Related papers: Discrete approximation of functionals with jumps a…
We consider the approximation scheme of the American call option via the discrete Morse semiflow. It is the minimizing scheme of a time-semidiscretized variational functional. In this paper we obtain a rate of convergence of approximate…
A survey on algorithms for computing discrete logarithms in Jacobians of curves over finite fields.
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…
We present the first higher-order approximation scheme for solutions of jump-diffusion stochastic differential equations with discontinuous drift. For this transformation-based jump-adapted quasi-Milstein scheme we prove $L^p$-convergence…
This article establishes a complete approximate axiomatization for the real-closed field $\mathbb{R}$ expanded with all differentially-defined functions, including special functions such as $\sin(x), \cos(x), e^x, \dots$. Every true…
We introduce a novel formulation for geometry on discrete points. It is based on a universal differential calculus, which gives a geometric description of a discrete set by the algebra of functions. We expand this mathematical framework so…
We consider the recursive estimation of a regression functional where the explanatory variables take values in some functional space. We prove the almost sure convergence of such estimates for dependent functional data. Also we derive the…
Recently J.Han\v{c}l obtained a result which improves on approximations to real numbers which correspond to the discrete part of Lagrange spectrum. In the present paper we prove a similar result related to the discrete part of Dirichlet…
We study fine potential theory and in particular partitions of unity in quasiopen sets in the case $p=1$. Using these, we develop an analog of the discrete convolution technique in quasiopen (instead of open) sets. We apply this technique…
A discrete rotation algorithm can be apprehended as a parametric application $f\_\alpha$ from $\ZZ[i]$ to $\ZZ[i]$, whose resulting permutation ``looks like'' the map induced by an Euclidean rotation. For this kind of algorithm, to be…
We prove a new case of mixed discrete joint universality theorem on approximation of certain target couple of analytic functions by the shifts of a pair consisting of the function belonging to wide class of Matsumoto zeta-functions and the…
In this paper we show that solutions of stochastic partial differential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. Applications to stochastic…
We present a closed-form finite-dimensional projection method for regularizing a function defined by a discrete set of measurement data, which have been contaminated by random, zero mean errors, and for estimating the derivative and…
The piecewise-concave function may be used to approximate a wide range of other functions to arbitrary precision over a bounded set. In this short paper, this property is proven for three function classes: (a) the multivariate twice…
We obtain approximation formulas for fractional integrals and derivatives of Riemann-Liouville and Marchaud types with a variable fractional order. The approximations involve integer-order derivatives only. An estimation for the error is…
We propose a novel study of the stochastic proximal gradient method for minimizing the sum of two convex functions, one of which is smooth. Under suitable assumptions and without requiring any boundedness or control of the variance of the…
We establish the rate of convergence in the $L^1$-norm for equidistant approximations of stochastic integrals with discontinuous integrands driven by multifractional Brownian motion. Our findings extend the known results for the case when…
A new type of combinations of Bernstein operators is given in [1]. Here, we introduce another one, which can be used to approximate the functions with singularities. The direct and inverse results of the weighted approximation of this new…
We propose a systematic procedure for the approximation of density functionals in density functional theory that consists of two parts. First, for the efficient approximation of a general density functional, we introduce an efficient ansatz…
In a recent article, we showed that trigonometric shearlets are able to detect directional step discontinuities along edges of periodic characteristic functions. In this paper, we extend these results to multivariate periodic functions…