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相关论文: Mosco Type Convergence of Bilinear Forms and Weak …

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The paper is concerned with the weak convergence of $n$-particle processes to deterministic stationary paths as $n\to\infty$. A Mosco type convergence of a class of bilinear forms is introduced. The Mosco type convergence of bilinear forms…

概率论 · 数学 2013-03-14 Jörg-Uwe Löbus

We are concerned with Mosco type convergence for a non-symmetric $n$-particle Fleming-Viot system $\{X_1,\ldots,X_n\}$ in a bounded $d$-dimensional domain $D$ with smooth boundary. Moreover, we are interested in relative compactness of the…

概率论 · 数学 2014-09-29 Jörg-Uwe Löbus

Since its introduction over 50 years ago, the concept of Mosco convergence has permeated through diverse areas of mathematics and applied sciences. These include applied analysis, the theory of partial differential equations, numerical…

最优化与控制 · 数学 2021-06-28 José-Luis Menaldi , Carlos N. Rautenberg

Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…

概率论 · 数学 2007-05-23 Andreas Eberle , Carlo Marinelli

In this paper, we shall explore the Mosco convergence on regular subspaces of one-dimensional irreducible and strongly local Dirichlet forms. We find that if the characteristic sets of regular subspaces are convergent, then their associated…

概率论 · 数学 2015-05-05 Liping Li , Xiucui Song

This paper deals with three major types of convergence of probability measures on metric spaces: weak convergence, setwise converges, and convergence in the total variation. First, it describes and compares necessary and sufficient…

概率论 · 数学 2014-07-04 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

This article provides a new approach to address Mosco convergence of gradient-type Dirichlet forms, $\mathcal E^N$ on $L^2(E,\mu_N)$ for $N\in\mathbb N$, in the framework of converging Hilbert spaces by K.~Kuwae and T.~Shioya. The basic…

概率论 · 数学 2024-06-25 Martin Grothaus , Simon Wittmann

We study sequences of nonlocal quadratic forms and function spaces that are related to Markov jump processes in bounded domains with a Lipschitz boundary. Our aim is to show the convergence of these forms to local quadratic forms of…

偏微分方程分析 · 数学 2022-07-19 Guy Fabrice Foghem Gounoue , Moritz Kassmann , Paul Voigt

We consider a sequence of Markov processes $\lbrace X_t^n \mid n \in \mathbb{N} \rbrace$ with Dirichlet forms converging in the Mosco sense of Kuwae and Shioya to the Dirichlet form associated with a Markov process $X_t$. Under this…

概率论 · 数学 2024-06-28 Mario Ayala

We prove that stable-like non-local Dirichlet forms converge to local Dirichlet form in the sense of Mosco on metric measure spaces. We prove that subordinated Dirichlet forms converge to the original Dirichlet form in the sense of Mosco on…

泛函分析 · 数学 2020-06-12 Meng Yang

The present paper is devoted to semigroups of nonexpansive mappings on metric spaces of nonpositive curvature. We show that the Mosco convergence of a sequence of convex lsc functions implies convergence of the corresponding resolvents and…

泛函分析 · 数学 2013-01-25 Miroslav Bacak

We give sufficient conditions for Mosco convergences for the following three cases: symmetric locally uniformly elliptic diffusions, symmetric L\'evy processes, and symmetric jump processes in terms of the $L^1(\mathbb R;dx)$-local…

概率论 · 数学 2014-12-03 Kohei Suzuki , Toshihiro Uemura

We study local asymptotic normality of M-estimates of convex minimization in an infinite dimensional parameter space. The objective function of M-estimates is not necessary differentiable and is possibly subject to convex constraints. In…

统计理论 · 数学 2017-04-11 Kosaku Takanashi

The paper studies continutity of Moser nonlinearity in two dimensions with respect to weak convergence. Unlike the critical nonlinearity in the Sobolev inequality, which lacks weak continuity at any point, Moser functional fails to be…

偏微分方程分析 · 数学 2013-04-02 Adimurthi , Kyril Tintarev

We present a proof showing that the weak error of a system of $n$ interacting stochastic particles approximating the solution of the McKean-Vlasov equation is $\mathcal O(n^{-1})$. Our proof is based on the Kolmogorov backward equation for…

概率论 · 数学 2024-08-07 Abdul-Lateef Haji-Ali , Håkon Hoel , Raúl Tempone

This work concerns the nonlinear filtering problem of multiscale McKean-Vlasov stochastic systems where the whole systems depend on distributions of fast components. First of all, we prove that the slow component of the original system…

概率论 · 数学 2023-11-27 Huijie Qiao , Wanlin Wei

In this paper, we investigate a class of multiscale McKean-Vlasov stochastic systems, where the entire system depends on the distributions of both fast and slow components. First of all, by applying the Poisson equation method, we prove…

概率论 · 数学 2025-09-30 Jie Xiang , Huijie Qiao

Herein, a methodology is developed to replicate functions, measures and stochastic processes onto a compact metric space. Many results are easily established for the replica objects and then transferred back to the original ones. Two…

概率论 · 数学 2020-11-03 Chi Dong , Michael A. Kouritzin

We find extremely general classes of nonsmooth open sets which guarantee Mosco convergence for corresponding Sobolev spaces and the validity of Sobolev inequalities with a uniform constant. An important feature of our results is that the…

偏微分方程分析 · 数学 2022-03-09 Matteo Fornoni , Luca Rondi

We study systems of simple point processes that admit stochastic intensities. We represent these point processes as thinnings of Poisson measures and are interested in a convergence result of such systems. This result states that, if the…

概率论 · 数学 2021-05-11 Xavier Erny
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