Related papers: Local Strict Comparison Theorem and Converse Compa…
In this paper we prove a local surjection theorem with continuous right-inverse for maps between Banach spaces, and we apply it to a class of inversion problems with loss of derivatives.
This paper establishes the well-posedness of stochastic partial differential equations with reflection in an infinite-dimensional ball, within the fully local monotone framework. Our result is very general, including many important models…
This paper is concerned with the quasi-linear reflected backward stochastic partial differential equation (RBSPDE for short). Basing on the theory of backward stochastic partial differential equation and the parabolic capacity and…
In this paper we obtain a comparison theorem for backward stochastic partial differential equation (SPDEs) with jumps. We apply it to introduce space-dependent convex risk measures as a model for risk in large systems of interacting…
In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations with stochastic Lipschitz coefficient. We derive the existence and uniqueness of the solutions for those equations via Snell…
In this paper, we study inverse local time at 0 of one-dimensional reflected diffusions on $[0, \infty)$, and establish a comparison principle for inverse local times. Applications to Green function estimates for non-local operators are…
We consider reflected backward stochastic differential equations with two general optional barriers. The solutions to these equations have the so-called regulated trajectories, i.e trajectories with left and right finite limits. We prove…
A collection of converse theorems for integral quadratic constraints (IQCs) is established for linear time-invariant systems. It is demonstrated that when a system interconnected in feedback with an arbitrary system satisfying an IQC is…
We give a direct proof of the local converse theorem for quasi-split non-split $\mathrm{SO}_{2l}$ over a local non-Archimedean field of characteristic $p\neq 2$, applying the theory of Howe vectors and partial Bessel functions.
When a linear model is adjusted to control for additional explanatory variables the sign of a fitted coefficient may reverse. Here these reversals are studied using coefficients of determination. The resulting theory can be used to…
Anticipated backward stochastic differential equations, studied the first time in 2007, are equations of the following type: {tabular}{rlll} $-dY_t$ &=& $f(t, Y_t, Z_t, Y_{t+\delta(t)}, Z_{t+\zeta(t)})dt-Z_tdB_t, $ & $ t\in[0, T];$ $Y_t$…
In this paper, we establish the existence of the solutions $ (X, L)$ of reflected stochastic differential equations with possible anticipating initial random variables. The key is to obtain some substitution formula for Stratonovich…
In this paper, we prove the local converse theorem for $\textrm{Sp}_{2r}(F)$ over a $p$-adic field $F$. More precisely, given two irreducible supercuspidal representations of $\textrm{Sp}_{2r}(F)$ with the same central character such that…
We show that (local) confluence of terminating locally constrained rewrite systems is undecidable, even when the underlying theory is decidable. Several confluence criteria for logically constrained rewrite systems are known. These were…
In this paper, we study the backward stochastic differential equation (BSDE) with two nonlinear mean reflections, which means that the constraints are imposed on the distribution of the solution but not on its paths. Based on the backward…
We present simple assumptions on the constraints defining a hard core dynamics for the associated reflected stochastic differential equation to have a unique strong solution. Time-reversibility is proven for gradient systems with normal…
We study the problem of the existence, uniqueness and stability of solutions of reflected stochastic differential equations (SDEs) with a minimality condition depending on the law of the solution (and not on the paths). We require that some…
A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…
We present a theoretical analysis of the approximation properties of convolutional architectures when applied to the modeling of temporal sequences. Specifically, we prove an approximation rate estimate (Jackson-type result) and an inverse…
We prove well-posedness results for backward stochastic differential equations (BSDEs) and reflected BSDEs with an optional obstacle process in the case of appropriately weighted $\mathbb{L}^2$-data when the generator is integrated with…