相关论文: Locally Feller processes and martingale local prob…
In this paper, we show a series of abstract results on fixed point regularity with respect to a parameter. They are based on a Taylor development taking into account a loss of regularity phenomenon, typically occurring for composition…
We study SLE reversibility and duality using the Virasoro structure of the space of local martingales. For both problems we formulate a setup where the questions boil down to comparing two processes at a stopping time. We state algebraic…
The paper has four goals. First, we want to generalize the classical concept of the branching property so that it becomes applicable for historical and genealogical processes (using the coding of genealogies by ($V$-marked) ultrametric…
For a strictly stationary sequence of $\mathbb{R}_{+}^{d}$--valued random vectors we derive functional convergence of partial maxima stochastic processes under joint regular variation and weak dependence conditions. The limit process is an…
Stochastic models share many characteristics with generic parametric models. In some ways they can be regarded as a special case. But for stochastic models there is a notion of weak distribution or generalised random variable, and the same…
Deterministic and random fractals, within the framework of Iterated Function Systems, have been used to model and study a wide range of phenomena across many areas of science and technology. However, for many applications deterministic…
We introduce local iterated function systems and present some of their basic properties. A new class of local attractors of local iterated function systems, namely local fractal functions, is constructed. We derive formulas so that these…
This paper discusses the upwinded local discontinuous Galerkin methods for the one-term/multi-term fractional ordinary differential equations (FODEs). The natural upwind choice of the numerical fluxes for the initial value problem for FODEs…
Problems with sign-changing coefficients occur, for instance, in the study of transmission problems with metamaterials. In this work, we present and analyze a generalized finite element method in the spirit of the Localized Orthogonal…
Through a study of torsion functors of local cohomology modules we improve some non-finiteness results on the top non-zero local cohomology modules with respect to an ideal.
We consider a class of elliptic and parabolic problems, featuring a specific nonlocal operator of fractional-laplacian type, where integration is taken on variable domains. Both elliptic and parabolic problems are proved to be uniquely…
In this paper, we study local convergence of high-order Tensor Methods for solving convex optimization problems with composite objective. We justify local superlinear convergence under the assumption of uniform convexity of the smooth…
The frequency of occurrence of "locally repeated" values of arithmetic functions is a common theme in analytic number theory, for instance in the Erd\H{o}s-Mirsky problem on coincidences of the divisor function at consecutive integers, the…
In the context of model order reduction of parametric elliptic problems, we present a methodology to reconstruct a conforming flux from a given reduced solution, that is locally conservative with respect to the underlying finite element…
This paper presents a better approach to model an engineering problem in fractal-time space based on local fractional calculus. Some examples are given to elucidate to establish governing equations with local fractional derivative.
We provide a characterization of the family of non-negative local martingales that have continuous running supremum and vanish at infinity. This is done by describing the class of random times that identify the times of maximum of such…
We consider Markov processes with generator of the form $\gamma \mathcal{L}_{1} + \mathcal{L}_{0}$, in which $\mathcal{L}_{1}$ generates a so-called dominant process that converges at large times towards a random point in a fixed subset…
We solve the $n$-marginal Skorokhod embedding problem for a continuous local martingale and a sequence of probability measures $\mu_1,...,\mu_n$ which are in convex order and satisfy an additional technical assumption. Our construction is…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
This paper deals with asset price bubbles modeled by strict local martingales. With any strict local martingale, one can associate a new measure, which is studied in detail in the first part of the paper. In the second part, we determine…