相关论文: Weak error in negative Sobolev spaces for the stoc…

We consider autonomous stochastic ordinary differential equations (SDEs) and weak approximations of their solutions for a general class of sufficiently smooth path-dependent functionals f. Based on tools from functional It\^o calculus, such…

We consider the white-noise driven stochastic heat equation on $[0,\infty)\times[0,1]$ with Lipschitz-continuous drift and diffusion coefficients $b$ and $\sigma$. We derive an inequality for the $L^1([0,1])$-norm of the difference between…

Using a coupling argument, we establish a general weak law of large numbers for functionals of binomial point processes in d-dimensional space, with a limit that depends explicitly on the (possibly non-uniform) density of the point process.…

We show that if $f$ is an integer-valued function with spectral norm at most $M$ then there are subspaces $V_1,\dots,V_L$ and signs $\sigma_1,\dots,\sigma_L \in \{-1,1\}$ such that $f=\sigma_1 1_{V_1} + \dots + \sigma_L 1_{V_L}$ where $L <…

We extend a Poincar\'{e}-type inequality for functions with large zero-sets by Jiang and Lin to fractional Sobolev spaces. As a consequence, we obtain a Hausdorff dimension estimate on the size of zero sets for fractional Sobolev functions…

The weak equivalence principle is studied in a space with noncommutativity of coordinates and noncommutativity of momenta. We find conditions on the parameters of noncommutativity which give the possibility to recover the equivalence…

We consider rough metrics on smooth manifolds and corresponding Laplacians induced by such metrics. We demonstrate that globally continuous heat kernels exist and are H\"older continuous locally in space and time. This is done via local…

We consider a L\'evy process in the plane and we use it to construct a family of complex-valued random fields that we show to converge in law, in the space of continuous functions, to a complex Brownian sheet. We apply this result to obtain…

We consider a class of stochastic processes with rough stochastic volatility, examples of which include the rough Bergomi and rough Stein-Stein model, that have gained considerable importance in quantitative finance. A basic question for…

In this paper, we study the problem of energy equality for weak solutions of the 3D incompressible non-Newtonian fluid equations with initial value conditions. We derive new sufficient conditions via Sobolev multiplier spaces that guarantee…

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

We study symmetric nuclear matter at finite temperature, with particular emphasis on the liquid-gas phase transition. We use a standard covariance analysis to propagate statistical uncertainties from the density functional to the…

This article generalises the concept of realised covariation to Hilbert-space-valued stochastic processes. More precisely, based on high-frequency functional data, we construct an estimator of the trace-class operator-valued integrated…

The aim of this short note is to obtain the existence, uniqueness and moment upper bounds of the solution to a stochastic heat equation with measure initial data, without using the iteration method in Chen and Dalang(2015), Chen and…

We consider the Cauchy problem for the complex valued semi-linear heat equation $$ \partial_t u - \Delta u - u^m =0, \ \ u (0,x) = u_0(x), $$ where $m\geq 2$ is an integer and the initial data belong to super-critical spaces $E^s_\sigma$…

This paper develops a framework for the error analysis in nonparametric model fitting of fractional stochastic differential equations based on discrete observations. We identify and quantify the main error sources -- time discretization,…

A new weak Galerkin finite element method, called generalized weak Galerkin method ({g}WG), is introduced for Stokes equations in this paper by using a new definition of the weak gradient. Error estimates in energy norm and $L^2$ norm for…

We consider the 3D or 2D primitive equations for oceans and atmosphere in the isothermal setting. In this paper, we establish a new conditional uniqueness result for weak solutions to the primitive equations, that is, if a weak solution…

In this paper, we shall study existence of weak solutions to complex Hessian equations. With appropriate assumptions, it is possible to obtain weak solutions in pluripotential sense.

We explore two- and three-state Markov models driven out of thermal equilibrium by non-potential forces to demonstrate basic properties of the steady heat capacity based on the concept of quasistatic excess heat. It is shown that large…