Related papers: A Variation Embedding Theorem and Applications

We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…

In this work we study the smoothing effect of rough differential equations driven by a fractional Brownian motion with parameter $H>1/4$. The regularization estimates we obtain generalize to the fractional Brownian motion previous results…

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…

This case study proposes robustness quantifications of many classical sample path properties of Brownian motion in terms of the (mean) deviation frequencies along typical a.s.~approximations. This includes L\'evy's construction of Brownian…

This article contains a characterization of when certain weighted Sobolev spaces on $\Bbb R^n$ embed compactly into $L^2(\mathbb R^n, \varphi)$. The characterization is in terms of derivatives of the weight function $\varphi$ and involves…

Embeddings among fractional Orlicz-Sobolev spaces with different smoothness are characterized. The equivalence of their Gagliardo-Slobodeckij norms to norms defined via Littlewood-Paley decompostions, via oscillations, or via Besov type…

We extend in this article the classical imbedding theorems for fractional Lebesgue-Sobolev's spaces into the so-called Grand Lebesgue spaces, with sharp constant evaluation.

Necessary and sufficient conditions are presented for a fractional Orlicz-Sobolev space on $\rn$ to be continuously embedded into a space of uniformly continuous functions. The optimal modulus of continuity is exhibited whenever these…

There is a long history of representing a quantum state using a quasi-probability distribution: a distribution allowing negative values. In this paper we extend such representations to deal with quantum channels. The result is a convex,…

This is the third of three papers about the Compression Theorem: if M^m is embedded in Q^q X R with a normal vector field and if q-m > 0, then the given vector field can be straightened (ie, made parallel to the given R direction) by an…

It is shown that superpositions of path integrals with arbitrary Hamiltonians and different scaling parameters v ("variances") obey the Chapman-Kolmogorov relation for Markovian processes if and only if the corresponding smearing…

The classical Jawerth and Franke embeddings $$ F^{s_0}_{p_0,q}({\mathbb R}^n)\hookrightarrow B^{s_1}_{p_1,p_0}({\mathbb R}^n) \quad \mbox{and} \quad B^{s_0}_{p_0,p_1}({\mathbb R}^n)\hookrightarrow F^{s_1}_{p_1,q}({\mathbb R}^n) $$ are…

Semimartingale reflecting Brownian motions (SRBMs) living in the closures of domains with piecewise smooth boundaries are of interest in applied probability because of their role as heavy traffic approximations for some stochastic networks.…

We obtain well-posedness results for a class of ODE with a singular drift and additive fractional noise, whose right-hand-side involves some bounded variation terms depending on the solution. Examples of such equations are reflected…

We prove that for every Banach space $Y$, the Besov spaces of functions from the $n$-dimensional Euclidean space to $Y$ agree with suitable local approximation spaces with equivalent norms. In addition, we prove that the Sobolev spaces of…

In this paper we establish strong embedding theorems, in the sense of the Komlos-Major-Tusnady framework, for the performance metrics of a general class of transitory queueing models of nonstationary queueing systems. The nonstationary and…

Dzhaparidze and Spreij [5] showed that the quadratic variation of a semimartingale can be approximated using a randomized periodogram. We show that the same approximation is valid for a special class of continuous stochastic processes. This…

We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process lifted to a rough path. Neither adaptedness of initial point and vector fields nor commuting conditions between vector field is…

We consider convolution-type stochastic Volterra equations with additive Hilbert-valued fractional Brownian motion, $0<H<1$. We find the weak solution to this stochastic Volterra equation, and study its stochastic integral part, the…

We consider a theory in which spacetime is an n-dimensional surface $V_n$ embedded in an $N$-dimensional space $V_N$. In order to enable also the Kaluza-Klein approach we admit $n > 4$. The dynamics is given by the minimal surface action in…