Related papers: A variational problem to calculate probabilities

Expectation is a central notion in probability theory. The notion of expectation also makes sense for other notions of uncertainty. We introduce a propositional logic for reasoning about expectation, where the semantics depends on the…

The definition of the conditional probability is very important in the theory of the probability. This definition is based on the fact, that random events can be simultaneously measurable. This paper deal with the problem of conditioning…

Assuming the Generalized Riemann Hypothesis, we provide uniform upper bounds with explicit main terms for moduli of $\left(\cL'/\cL\right)(s)$ and $\log{\cL(s)}$ for $1/2+\delta\leq\sigma<1$, fixed $\delta\in(0,1/2)$ and for functions in…

In this paper, we consider the backward Cauchy problem of linear degenerate stochastic partial differential equations. We obtain the existence and uniqueness results in Sobolev space $L^p(\Omega; C([0,T];W^{m,p}))$ with both $m\geq 1$ and…

This paper is devoted to proving a general invariant representation theorem for generators of general time interval backward stochastic differential equations, where the generator $g$ has a quadratic growth in the unknown variable $z$ and…

We prove a local regularity result for distributional solutions of the Poisson's equation with $L^p$ data. We use a very short argument based on Weyl's lemma and Riesz-Fr\'echet representation theorem.

We show that standard deviation $\s$ satisfies the Leibniz inequality $\s(fg) \leq \s(f)\|g\| + \|f\|\s(g)$ for bounded functions f, g on a probability space, where the norm is the supremum norm. A related inequality that we refer to as…

We consider the Dirichlet problem for a class of elliptic and parabolic equations in the upper-half space $\mathbb{R}^d_+$, where the coefficients are the product of $x_d^\alpha, \alpha \in (-\infty, 1),$ and a bounded uniformly elliptic…

In this paper we consider evolution equations in the abstract Hilbert space under the special conditions imposed on the operator at the right-hand side of the equation. We establish the method that allows us to formulate the existence and…

We introduce a class of variational principles on measure spaces which are causal in the sense that they generate a relation on pairs of points, giving rise to a distinction between spacelike and timelike separation. General existence…

We prove that the energy conditions in arXiv:1302.5093v7 are implied by the fractional A2 conditions and testing conditions for the vector of fractional Riesz transforms when one measure is supported on a line. Then we apply the main…

This study investigates Dirichlet boundary condition related to a class of nonlinear parabolic problem with nonnegative $L^1$-data, which has a variable-order fractional $p$-Laplacian operator. The existence and uniqueness of renormalized…

Let $L$ be a convex cone of real random variables on the probability space $(\Omega,\mathcal{A},P_0)$. The existence of a probability $P$ on $\mathcal{A}$ such that $$ P \sim P_0,\quad E_P \abs{X}< \infty\, \text{ and } \, E_P(X) \leq 0\,…

We extend classical results on variational inequalities with convex sets with gradient constraint to a new class of fractional partial differential equations in a bounded domain with constraint on the distributional Riesz fractional…

We study existence and uniqueness of solutions for second order ordinary stochastic differential equations with Dirichlet boundary conditions on a given interval. In the first part of the paper we provide sufficient conditions to ensure…

We consider a semilinear elliptic equation with Dirichlet boundary conditions in a smooth, possibly unbounded, domain. Under suitable assumptions, we deduce a condition on the size of the domain that implies the existence of a positive…

The analytical foundations of modern probability trace back to a sequence of representation theorems that reshaped functional analysis in the twentieth century. From Fr\'echet identification of linear functionals with vectors in Hilbert…

We extend the DuBois-Reymond necessary optimality condition and Noether's first theorem to variational problems of Herglotz type with time delay. Our results provide, as corollaries, the DuBois-Reymond necessary optimality condition and the…

The existence theory is developed for solutions of the inhomogeneous linearized field equations for causal variational principles. These equations are formulated weakly with an integral operator which is shown to be bounded and symmetric on…

We consider an $L^2$-Wasserstein type distance $\rho$ on the configuration space $\Gamma_X$ over a Riemannian manifold $X$, and we prove that $\rho$-Lipschitz functions are contained in a Dirichlet space associated with a measure on…