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We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…

概率论 · 数学 2019-05-07 Rama Cont , Nicolas Perkowski

Several basic properties of homogeneous planar Whispering Gallery dielectric resonators are investigated through a general approach. In particular the values for the minimum and maximum allowed radius, defined by irradiation and dielectric…

仪器与探测器 · 物理学 2007-05-23 G. Annino , M. Cassettari , M. Martinelli

We investigate diffusion equations which have concentration dependent diffusion coefficients with physically two relevant Ans\"atze, the self-similar and the traveling wave Ansatz. We found that for power-law concentration dependence some…

统计力学 · 物理学 2023-11-09 I. F. Barna , L. Matyas

Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under…

统计力学 · 物理学 2022-08-16 Mingnan Ding , Xiangjun Xing

We construct mesures supported on a compact subset E of the real line having zero principal value of their Cauchy integral a.e. on E with respect to Lebesgue measure and having singular components. E is sufficiently regular (Widom property…

数学物理 · 物理学 2007-11-07 F. Nazarov , A. Volberg , P. Yuditskii

In this paper, we study a geometric property of a continuous plurisubharmonic function which is a solution of the Monge-Amp\`ere equation and has a convex level set. To prove our main theorem, we show a minimum principle of a maximal…

复变函数 · 数学 2014-11-25 Yusaku Tiba

Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…

统计方法学 · 统计学 2017-04-03 Nina Munkholt Jakobsen , Michael Sørensen

We study the so-called signed discrete Choquet integral (also called non-monotonic discrete Choquet integral) regarded as the Lov\'asz extension of a pseudo-Boolean function which vanishes at the origin. We present axiomatizations of this…

泛函分析 · 数学 2011-04-06 Marta Cardin , Miguel Couceiro , Silvio Giove , Jean-Luc Marichal

Integral representation is one of the powerful tools for studying analytic continuation of the zeta functions. It is known that Hurwitz zeta function generalizes the famous Riemann zeta function which plays an important role in analytic…

数论 · 数学 2026-04-01 Gwo Dong Lin , Chin-Yuan Hu

By starting with Durand's double integral representation for a product of two Jacobi functions of the second kind, we derive an integral representation for a product of two Jacobi functions of the second kind in kernel form. We also derive…

经典分析与常微分方程 · 数学 2025-08-12 Howard S. Cohl , Loyal Durand

We present an approach for variational regularization of inverse and imaging problems for recovering functions with values in a set of vectors. We introduce regularization functionals, which are derivative-free double integrals of such…

最优化与控制 · 数学 2018-12-24 René Ciak , Melanie Melching , Otmar Scherzer

We study the mixed-integer epigraph of a special class of convex functions with non-convex indicator constraints, which are often used to impose logical constraints on the support of the solutions. The class of functions we consider are…

最优化与控制 · 数学 2023-09-19 Shaoning Han , Andrés Gómez

We begin with an improvement to an extension result for subharmonic functions of Blanchet et al. With the aid of this improvement we then give extension results for subharmonic functions, for separately subharmonic functions, for harmonic…

偏微分方程分析 · 数学 2019-07-22 Juhani Riihentaus

In this paper, we consider standard processes that admit dual processes and satisfy the absolute continuity condition, i.e., processes possess transition densities. For such processes, the Revuz correspondence relates positive continuous…

概率论 · 数学 2026-03-17 Ryoichiro Noda

Usually the problem of drift estimation for a diffusion process is considered under the hypothesis of ergodicity. It is less often considered under the hypothesis of null-recurrence, simply because there are fewer limit theorems and…

概率论 · 数学 2008-08-25 D. Loukianova , O. Loukianov

We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…

统计力学 · 物理学 2026-02-26 Tobias Galla

We introduce the homogeneous and piecewise multilinear extensions and the eigenvalue problem for locally Lipschitz function pairs, in order to develop a systematic framework for relating discrete and continuous min-max problems. This also…

组合数学 · 数学 2021-11-25 Jürgen Jost , Dong Zhang

We consider a Fokker-Planck equation in a general domain in ${\mathbb{R}}^n$ with $L^p_{\mathrm{loc}}$ drift term and $W^{1,p}_{\mathrm{loc}}$ diffusion term for any $p>n$. By deriving an integral identity, we give several measure estimates…

偏微分方程分析 · 数学 2015-09-10 Wen Huang , Min Ji , Zhenxin Liu , Yingfei Yi

Let $X$ be a prehomogeneous vector space under a connected reductive group $G$ over $\mathbb{R}$. Assume that the open $G$-orbit $X^+$ admits a finite covering by a symmetric space. We study certain zeta integrals involving (i) Schwartz…

表示论 · 数学 2017-10-17 Wen-Wei Li

The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space,…

泛函分析 · 数学 2014-03-14 Keita Owari
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