Related papers: A variational problem to calculate probabilities

The linear conditional expectation (LCE) provides a best linear (or rather, affine) estimate of the conditional expectation and hence plays an important r\^ole in approximate Bayesian inference, especially the Bayes linear approach. This…

In this research, we would like to study the global (in time) existence of small data solutions to the following damped $\sigma$-evolution equations with nonlocal (in space) nonlinearity: \begin{equation*}…

We consider a Dirichlet type problem for a nonlinear, nonlocal equation driven by the degenerate fractional p-Laplacian, with a logistic type reaction depending on a positive parameter. In the subdiffusive and equidiffusive cases, we prove…

We propose the method for obtaining invariants of arbitrary representations of Lie groups that reduces this problem to known problems of linear algebra. The basis of this method is the idea of a special extension of the representation…

The definition of conditional probability in case of continuous distributions was an important step in the development of mathematical theory of probabilities. How can we define this notion in algorithmic probability theory? In this survey…

In this paper, we develop a universal, conceptually simple and systematic method to prove well-posedness to Cauchy problems for weak solutions of parabolic equations with non-smooth, time-dependent, elliptic part having a variational…

Assuming the generalized Lindel\"of hypothesis for Dirichlet $L$-functions, we establish that the least prime $p\equiv a\pmod{q}$ satisfies $p\ll_{\varepsilon} q^{2+\varepsilon}$. This achieves a bound that nearly matches the classical…

We consider a parabolic partial differential equation with Dirichlet boundary conditions and measure or $L^1$ data. The key difficulty consists in a presence of a monotone operator~$A$ subjected to a non-standard growth condition,…

We consider the nonlinear Cauchy problem for $ \Psi $- Hilfer fractional differential equations and investigate the existence, interval of existence and uniqueness of solution in the weighted space of functions. The continuous dependence of…

The main objective of this article is to discuss the local existence of the solution to an initial value problem involving a non-linear differential equation in the sense of Riemann-Liouville fractional derivative of order $\sigma\in(1,2),$…

We are concerned with the Dirichlet problem for a class of Hessian type equations. Applying some new methods we are able to establish the $C^2$ estimates for an approximating problem under essentially optimal structure conditions. Based on…

In this paper we continue to advance the theory regarding the Riesz fractional gradient in the calculus of variations and fractional partial differential equations begun in an earlier work of the same name. In particular we here establish…

In this article we consider existence and uniqueness of the solutions to a large class of stochastic partial differential of form $\partial_t u = L_x u + b(t,u)+\sigma(t,u)\dot{W}$, driven by a Gaussian noise $\dot{W}$, white in time and…

A necessary and sufficient condition on a sequence $\{\mathfrak{A}_n\}_{n\in \mathbb{N}}$ of $\sigma$-subalgebras that assures convergence almost every where of conditional expectations is given.

We consider the problem of finding the infimum, over probability measures being in a ball defined by Wasserstein distance, of the expected value of a bounded Lipschitz random variable on $\mathbf{R}^d$. We show that if the $\sigma-$algebra…

We introduce a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows for merely measurable maps as solutions. This approach bypasses the standard problems arising by the application of…

We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an…

We survey known solutions to the infinite extendibility problem for (necessarily exchangeable) probability laws on $\mathbb{R}^d$, which is: Can a given random vector $\vec{X} = (X_1,\ldots,X_d)$ be represented in distribution as the first…

We study the variational structure of the complex $k$-Hessian equation on bounded domain $X\subset \mathbb C^n$ with boundary $M=\partial X$. We prove that the Dirichlet problem $\sigma_k (\partial \bar{\partial} u) =0$ in $X$, and $u=f$ on…

In this paper we generalize the H\'ajek-R\'enyi-Chow maximal inequality for submartingales to $L^p$ type Riesz spaces with conditional expectation operators. As applications we obtain a submartingale convergence theorem and a strong law of…