Related papers: Global universality via discrete-time signatures
On any metric space, I provide an intrinsic characterization of those complex-valued functions which are uniform limits of Lipschitz functions. There are applications to function theory on complete Riemannian manifolds and, in particular,…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
We introduce a new Gaussian process, a generalization of both fractional and subfractional Brownian motions, which could serve as a good model for a larger class of natural phenomena. We study its main stochastic properties and some…
In this paper, we prove maximal inequalities and study the functional central limit theorem for the partial sums of linear processes generated by dependent innovations. Due to the general weights, these processes can exhibit long-range…
Path integrals represent a powerful route to quantization: they calculate probabilities by summing over classical configurations of variables such as fields, assigning each configuration a phase equal to the action of that configuration.…
The paths of Brownian motion have been widely studied in the recent years relatively in Besov spaces $B_{p, \infty}^\a$. The results are the same as to the Brownian bridge. In fact these regularities properties are established in some…
In this paper we prove a viability result for multidimensional, time dependent, stochastic differential equations driven by fractional Brownian motion with Hurst parameter1/2 < H < 1, using pathwise approach. The sufficient condition is…
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…
A theory of differential equations driven by a non-differentiable path has recently been developed by Lyons. We develop an alternative approach to this theory, using (modified Euler approximations), and investigate its applicability to…
We consider a quite general problem concerning a linear free oscillation of a discrete mass-spring-damper system. This discrete sub-system is embedded into a one-dimensional continuum medium described by the linear telegraph equation. In a…
There are several kinds of universal Taylor series. In one such kind the universal approximation is required at every boundary point of the domain of definition $\OO$ of the universal function $f$. In another kind the universal…
In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…
In this work we present expansions of intersection local times of fractional Brownian motions in $\R^d$, for any dimension $d\geq 1$, with arbitrary Hurst coefficients in $(0,1)^d$. The expansions are in terms of Wick powers of white noises…
Given $\{W^{(m)}(t), t \in [0,T]\}_{m \ge 1}$ a sequence of approximations to a standard Brownian motion $W$ in $[0,T]$ such that $W^{(m)}(t)$ converges almost surely to $W(t)$ we show that, under regular conditions on the approximations,…
We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end, we first prove new existence, uniqueness and approximation…
The semiclassical approximation of the worldline path integral is a powerful tool to study nonperturbative electron-positron pair creation in spacetime-dependent background fields. Finding solutions of the classical equations of motion,…
Adding the time as a component of a stochastic process before computing its signature terminal value ensures injectivity and supports universal approximation results, but it induces linear dependence among the components of the signature…
This paper extends the universal approximation property of single-hidden-layer feedforward neural networks beyond compact domains, which is of particular interest for the approximation within weighted $C^k$-spaces and weighted Sobolev…
We establish endoscopic and stable trace formulas whose discrete spectral terms are weighted by automorphic $L$-functions, by the use of basic functions that are incorporated into the global spectral and geometric coefficients. This is a…
We generalize the classical Bernstein theorem concerning the constructive description of classes of functions uniformly continuous on the real line. The approximation of continuous bounded functions by entire functions of exponential type…