相关论文: The nonexplosive solution of explosive autoregress…

In this article, we apply non-convex regularization methods in order to obtain stable estimation of loss development factors in insurance claims reserving. Among the non-convex regularization methods, we focus on the use of the log-adjusted…

In this paper, we consider the normalized least squares estimator of the parameter in a mildly stationary first-order autoregressive (AR(1)) model with dependent errors which are modeled as a mildly stationary AR(1) process. By martingale…

This paper deals with the stability analysis of a nonlinear time-delayed dispersive equation of order four. First, we prove the well-posedness of the system and give some regularity results. Then, we show that the zero solution of the…

High-dimensional vector autoregressive (VAR) models have numerous applications in fields such as econometrics, biology, climatology, among others. While prior research has mainly focused on linear VAR models, these approaches can be…

We are concerned with a class of nonlinear Schr\"{o}dinger-type equations with a reaction term and a differential operator that involves a variable exponent. By using related variational methods, we establish several existence results.

We study stochastic approximation procedures for approximately solving a $d$-dimensional linear fixed point equation based on observing a trajectory of length $n$ from an ergodic Markov chain. We first exhibit a non-asymptotic bound of the…

We consider a so-called random obstacle model for the motion of a hypersurface through a field of random obstacles, driven by a constant driving field. The resulting semi-linear parabolic PDE with random coefficients does not admit a global…

Using spatial domain techniques developed by the authors and Myunghyun Oh in the context of parabolic conservation laws, we establish under a natural set of spectral stability conditions nonlinear asymptotic stability with decay at Gaussian…

We develop a framework for non-asymptotic analysis of deterministic samplers used for diffusion generative modeling. Several recent works have analyzed stochastic samplers using tools like Girsanov's theorem and a chain rule variant of the…

We establish the existence of weak solutions of a nonlinear radiation-type boundary value problem for elliptic equation on divergence form with discontinuous leading coefficient. Quantitative estimates play a crucial role on the real…

We study positive bound states for the semiclassical stationary nonlinear Schr\"odinger equation. We are especially interested in solutions which concentrate on a lower dimensional sphere. We adopt a purely variational approach which allows…

Multivariate process satisfying affine stochastic recurrence equation with generic diagonal matrices is considered. We prove that the stationary solution is regularly varying. The results are applicable to diagonal autoregressive models.

In this paper, we establish the second order estimates of solutions to the first initial-boundary value problem for general Hessian type fully nonlinear parabolic equations on Riemannian manifolds. The techniques used in this article can…

This paper is concerned with the existence and uniqueness of random periodic solutions for stochastic differential equations (SDEs), where the drift terms involved need not to be uniformly dissipative. On the one hand, via the reflection…

In this paper we construct smooth, non-radial solutions of the defocusing nonlinear Schr\"odinger equation that develop an imploding finite time singularity, both in the periodic setting and the full space.

The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…

We study the stability of odd-dimensional rotating black holes with equal angular momenta by performing an expansion in the inverse of the number of dimensions D. Universality at large $D$ allows us to calculate analytically the complex…

In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…

For non-randomized studies, the regression discontinuity design (RDD) can be used to identify and estimate causal effects from a "locally-randomized" subgroup of subjects, under relatively mild conditions. However, current models focus…

We consider some reaction-diffusion equations describing systems with the nonlocal consumption of resources and the intraspecific competition. Sharp conditions on the coefficients are obtained to ensure the stability and instability of…