Related papers: Choquet integration with submodular function on me…
We revisit the well-studied superhedging problem under proportional transaction costs in continuous time using the recently developed tools of set-valued stochastic analysis. By relying on a simple Black-Scholes-type market model for…
Self-attention mechanism has been widely used for various tasks. It is designed to compute the representation of each position by a weighted sum of the features at all positions. Thus, it can capture long-range relations for computer vision…
In this work, we investigate a theory of stochastic integration for operator-valued processes with respect to semimartingales taking values in the dual of a nuclear space. Our construction of this particular stochastic integral relies on…
Starting with the correspondence between positive definite kernels on the one hand and reproducing kernel Hilbert spaces (RKHSs) on the other, we turn to a detailed analysis of associated measures and Gaussian processes. Point of departure:…
Given a finite measure space $(\Omega,\Sigma,\mu)$, we show that any Banach space $X(\mu)$ consisting of (equivalence classes of) real measurable functions defined on $\Omega$ such that $f \chi_A \in X(\mu) $ and $ \|f \chi_A \| \leq \|f\|,…
Fractal geometry deals mainly with irregularity and captures the complexity of a structure or phenomenon. In this article, we focus on the approximation of set-valued functions using modern machinery on the subject of fractal geometry. We…
The classical Choquet theorem establishes a barycentric decomposition for elements in a compact convex subset of a locally convex topological vector space. This decomposition is achieved through a probability measure that is supported on…
Submodular function maximization has found a wealth of new applications in machine learning models during the past years. The related supermodular maximization models (submodular minimization) also offer an abundance of applications, but…
We study the condenser capacity $\mathrm{cap}_p(E,\Omega)$ on \emph{unbounded} open sets $\Omega$ in a proper connected metric space $X$ equipped with a locally doubling measure supporting a local $p$-Poincar\'e inequality, where…
We study a stochastic variant of monotone submodular maximization problem as follows. We are given a monotone submodular function as an objective function and a feasible domain defined on a finite set, and our goal is to find a feasible…
Several non-linear functions and machine learning methods have been developed for flexible specification of the systematic utility in discrete choice models. However, they lack interpretability, do not ensure monotonicity conditions, and…
For a formal scheme over a complete discrete valuation ring with a good action of a finite group, we define equivariant motivic integration, and we prove a change of variable formula for that.To do so, we construct and examine an induced…
We report on an original formalization of measure and integration theory in the Coq proof assistant. We build the Lebesgue measure following a standard construction that had not yet been formalized in proof assistants based on dependent…
Let R be a commutative ring with unity, M a module over R and let S be a G-set for a finite group G. We define a set MS to be the set of elements expressed as the formal finite sum of the form similar to the elements of group ring RG. The…
We consider the pointwise approximation of a subharmonic function by the logarithm of the modulus of an entire function up to a bounded quantity. In the case of finite order an estimate from below of the planar Lebesgue measure of an…
We investigate bang-bang control problems and the possibility to apply Newton's method to solve such kind of problems numerically. To this end, we show that the signum function is Fr\'echet differentiable between appropriate function…
A construction of integration, function calculus, and exterior calculus is made, allowing for integration of unital magma valued functions against (compactified) unital magma valued measures over arbitrary topological spaces. The Riemann…
In this paper, the notion of $\mathbb{C}$-simulation function is introduced and the existence and uniqueness of common fixed points of two self-mappings satisfying contractive conditions in the setting of complex valued metric spaces via…
This is a pedagogical review on the integrability-based approach to the three-point function in N=4 supersymmetric Yang-Mills theory. We first discuss the computation of the structure constant at weak coupling and show that the result can…
In this paper we propose a new multiple criteria decision aiding method to deal with sorting problems in which alternatives are evaluated on criteria structured in a hierarchical way and presenting interactions. The underlying preference…