相关论文: The multistochastic Monge-Kantorovich problem

The many-normal-means problem is a classic example that motivates the development of many important inferential procedures in the history of statistics. In this short note, we consider a further special case of the problem, which involves…

We propose center-outward superquantile and expected shortfall functions, with applications to multivariate risk measurements, extending the standard notion of value at risk and conditional value at risk from the real line to…

Multistage stochastic optimization problems are oftentimes formulated informally in a pathwise way. These are correct in a discrete setting and suitable when addressing computational challenges, for example. But the pathwise problem…

The existence, multiplicity and nonexistence of nontrivial radial convex solutions of a system of two weakly coupled Monge-Ampere equations are established with asymptotic assumptions for an appropriately chosen parameter. The proof of the…

We study constrained 2-dimensional Navier-Stokes Equations driven by a multiplicative Gaussian noise in the Stratonovich form. In the deterministic case [4] we showed the existence of global solutions only on a two dimensional torus and…

Let X be a smooth projective Berkovich space over a complete discrete valuation field K of residue characteristic zero, and assume that X is defined over a function field admitting K as a completion. Let further m be a positive measure on X…

We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…

We address a class of McKean-Vlasov (MKV) control problems with common noise, called polynomial conditional MKV, and extending the known class of linear quadratic stochastic MKV control problems. We show how this polynomial class can be…

The aim of this article is to show that the Monge-Kantorovich problem is the limit of a sequence of entropy minimization problems when a fluctuation parameter tends down to zero. We prove the convergence of the entropic values to the…

The Cauchy-problem for the generalized Kadomtsev-Petviashvili-II equation $$u_t + u_{xxx} + \partial_x^{-1}u_{yy}= (u^l)_x, \quad l \ge 3,$$ is shown to be locally well-posed in almost critical anisotropic Sobolev spaces. The proof combines…

Many-body wavefunctions usually lie in high-dimensional Hilbert spaces. However, physically relevant states, i.e, the eigenstates of the Schr\"odinger equation are rare. For many-body systems involving only pairwise interactions, these…

The article is devoted to the expansions of iterated Stratonovich stochastic integrals on the basis of the method of generalized multiple Fourier series that converge in the sense of norm in Hilbert space $L_2([t, T]^k),$ $k\in\mathbb{N}.$…

In this paper, we focus on the nonconvex-strongly-concave minimax optimization problem (MCC), where the inner maximization subproblem contains constraints that couple the primal variable of the outer minimization problem. We prove that by…

We consider the stochastic thin-film equation with colored Gaussian Stratonovich noise in one space dimension and establish the existence of nonnegative weak (martingale) solutions. The construction is based on a Trotter-Kato-type…

The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…

Using the Maslowski and Seidler method, the existence of invariant measure for 2-dimensional stochastic Cahn-Hilliard-Navier-Stokes equations with multiplicative noise is proved in state space $L_x^2\times H^1$, working with the weak…

We consider the problem of finding the set of permutations $r_j$ of $\{1,\cdots , n\}$ such that $\sum_{i=1}^n \prod_{j=1}^k r_j(i)$ is maximized or minimized. While the set of permutations maximizing this value are easily determined,…

The dual Minkowski problem in the two-dimensional plane is studied in this paper. By combining the theoretical analysis and numerical estimation of an integral with parameters, we find the number of solutions to this problem for the…

In this paper, we investigate the stochastic damped Burgers equation with multiplicative space-time white noise defined on the entire real line. We prove the existence and uniqueness of a mild solution of the stochastic damped Burgers…

We consider a formulation of Cauchy problem for Kolmogorov equation which corresponds a localized source of particles to be scattered by medium with given scattering amplitude density. The multiple scattering amplitudes are introduced and…