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Related papers: A note on the planar Skorokhod embedding problem

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We propose and study a system of Schr\"odinger's problems and functional equations in probability theory. More precisely, we consider a system of variational problems of relative entropies for probability measures on a Euclidean space with…

Probability · Mathematics 2025-06-17 Toshio Mikami , Jin Feng

In this article we investigate the existence of a solution to a semilinear, elliptic, partial differential equation with distributional coefficients and data. The problem we consider is a generalization of the Lichnerowicz equation that one…

Analysis of PDEs · Mathematics 2013-03-20 Michael Holst , Caleb Meier

The embedding problem of Markov matrices in Markov semigroups is a classic problem that regained a lot of impetus and activities through recent needs in phylogeny and population genetics. Here, we give an account for dimensions $d\leqslant…

Probability · Mathematics 2024-07-04 Michael Baake , Jeremy Sumner

We study the existence, optimality, and construction of non-randomised stopping times that solve the Skorokhod embedding problem (SEP) for Markov processes which satisfy a duality assumption. These stopping times are hitting times of…

Probability · Mathematics 2021-03-30 Paul Gassiat , Harald Oberhauser , Christina Z. Zou

In this note, we prove that below the first critical energy level, a proper combination of the Ligon-Schaaf and Levi-Civita regularization mappings provides a convex symplectic embedding of the energy surfaces of the planar rotating Kepler…

Symplectic Geometry · Mathematics 2016-05-24 Urs Frauenfelder , Otto van Koert , Lei Zhao

Geometric embedding of graphs in a point set in the plane is a well known problem. In this paper, the complexity of a variant of this problem, where the point set is bounded by a simple polygon, is considered. Given a point set in the plane…

Computational Geometry · Computer Science 2009-08-28 Alireza Bagheri , Mohammadreza Razzazi

We provide a writeup of a resolution of Erd\H{o}s Problem #728; this is the first Erd\H{o}s problem (a problem proposed by Paul Erd\H{o}s which has been collected in the Erd\H{o}s Problems website) regarded as fully resolved autonomously by…

Number Theory · Mathematics 2026-01-27 Nat Sothanaphan

We present in this paper a new sufficient condition for the so-called Prokhorov-Skorokhod continuity of random processes. Our conditions will be formulated in the terms of metric entropy generated by three-dimensional distribution of the…

Probability · Mathematics 2015-12-08 E. Ostrovsky , L. Sirota

The Permuted Kernel Problem (PKP) is a problem in linear algebra that was first introduced by Shamir in 1989. Roughly speaking, given an $\ell \times m$ matrix $\mathbf{A}$ and an $m \times 1$ vector $\mathbf{b}$ over a finite field of $q$…

Combinatorics · Mathematics 2024-06-04 Carlo Sanna

We consider the equation - y"(x)+q(x)y(x)=f(x), x\in R and the weighted function space S_p^{(2)}(R,q)=\{y\in AC_{\loc}^{(1)}(R):\|y"-qy\|_p+\|q^{1/p}y\|_p<\infty\}; p\in[1,\infty), f\in L_p(R)$ and $0\le q\in L_1^{\loc}(R)$. We show that…

Classical Analysis and ODEs · Mathematics 2013-07-23 N. A. Chernyavskaya , L. A. Shuster

It is shown that the class of algebro-geometrical (finite-gap) solutions of the Ernst equation constructed several years ago in [D.Korotkin, Theor.Math.Phys., 77 (1989), p. 1018] contains the solutions recently constructed by R.Meinel and…

General Relativity and Quantum Cosmology · Physics 2009-10-28 Dmitrii Korotkin

In this paper, we derive an $L^p$-chaos expansion based on iterated Stratonovich integrals with respect to a given exponentially integrable continuous semimartingale. By omitting the orthogonality of the expansion, we show that every…

Mathematical Finance · Quantitative Finance 2026-01-28 Ariel Neufeld , Philipp Schmocker

The problem of positive Kolmogorov-Sinai entropy of the Chirikov-Standard map with respect to the invariant Lebesgue measure on the two-dimensional is open. In 1999, we believed to have a proof that the entropy can be bounded below. This…

Dynamical Systems · Mathematics 2007-05-23 Oliver Knill

We address a two-dimensional nonlinear elliptic problem with a finite-amplitude periodic potential. For a class of separable symmetric potentials, we study the bifurcation of the first band gap in the spectrum of the linear Schr\"{o}dinger…

Analysis of PDEs · Mathematics 2009-11-13 Tomas Dohnal , Dmitry Pelinovsky , Guido Schneider

The realizability problem is a well-known problem in the analysis of complex systems, which can be modeled as an infinite-dimensional moment problem. More precisely, as a truncated $K-$moment problem where $K$ is the space of all possible…

Probability · Mathematics 2023-05-18 Raúl E. Curto , Maria Infusino

In this paper we consider the Skorokhod embedding problem for general starting and target measures. In particular, we provide necessary and sufficient conditions for a stopping time to be minimal in the sense of Monroe(1972). The resulting…

Probability · Mathematics 2016-09-07 Alexander Cox

We define embedding of an $n$-dimensional normed space into $L_{-p},\ 0<p<n$ by extending analytically with respect to $p$ the corresponding property of the classical $L_p$-spaces. The well-known connection between embeddings into $L_p$ and…

Functional Analysis · Mathematics 2016-09-06 Alexander Koldobsky

We complete the complexity classification by degree of minimizing a polynomial over the integer points in a polyhedron in $\mathbb{R}^2$. Previous work shows that optimizing a quadratic polynomial over the integer points in a polyhedral…

Optimization and Control · Mathematics 2015-05-07 Alberto Del Pia , Robert Hildebrand , Robert Weismantel , Kevin Zemmer

We introduce a new approach to the anisotropic Calder\'on problem, based on a map called Poisson embedding that identifies the points of a Riemannian manifold with distributions on its boundary. We give a new uniqueness result for a large…

Analysis of PDEs · Mathematics 2019-04-05 Matti Lassas , Tony Liimatainen , Mikko Salo

Given a planar graph $G$ and an integer $b$, OrthogonalPlanarity is the problem of deciding whether $G$ admits an orthogonal drawing with at most $b$ bends in total. We show that OrthogonalPlanarity can be solved in polynomial time if $G$…

Computational Geometry · Computer Science 2019-08-15 Emilio Di Giacomo , Giuseppe Liotta , Fabrizio Montecchiani
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