Related papers: Brownian Sheet and Quasi-Sure Analysis
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…
Let B_1,B_2, ... be independent one-dimensional Brownian motions defined over the whole real line such that B_i(0)=0. We consider the nth iterated Brownian motion W_n(t)= B_n(B_{n-1}(...(B_2(B_1(t)))...)). Although the sequences of…
We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditions on the drift, but we are interested in the regularity of…
We prove a global well-posedness and regularity result of strong solutions to a slightly modified Michelson-Sivashinsky equation in any spatial dimension and in the absence of physical boundaries. Local-in-time well-posedness (and…
We introduce notions of absolutely continuous functionals and representations on the non-commutative disk algebra $A_n$. Absolutely continuous functionals are used to help identify the type L part of the free semigroup algebra associated to…
In this paper using Sperner's lemma for modified partition of a simplex we will constructively prove Brouwer's fixed point theorem for sequentially locally non-constant and uniformly sequentially continuous functions.
In this paper, we give formulas that allow one to move between transfer function type realizations of multi-variate Schur, Herglotz and Pick functions, without adding additional singularities except perhaps poles coming from the conformal…
We extend the classical Lebesgue and Fubini differentiation theorems to functions of several variables, using the notions of joint derivative and joint monotonicity. Our first main result shows that for a function $f$ of bounded variation,…
In this article, we will first introduce a class of Gaussian processes, and prove the quasi-invariant theorem with respect to the Gaussian Wiener measure, which is the law of the associated Gaussian process. In particular, it includes the…
In this paper, we establish existence and uniqueness of strong solutions for a stochastic differential equation driven by an additive noise given by the sum of two correlated fractional Brownian sheets with different Hurst parameters. Our…
We consider the problem of minimizing a continuous function that may be nonsmooth and nonconvex, subject to bound constraints. We propose an algorithm that uses the L-BFGS quasi-Newton approximation of the problem's curvature together with…
This article establishes cutoff convergence or abrupt convergence of three statistical quantities for multivariate (Hurwitz) stable geometric Brownian motion: the autocorrelation function, the Wasserstein distance between the current state…
Many years ago, Griego, Heath and Ruiz-Moncayo proved that it is possible to define realizations of a sequence of uniform transform processes that converges almost surely to the standard Brownian motion, uniformly on the unit time interval.…
We establish local regularity results for minimizers of autonomous vectorial integrals of Calculus of Variations, assuming $\psi$-growth conditions and imposing $\varphi$-quasiconvexity only in an asymptotic sense, both in the sub-quadratic…
After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of…
We study minimal thinness in the half-space $H:=\{x=(\wt{x}, x_d):\, \wt{x}\in \R^{d-1}, x_d>0\}$ for a large class of rotationally invariant L\'evy processes, including symmetric stable processes and sums of Brownian motion and independent…
We show that in contrast with the Cohen version of Solovay's model, it is consistent for the continuum to be Cohen-measurable and for every function to be continuous on a non-meagre set.
We prove a structure theorem for multiplicative functions which states that an arbitrary bounded multiplicative function can be decomposed into two terms, one that is approximately periodic and another that has small Gowers uniformity norm…
This work gives sufficient conditions for uniqueness in law of semimartingale, obliquely reflecting Brownian motion in a nonpolyhedral, piecewise ${\cal C}^2$ cone, with radially constant, Lipschitz continuous direction of reflection on…
We introduce and study Brownian motion on spaces of discrete regular curves in Euclidean space equipped with discrete Sobolev-type metrics. It has been established that these spaces of discrete regular curves are geodesically complete if…