Related papers: A Rough Functional Breuer-Major Theorem
In this note we prove convergence of Green functions with Neumann boundary conditions for the random walk to their continuous counterparts. Also a few Beurling type hitting estimates are obtained for the random walk on discretizations of…
The theorem of Furstenberg and Kesten provides a strong law of large numbers for the norm of a product of random matrices. This can be extended under various assumptions, covering nonnegative as well as invertible matrices, to a law of…
We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…
We prove a multiplier theorem of Mihlin-H\"ormander type for operators of the form $-\Delta_x - V(x) \Delta_y$ on $\mathbb{R}^{d_1}_x \times \mathbb{R}^{d_2}_y$, where $V(x) = \sum_{j=1}^{d_1} V_j(x_j)$, the $V_j$ are perturbations of the…
We propose a spatial discretization of the fourth-order nonlinear DLSS equation on the circle. Our choice of discretization is motivated by a novel gradient flow formulation with respect to a metric that generalizes martingale transport.…
A generalized divergence theorem is established allowing for domains with inner boundaries. The normal trace of a rough integrand is not a Radon measure; rather, the boundary integral is expressed via a surface functional continuous with…
The RFMP is an iterative regularization method for a class of linear inverse problems. It has proved to be applicable to problems which occur, for example, in the geosciences. In the early publications [Fischer2011] and [FischerMichel2012],…
We derive an invariance principle for the lift to the rough path topology of stochastic processes with delayed regenerative increments under an optimal moment condition. An interesting feature of the result is the emergence of area anomaly,…
In this paper we introduce a new algorithm for solving perturbed nonlinear functional equations which admit a right-invertible linearization, but with an inverse that loses derivatives and may blow up when the perturbation parameter…
We prove two-sided inequalities between the integral moduli of smoothness of a function on $\mathbb{R}^d/\mathbb{T}^d$ and the weighted tail-type integrals of its Fourier transform/series. Sharpness of obtained results in particular is…
We consider differential equations driven by rough paths and study the regularity of the laws and their long time behavior. In particular, we focus on the case when the driving noise is a rough path valued fractional Brownian motion with…
Our main purpose in this paper is to establish the existence and nonexistence of extremal functions for sharp inequality of Adimurthi-Druet type for fractional dimensions on the entire space. Precisely, we extend the sharp Trudinger-Moser…
Bass and Pardoux (1987) deduce from the Krein-Rutman theorem a reverse ergodic theorem for a sub-probability transition function, which turns out to be a key tool in proving uniqueness of reflecting Brownian Motion in cones in Kwon and…
We find a sharp combinatorial bound for the metric entropy of sets in R^n and general classes of functions. This solves two basic combinatorial conjectures on the empirical processes. 1. A class of functions satisfies the uniform Central…
We use the language of errors to handle local Dirichlet forms with square field operator (cf [2]). Let us consider, under the hypotheses of Donsker theorem, a random walk converging weakly to a Brownian motion. If in addition the random…
We prove a Leibniz rule for BV functions in a complete metric space that is equipped with a doubling measure and supports a Poincar\'e inequality. Unlike in previous versions of the rule, we do not assume the functions to be locally…
In this article, we focus on the sampling of the configurational Gibbs-Boltzmann distribution, that is, the calculation of averages of functions of the position coordinates of a molecular $N$-body system modelled at constant temperature. We…
We prove transportation-cost inequalities for the law of SDE solutions driven by general Gaussian processes. Examples include the fractional Brownian motion, but also more general processes like bifractional Brownian motion. In case of…
In proving large deviation estimates, the lower bound for open sets and upper bound for compact sets are essentially local estimates. On the other hand, the upper bound for closed sets is global and compactness of space or an exponential…
Let $B=(B_1(t),..,B_d(t))$ be a $d$-dimensional fractional Brownian motion with Hurst index $\alpha\le 1/4$, or more generally a Gaussian process whose paths have the same local regularity. Defining properly iterated integrals of $B$ is a…