相关论文: Locally Feller processes and martingale local prob…

A general local Fourier analysis for overlapping block smoothers on triangular grids is presented. This analysis is explained in a general form for its application to problems with different discretizations. This tool is demonstrated for…

We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to L\'evy-type processes…

The model of local Turing machines is introduced, including classical and quantum ones, in the framework of matrix-product states. The locality refers to the fact that at any instance of the computation the heads of a Turing machine have…

This paper studies some analytical properties of weak solutions of 3D stochastic primitive equations with periodic boundary conditions. The martingale problem associated to this model is shown to have a family of solutions satisfying the…

We study singular solutions to the fractional Laplace equation and, more generally, to nonlocal linear equations with measurable kernels. We establish B\^ocher type results that characterize the behavior of singular solutions near the…

The Fock transform recently introduced by the authors in a previous paper is applied to investigate convergence of generalized functional sequences of a discrete-time normal martingale $M$. A necessary and sufficient condition in terms of…

We prove the existence of weak solutions for distribution-dependent stochastic Volterra equations under linear growth and continuity conditions on the coefficients and mild regularity assumptions on the kernels, including singular kernels.…

The study of localizations of groups has concentrated on group theoretic properties which are preserved by localization. In this paper we look at finitely generated soluble groups and determine when the local groups associated with them are…

Starting from the seventies mathematicians face the question whether a non-negative local martingale is a true or a strict local martingale. In this article we answer this question from a semimartingale perspective. We connect the…

We study functional stochastic differential equations with a locally unbounded, functional drift focusing on well-posedness, stability and the strong Feller property. Following the non-functional case, we only consider integrability…

We construct Hamiltonian Floer complexes associated to continuous, and even lower semi-continuous, time dependent exhaustion functions on geometrically bounded symplectic manifolds. We further construct functorial continuation maps…

We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…

This work focuses on a class of functional stochastic Hamiltonian systems with singular coefficients and state-dependent switching, in which the switching process has a countably infinite state space. First, by Girsanov's transformation, we…

We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…

The study of nonlocal operators of fractional type possesses a long tradition, motivated both by mathematical curiosity and by real world applications...

The characterisation of termination using well-founded monotone algebras has been a milestone on the way to automated termination techniques, of which we have seen an extensive development over the past years. Both the semantic…

The existence of weak solutions is established for stochastic Volterra equations with time-inhomogeneous coefficients allowing for general kernels in the drift and convolutional or bounded kernels in the diffusion term. The presented…

The study of local function in topological spaces is remarkable. Various branches have been developed through this study. In this paper, we further consider the local function and exploring the various properties of the same by considering…

Suppose that a real valued process X is given as a solution to a stochastic differential equation. Then, for any twice continuously differentiable function f, the backward Kolmogorov equation gives a condition for f(t,X) to be a local…

This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…