相关论文: Regularity of probability laws by using an interpo…
A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the…
Let X be a countably infinite set of real numbers and let Y_x, x \in X, be an independent family of stationary random subsets of the real numbers, e.g. homogeneous Poisson point processes. We give criteria for the a.s. existence of various…
We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…
We shall study special regularity properties of solutions to some nonlinear dispersive models. The goal is to show how regularity on the initial data is transferred to the solutions. This will depend on the spaces where regularity is…
We give a new characterization for the convergence in distribution to a standard normal law of a sequence of multiple stochastic integrals of a fixed order with variance one, in terms of the Malliavin derivatives of the sequence. We extend…
We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…
We prove existence and smoothness of the density of the solution to a nonlinear stochastic heat equation on $L^2(\mathcal{O})$ (evaluated at fixed points in time and space), where $\mathcal{O}$ is an open bounded domain in $\mathbb{R}^d$.…
In this paper, we study the nonhomogeneous Dirichlet problem concerning general semilinear elliptic equations in divergence form. We establish that the boundary Lipschitz regularity of solutions under some more weaker conditions on the…
We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…
We study existence and uniqueness of solutions for second order ordinary stochastic differential equations with Dirichlet boundary conditions on a given interval. In the first part of the paper we provide sufficient conditions to ensure…
In this paper, we study the Dirichlet problem for Laplace's equation in an open disk. The uniqueness of solutions is ensured by the well-known weak maximum principle. We introduce a novel approach to demonstrate the existence of a solution…
In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…
The Castelnuovo-Mumford regularity of a module gives a rough measure of its complexity. We bound the regularity of a module given a system of approximating modules whose regularities are known. Such approximations can arise naturally for…
We develop some non-perturbative methods for studying the IDS in almost Mathieu and related models. Assuming positive Lyapunov exponents, and assuming that the potential function is a trigonometric polynomial of degree k, we show that the…
We examine existence and uniqueness of strong solutions of multi-dimensional mean-field stochastic differential equations with irregular drift coefficients. Furthermore, we establish Malliavin differentiability of the solution and show…
We are concerned with multidimensional stochastic balance laws. We identify a class of nonlinear balance laws for which uniform spatial $BV$ bounds for vanishing viscosity approximations can be achieved. Moreover, we establish temporal…
We obtain two-sided bounds for the density of stochastic processes satisfying a weak H\"ormander condition. In particular we consider the cases when the support of the density is not the whole space and when the density has various…
In this paper we investigate the regularity and solvability of solutions to Dirichlet problem for fully non-linear elliptic equations with gradient terms on Hermitian manifolds, which include among others the Monge-Amp\`ere equation for…
We investigate the existence and properties of Lipschitz solutions for some forward-backward parabolic equations in all dimensions. Our main approach to existence is motivated by reformulating such equations into partial differential…
In this work, we deal with the stochastic counterpart of the nonlocal Cahn-Hilliard equation with regular potential in a smooth bounded one-, two- or three-dimensional domain. The problem is endowed with homogeneous Neumann boundary…