Related papers: Integration and approximation of multivariate func…
We initiate a program of average smoothness analysis for efficiently learning real-valued functions on metric spaces. Rather than using the Lipschitz constant as the regularizer, we define a local slope at each point and gauge the function…
Let $\Lambda$ be a uniformly discrete set and $S$ be a compact set in $R$. We prove that if there exists a bounded sequence of functions in Paley--Wiener space $PW_S$, which approximates $\delta-$functions on $\Lambda$ with $l^2-$error $d$,…
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…
We study numerical integration of functions $f: \mathbb{R}^{s} \to \mathbb{R}$ with respect to a probability measure. By applying the corresponding inverse cumulative distribution function, the problem is transformed into integrating an…
We generalize the Beckner's type Poincar\'e inequality \cite{Beckner} to a large class of probability measures on an abstract Wiener space of the form $\mu\star\nu$, where $\mu$ is the reference Gaussian measure and $\nu$ is a probability…
In part 1 (Chapter 2) we present the basic notions of Loewner theory. Here we use a modern form which was developed by F. Bracci, M. Contreras, S. D\'iaz-Madrigal et al. and which can be applied to certain higher dimensional complex…
In this paper we consider the approximation of a function by its interpolating multilinear spline and the approximation of its derivatives by the derivatives of the corresponding spline. We derive formulas for the uniform approximation…
Let G be a Lie group equipped with a set of left invariant vector fields. These vector fields generate a function \xi on Wiener space into G via the stochastic version of Cartan's rolling map. It is shown here that, for any smooth function…
We study the functional equation \[ \sum_{i=1}^mf_i(b_ix+c_iy)= \sum_{k=1}^nu_k(y)v_k(x) \] with $x,y\in\mathbb{R}^d$ and $b_i,c_i\in {GL}(d,\mathbb{R})$, both in the classical context of continuous complex-valued functions and in the…
Multidimensional integration by parts formulas apply under the standard assumption that one of the functions is continuous and the other has bounded Hardy-Krause variation. Motivated by recently developed results in the probabilistic…
In this paper, we analyze Levitan and Bebutov metrical approximations of functions $F :\Lambda \times X \rightarrow Y$ by trigonometric polynomials and $\rho$-periodic type functions, where $\emptyset \neq \Lambda \subseteq {\mathbb…
We introduce a simple and straight-forward averaging procedure, which is a generalization of one which is commonly used in electrodynamics, and show that it possesses all the characteristics we require for linearized averaging in general…
A Loewner variational method is developed that allows to calculate arbitrary continuous coefficient functionals of the second, third and fourth coefficients of schlicht functions. Based on this method an improved lower bound for the…
BV functions cannot be approximated well by piecewise constant functions, but this work will show that a good approximation is still possible with (countably) piecewise affine functions. In particular, this approximation is area-strictly…
We consider a class of measures absolutely continuous with respect to the distribution of the stopped Wiener process $w(\cdot\wedge\tau)$. Multiple stochastic integrals, that lead to the analogue of the It\^o-Wiener expansions for such…
This paper proves that, under a monotonicity condition, the invariant probability measure of a McKean--Vlasov process can be approximated by weighted empirical measures of some processes including itself. These processes are described by…
We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of order $\alpha \in (0,1)$ of Gauss-Markov processes. The general expressions of the mean, variance and covariance functions are given. Due to…
We have formulated higher-order integration by parts formulae on the path space restricted between two curves, with respect to pinned/ordinary Wiener measures. The higher-order integration by parts formulae introduce nontrivial boundary…
For any real-valued stochastic process $X$ with c\'rdl\'rg paths we define non-empty family of processes which have locally finite total variation, have jumps of the same order as the process $X$ and uniformly approximate its paths on…
Limit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable L\'evy process of index $ 1 < \alpha \le 2 $. The first kind is a function of the local time at the origin, and the…