相关论文: A regularized Kellerer theorem in arbitrary dimens…
In this work we firstly prove the well-posedness of the non-linear martingale problem related to a McKean-Vlasov stochastic differential equation with singular interaction kernel in $\mathbb{R}^d$ for $d\geq 3$. The particularity of our…
We consider the parabolic-elliptic Keller-Segel system in dimensions $d \geq 3$, which is the mass supercritical case. This system is known to exhibit rich dynamical behavior including singularity formation via self-similar solutions. An…
We extend the hypocoercivity framework for piecewise-deterministic Markov process (PDMP) Monte Carlo established in [Andrieu et. al. (2018)] to heavy-tailed target distributions, which exhibit subgeometric rates of convergence to…
Markov chain Monte Carlo is a class of algorithms for drawing Markovian samples from high-dimensional target densities to approximate the numerical integration associated with computing statistical expectation, especially in Bayesian…
Our main result is the martingale representations for Markov additive processes where the modulator is a Levy process. These processes have three parts: the modulator, the jumps of the ordinate triggered by the modulator, and the…
We obtain factorial moment identities for the Charlier, Meixner and Krawtchouk orthogonal polynomial ensembles. Building on earlier results by Ledoux [Elect. J. Probab. 10, (2005)], we find hypergeometric representations for the factorial…
Regularized factorization is proposed to simulate time evolution for quantum lattice systems. Transcending the Trotter decomposition, the resulting compact structure of the propagator indicates a high-order Baker-Campbell-Hausdorff series.…
An adaptive regularization strategy for stabilizing Newton-like iterations on a coarse mesh is developed in the context of adaptive finite element methods for nonlinear PDE. Existence, uniqueness and approximation properties are known for…
Quantization provides a very natural way to preserve the convex order when approximating two ordered probability measures by two finitely supported ones. Indeed, when the convex order dominating original probability measure is compactly…
The goal of the paper is to develop a method that will combine the use of variational techniques with regularization methods in order to study existence and multiplicity results for the periodic and the Dirichlet problem associated to the…
We construct a new class of infinite-dimensional diffusions taking values in a generalized Kingman simplex. Our model describes the temporal evolution of the relative frequencies of infinitely-many types which are "labeled" by an arbitrary…
Using the smallest eigenvalues of Hankel forms associated with a multidimensional moment problem, we establish a condition equivalent to the existence of a reproducing kernel. This result is a multivariate analogue of Berg, Chen,and…
There has recently been renewed recognition of the need to understand the consistency properties that must be preserved when a generalized matrix inverse is required. The most widely known generalized inverse, the Moore-Penrose…
We study a stochastic PDE model for an evolving set $\mathbb{M}(t)\subseteq\mathbb{R}^{\mathrm{d}+1}$ that resembles a continuum version of origin-excited or reinforced random walk. We show that long-time fluctuations of an associated…
Much effort has been spent in recent years on restoring uniqueness of McKean-Vlasov SDEs with non-smooth coefficients. As a typical instance, the velocity field is assumed to be bounded and measurable in its space variable and…
A discretization of a continuum theory with constraints or conserved quantities is called mimetic if it mirrors the conserved laws or constraints of the continuum theory at the discrete level. Such discretizations have been found useful in…
It is generally understood that a given one-dimensional diffusion may be transformed by Cameron-Martin-Girsanov measure change into another one-dimensional diffusion with the same volatility but a different drift. But to achieve this we…
A simple ansatz is suggested for the structure of threshold resummation of the momentum space physical evolution kernels (`physical anomalous dimensions') at all orders in (1-x), taking as examples Deep Inelastic Scattering (F_2(x, Q^2) and…
The article is devoted to the expansion of iterated Stratonovich stochastic integrals of arbitrary multiplicity $k$ $(k\in\mathbb{N})$ based on the generalized iterated Fourier series converging pointwise. The case of Fourier-Legendre…
The problem of membrane topology in the matrix model of M-theory is considered. The matrix regularization procedure, which makes a correspondence between finite-sized matrices and functions defined on a two-dimensional base space, is…