The concept of "critical exponent" introduced in the paper plays…