相关论文: A Version of H\"ormander's Theorem for Markovian R…
The Newton, Gauss--Newton and Levenberg--Marquardt methods all use the first derivative of a vector function (the Jacobian) to minimise its sum of squares. When the Jacobian matrix is ill-conditioned, the function varies much faster in some…
This note presents sharp inequalities for deviation probability of a general quadratic form of a random vector \(\xiv\) with finite exponential moments. The obtained deviation bounds are similar to the case of a Gaussian random vector. The…
The solutions of SDEs with multiplicative noise are not Markovian. On a coarse-grained time scale they still are, but only in the "anti-Ito" case. This allows a simple computation of the most likely path. Any density peak moves along such a…
In the L\'evy construction of Brownian motion, a Haar-derived basis of functions is used to form a finite-dimensional process $W^{N}$ and to define the Wiener process as the almost sure path-wise limit of $W^{N}$ when $N$ tends to infinity.…
Conditional density estimation (density regression) estimates the distribution of a response variable y conditional on covariates x. Utilizing a partition model framework, a conditional density estimation method is proposed using logistic…
In this paper we study the existence of densities for strongly degenerate stochastic differential equations whose coefficients depend on time and are not globally Lipschitz. In these models neither local ellipticity nor the strong…
We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process (not necessarily a semi-martingale). No adaptedness of initial point or vector fields is assumed. Under a simple condition on the…
We consider a finite system $\{X_1, X_2, \ldots, X_n\}$ of complete vector fields acting on smooth manifolds $M$ equipped with a smooth positive measure. We assume that the system satisfies H\"ormander's condition and generates a finite…
We consider a vector field $X$ on a closed manifold which admits a Lyapunov one form. We assume $X$ has Morse type zeros, satisfies the Morse--Smale transversality condition and has non-degenerate closed trajectories only. For a closed one…
We consider vector valued weak solutions $u:\Omega_T\to \mathbb{R}^N$ with $N\in \mathbb{N}$ of degenerate or singular parabolic systems of type \begin{equation*} \partial_t u - \mathrm{div} \, a(z,u,Du) = 0 \qquad\text{in}\qquad \Omega_T=…
We prove a sharp version of the Hardy uncertainty principle for Schr\"odinger equations with external bounded electromagnetic potentials, based on logarithmic convexity properties of Schr\"odinger evolutions. We provide, in addition, an…
We study the periodic homogenization for convex Hamilton-Jacobi equations on perforated domains under the Neumann type boundary conditions. We consider two types of conditions, the oblique derivative boundary condition and the prescribed…
In this article, we study the effects of the propagation of a non-degenerate L\'evy noise through a chain of deterministic differential equations whose coefficients are H\"older continuous and satisfy a weak H\"ormander-like condition. In…
Rough paths theory allows for a pathwise theory of solutions to differential equations driven by highly irregular signals. The fundamental observation of rough paths theory is that if one can define "iterated integrals" above a signal, then…
We propose a deep generative approach to sampling from a conditional distribution based on a unified formulation of conditional distribution and generalized nonparametric regression function using the noise-outsourcing lemma. The proposed…
We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…
We leverage path differentiability and a recent result on nonsmooth implicit differentiation calculus to give sufficient conditions ensuring that the solution to a monotone inclusion problem will be path differentiable, with formulas for…
In this article we prove a derived version of the Marsden-Weinstein-Meyer symplectic reduction theorem. We model the symplectic quotient as a dg-groupoid. We then construct the reduced symplectic form inside the Bott-Shulman complex of the…
In this paper, we study first the problem of nonparametric estimation of the stationary density $f$ of a discrete-time Markov chain $(X_i)$. We consider a collection of projection estimators on finite dimensional linear spaces. We select an…
Let X be a smooth complex projective variety, and let Y in X be a smooth very ample hypersurface such that -K_Y is nef. Using the technique of relative Gromov-Witten invariants, we give a new short and geometric proof of (a version of) the…