相关论文: Reflecting Ornstein-Uhlenbeck processes on pinned …
In this paper, we investigate the parameter estimation for threshold Ornstein$\mathit{-}$Uhlenbeck processes. Least squares method is used to obtain continuous-type and discrete-type estimators for the drift parameters based on continuous…
The error on a real quantity Y due to the graduation of the measuring instrument may be asymptotically represented, when the graduation is regular and fines down, by a Dirichlet form on R whose square field operator does not depend on the…
We construct a recurrent diffusion process with values in the space of probability measures over an arbitrary closed Riemannian manifold of dimension $d\ge 2$. The process is associated with the Dirichlet form defined by integration of the…
We prove density of smooth functions in subspaces of Sobolev- and higher order $BV$-spaces of kind $W^{m,p}(\Omega)\cap L^q(\Omega-D)$ and $BV^m(\Omega)\cap L^q(\Omega-D)$, respectively, where $\Omega\subset\mathbb{R}^n$ ($n\in\mathbb{N}$)…
The paper presents a generalized Weierstrass representation for pseudospherical surfaces in terms of 3x3 matrices, using moving frames and loop group decompositions. The construction of all such surfaces, starting from a given…
We show that a certain integral representation of the one-sided Skorokhod reflection of a continuous bounded variation function characterizes the reflection in that it possesses a unique maximal solution which solves the Skorokhod…
The aim of this paper is twofold. First, it offers a novel formula to calculate the inner product of the bounded variation function in the Hilbert space $\mathcal{H}$ associated with the fractional Brownian motion with Hurst parameter $H\in…
~It is considered a transmittion process of a useful signal in Ornstein-Uhlenbeck model in $\mathbb{C}[-l,l[$ defined by the stochastic differential equation $$ d\Psi(t,x,\omega)=\sum_{n=0}^{2m} A_n\frac{\partial^{n}}{\partial…
We consider the fractional Ornstein-Uhlenbeck process with an unknown drift parameter and known Hurst parameter $H$. We propose a new method to test the hypothesis of the sign of the parameter and prove the consistency of the test. Contrary…
Using a capacity approach, and the theory of measure's perturbation of Dirichlet forms, we give the probabilistic representation of the General Robin boundary value problems on an arbitrary domain $\Omega$, involving smooth measures, which…
We prove the existence and a new representation formula for the gradient of the semigroup associated to an Ornstein-Uhlenbeck in a bounded convex domain in d dimensions.
We make systematic developments on Lawson-Osserman constructions relating to the Dirichlet problem (over unit disks) for minimal surfaces of high codimension in their 1977 Acta paper. In particular, we show the existence of boundary…
Topological transforms have been very useful in statistical analysis of shapes or surfaces without restrictions that the shapes are diffeomorphic and requiring the estimation of correspondence maps. In this paper we introduce two…
Let X be a separable metric space and let \beta be the strict topology on the space of bounded continuous functions on X, which has the space of \tau-additive Borel measures as a continuous dual space. We prove a Banach-Dieudonne\'{e} type…
The classical Haar construction of Brownian motion uses a binary tree of triangular wedge-shaped functions. This basis has compactness properties which make it especially suited for certain classes of numerical algorithms. We present a…
We consider a Markov evolution of lozenge tilings of a quarter-plane and study its asymptotics at large times. One of the boundary rays serves as a reflecting wall. We observe frozen and liquid regions, prove convergence of the local…
We study the positive recurrence of piecewise Ornstein-Uhlenbeck (OU) diffusion processes, which arise from many-server queueing systems with phase-type service requirements. These diffusion processes exhibit different behavior in two…
We show that the diameter of the image of the skinning map on the deformation space of an acylindrical reflection group is bounded by a constant depending only on the topological complexity of the components of its boundary, answering a…
The asymptotic Dirichlet problem for harmonic maps from the hyperbolic plane into conformally compact Einstein manifolds is used to give a holographic characterization of conformal geodesics on the boundary at infinity, in a way deeply…
This note is to concern a generalization to the case of twisted coefficients of the classical theory of Abelian differentials on a compact Riemann surface. We apply the Dirichlet's principle to a modified energy functional to show the…