相关论文: Analysis of continuous strict local martingales vi…

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

Diffusion within porous media, such as biological tissues, exhibits departures from conventional Fick's laws, which could result in space-fractional diffusion. The paper considers a reaction-diffusion system with two spatial compartments --…

We propose \textit{DeepMartingale}, a deep-learning framework for the dual formulation of discrete-monitoring optimal stopping problems under continuous-time models. Leveraging a martingale representation, our method implements a…

This paper is a direct continuation of the paper arXiv:2401.00053. By this reason neither introductory part of the paper nor the list of references are not duplicated. However for the reader convenience, the formulas from the first paper…

Motivated by applications in deep learning, where the global Lipschitz continuity condition is often not satisfied, we examine the problem of sampling from distributions with super-linearly growing log-gradients. We propose a novel tamed…

We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…

Freedman's inequality is a supermartingale counterpart to Bennett's inequality. This result shows that the tail probabilities of a supermartingale is controlled by the quadratic characteristic and a uniform upper bound for the…

A recent large deflection cantilever model is considered. The principal nonlinear effects come through the beam's inextensibility---local arc length preservation---rather than traditional extensible effects attributed to fully restricted…

Biological and physical systems that can be classified as oscillatory media give rise to interesting phenomena like target patterns and spiral waves. The existence of these structures has been proven in the case of systems with local…

We propose a novel multiple-scale spatial marching method for flows with slow streamwise variation. The key idea is to couple the boundary region equations, which govern large-scale flow evolution, with local exact coherent structures that…

This paper establishes limit theorems and quantitative statistical stability for a class of piecewise partially hyperbolic maps that are not necessarily continuous nor locally invertible. By employing a flexible functional-analytic…

We study the local asymptotic behavior of divergence-like functionals of a family of $d$-dimensional Infinitely Divisible Random Fields. Specifically, we derive limit theorems of surface integrals over Lipschitz manifolds for this class of…

We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…

Classical (or ``global'') Bernstein theory establishes sharp control on entire functions of exponential type that are bounded and real-valued on the real axis. We localize some of this theory to rectangular regions $\{ x+iy: x \in I, 0 \leq…

Equivariant localization expresses global invariants in terms of local invariants, and many of them appearing in equivariant index theory, (holomorphic) Morse theory, geometric quantization and supersymmetric localization can be…

We develop a unified approach for establishing rates of decay for the Fourier transform of a wide class of dynamically defined measures. Among the key features of the method is the systematic use of the $L^2$-flattening theorem obtained in…

In this paper, we derive the moderate deviation principle for stationary sequences of bounded random variables with values in a Hilbert space. The conditions obtained are expressed in terms of martingale-type conditions. The main tools are…

In this note, we propose a discrete model to study one-dimensional transport equations with non-local drift and supercritical dissipation. The inspiration for our model is the equation $$ \theta_t + (H\theta) \theta_x +(-\Delta)^\alpha…

The existence and stability of localized patterns of criminal activity are studied for the reaction-diffusion model of urban crime that was introduced by Short et. al. [Math. Models. Meth. Appl. Sci., 18, Suppl. (2008), pp. 1249--1267].…

We study the long-time behavior of the $\kappa$-Markov local-field equation ($\kappa$-MLFE), which is a conditional McKean-Vlasov equation associated with interacting diffusions on the $\kappa$-regular tree. Under suitable assumptions on…