Related papers: Global universality via discrete-time signatures
Approximations of the image and integral funnel of the closed ball of the space $L_p,$ $p>1,$ under Urysohn type integral operator are considered. The closed ball of the space $L_p,$ $p>1,$ is replaced by the set consisting of a finite…
In this work, we will show the existence and uniqueness of the solution to the semi linear stochastic differential equations driven by weighted fractional Brownian motion with delay. We also prove smoothness of the density of the solution…
We study universal approximation of continuous functionals on compact subsets of products of Hilbert spaces. We prove that any such functional can be uniformly approximated by models that first take finitely many continuous linear…
Following the development of weighted asymptotic approximation properties of matrices, we introduce the analogous uniform approximation properties (that is, study the improvability of Dirichlet's Theorem). An added feature is the use of…
We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional inequalities are obtained through new integration by parts…
The density of polynomials in a weighted space of infinitely differentiable functions in a multidimensional real space is proved under minimal conditions on weight functions and on differences between weight functions. We apply this result…
We relate the $L_p$-variation, $2\le p < \infty$, of a solution of a backward stochastic differential equation with a path-dependent terminal condition to a generalized notion of fractional smoothness. This concept of fractional smoothness…
Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the…
We provide a uniform law for the weak convergence of additive functionals of partial sum processes to the local times of linear fractional stable motions, in a setting sufficiently general for statistical applications. Our results are…
Let $X_N$ be an $N$-dimensional subspace of $L_2$ functions on a probability space $(\Omega, \mu)$ spanned by a uniformly bounded Riesz basis $\Phi_N$. Given an integer $1\leq v\leq N$ and an exponent $1\leq q\leq 2$, we obtain universal…
We discuss chains of interacting Brownian motions. Their time reversal invariance is broken because of asymmetry in the interaction strength between left and right neighbor. In the limit of a very steep and short range potential one arrives…
We discuss approximation of extremal functions by polynomials in the weighted Bergman spaces $A^p_\alpha$ where $-1 < \alpha < 0$ and $-1 < \alpha < p-2$. We obtain bounds on how close the approximation is to the true extremal function in…
We prove Runge-type theorems and universality results for locally univalent holomorphic and meromorphic functions. Refining a result of M. Heins, we also show that there is a universal bounded locally univalent function on the unit disk.…
We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…
We study the smoothness and preserving orientation properties of a global and nonautonomous version of the Hartman--Grobman Theorem when the linear system has a nonuniform contraction on the half line. The nonuniform contraction implies the…
We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…
The general affine group $G_n$ sits at the intersection of harmonic analysis on solvable groups and the geometry of negatively curved symmetric spaces. In this work, we characterize the $L^p$-behavior of maximal operators associated with…
We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…
This paper develops a new technique for the path approximation of one-dimensional stochastic processes, more precisely the Brownian motion and families of stochastic differential equations sharply linked to the Brownian motion (usually…
Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…