Related papers: Brownian Sheet and Quasi-Sure Analysis

We define and prove the existence of a fractional Brownian motion indexed by a collection of closed subsets of a measure space. This process is a generalization of the set-indexed Brownian motion, when the condition of independance is…

We prove a.s. (almost sure) unisolvency of interpolation by continuous random sampling with respect to any given density, in spaces of multivariate a.e. (almost everywhere) analytic functions. Examples are given concerning polynomial and…

The main result of this paper is a proof of the continuity of a family of integral functionals defined on the space of functions of bounded variation with respect to a topology under which smooth functions are dense. These functionals occur…

We consider a continuous-time random walk in the quarter plane for which the transition intensities are constant on each of the four faces $(0,\infty)^2$, $F_1=\{0\}\times(0,\infty)$, $F_2=(0,\infty)\times\{0\}$ and $\{(0,0)\}$. We show…

We present a Cameron--Martin type quasi-invariance theorem for subordinate Brownian motion. As applications, we establish an integration by parts formula and construct a gradient operator on the path space of subordinate Brownian motion,…

We develop a new approach for the estimation of a multivariate function based on the economic axioms of quasiconvexity (and monotonicity). On the computational side, we prove the existence of the quasiconvex constrained least squares…

In this paper, we prove that any analytic quasi-periodic cocycle close to constant is the Poincar\'{e} map of an analytic quasi-periodic linear system close to constant. With this local embedding theorem, we get fruitful new results. We…

For some discretely observed path of oscillating Brownian motion with level of self-organized criticality $\rho_0$, we prove in the infill asymptotics that the MLE is $n$-consistent, where $n$ denotes the sample size, and derive its limit…

We prove that for a homogeneous linear partial differential operator $\mathcal A$ of order $k \le 2$ and an integrable map $f$ taking values in the essential range of that operator, there exists a function $u$ of special bounded variation…

This paper discusses some regularity of almost periodic solutions of the Poisson's equation $-\Delta u = f$ in $\mathbb{R}^n$, where $f$ is an almost periodic function. It has been proved by Sibuya [Almost periodic solutions of Poisson's…

We give an example of a reflected diffferential equation which may have infinitely many solutions if the driving signal is rough enough (e.g. of infinite $p$-variation, for some $p>2$). For this equation, we identify a sharp condition on…

Combining information both within and between sample realizations, we propose a simple estimator for the local regularity of surfaces in the functional data framework. The independently generated surfaces are measured with errors at…

The first part of this paper is devoted to the Brown measure of the product of the free unitary Brownian motion by an arbitrary free non negative operator. Our approach follows the one recently initiated by Driver-Hall-Kemp though there are…

Recently, it has been shown in [Hairer, M., Hutzenthaler, M., Jentzen, A., Loss of regularity for Kolmogorov equations, Ann. Probab. 43, 2 (2015), 468--527] that there exists a system of stochastic differential equations (SDE) on the time…

Quasi-Newton methods form an important class of methods for solving nonlinear optimization problems. In such methods, first order information is used to approximate the second derivative. The aim is to mimic the fast convergence that can be…

We study constant Q-curvature metrics conformal to the round metric on the sphere with finitely many point singularities. We show that the moduli space of solutions with finitely many punctures in fixed positions, equipped with the…

The Brownian map is a model of random geometry on the sphere and as such an important object in probability theory and physics. It has been linked to Liouville Quantum Gravity and much research has been devoted to it. One open question asks…

We study different definitions of Sobolev spaces on quasiopen sets in a complete metric space equipped with a doubling measure supporting a p-Poincar\'e inequality with 1<p<\infty, and connect them to the Sobolev theory in R^n. In…

We construct absolute continuous stochastic processes that converge to anisotropic fractional and multifractional Brownian sheets in Besov-type spaces.

We introduce a moduli space of ``complete quasimaps'' to $\mathsf{Bl}_{\mathbb{P}^s}(\mathbb{P}^r)$. The construction, following previous work for curves on projective spaces, essentially proceeds by blowing up Ciocan-Fontanine--Kim's space…