相关论文: Brownian Sheet and Quasi-Sure Analysis

The purpose of this paper is to give a sufficient condition for (strong) stability of non-proper smooth functions (with respect to the Whitney $C^\infty$-topology). We show that a Morse function is stable if it is end-trivial at any point…

This paper demonstrates that the space of piecewise smooth functions can be well approximated by the space of functions defined by a set of simple (non-linear) operations on smooth uniform splines. The examples include bivariate functions…

We consider randomized computation of continuous data in the sense of Computable Analysis. Our first contribution formally confirms that it is no loss of generality to take as sample space the Cantor space of infinite FAIR coin flips. This…

We establish the small data solvability of suitable quasilinear wave and Klein-Gordon equations in high regularity spaces on a geometric class of spacetimes including asymptotically de Sitter spaces. We obtain our results by proving the…

We show that on almost complex surfaces plurisubharmonic functions can be locally approximated by smooth plurisubharmonic functions. The main tool is the Poletsky type theorem due to U. Kuzman.

We consider a Brownian motion with drift in the quarter plane with orthogonal reflection on the axes. The Laplace transform of its stationary distribution satisfies a functional equation, which is reminiscent from equations arising in the…

We prove the existence of a unique Malliavin differentiable strong solution to a stochastic differential equation on the plane with merely integrable coefficients driven by the fractional Brownian sheet with Hurst parameters less than 1/2.…

We study pathwise approximation of scalar stochastic differential equations at a single time point or globally in time by means of methods that are based on finitely many observations of the driving Brownian motion. We prove lower error…

We prove that continuous reducibility is a well-quasi-order on the class of continuous functions between separable metrizable spaces with analytic zero-dimensional domain. To achieve this, we define scattered functions, which generalize…

The quasi-Newton Broyden-Fletcher-Goldfarb-Shanno (BFGS) method has proven to be very reliable and efficient for the minimization of smooth objective functions since its inception in the 1960s. Recently, it was observed empirically that it…

We consider a large class of piecewise expanding maps T of [0,1] with a neutral fixed point, and their associated Markov chain Y_i whose transition kernel is the Perron-Frobenius operator of T with respect to the absolutely continuous…

We investigate quasi-Newton methods for minimizing a strictly convex quadratic function which is subject to errors in the evaluation of the gradients. The methods all give identical behavior in exact arithmetic, generating minimizers of…

We restore part of the thermodynamic formalism for some renormalized measures that are known to be non-Gibbsian. We first point out that a recent theory due to Pfister implies that for block-transformed measures free energies and relative…

We show how to infer sharp partial regularity results for relaxed minimizers of degenerate, nonuniformly elliptic quasiconvex functionals, using tools from Nonlinear Potential Theory. In particular, in the setting of functionals with…

We provide sufficient conditions on the coefficients of a stochastic functional differential equation with bounded memory driven by Brownian motion which guarantee existence and uniqueness of a maximal local and global strong solution for…

We study the optimal rectangular-discrepancy approximation of permutons by finite permutations. We transfer bounds from discrepancy theory to this more restricted setup. Moreover, we show that superlinear approximation can occur only for…

A systematic geometric theory for the ultradifferentiable (non-quasianalytic and quasianalytic) wavefront set similar to the well-known theory in the classic smooth and analytic setting is developed. In particular an analogue of Bony's…

Recent works have shown that an instance of a Brownian surface (such as the Brownian map or Brownian disk) a.s. has a canonical conformal structure under which it is equivalent to a $\sqrt{8/3}$-Liouville quantum gravity (LQG) surface. In…

It is well-known by now that the BFGS method is an effective method for minimizing nonsmooth functions. However, despite its popularity, theoretical convergence results are almost non-existent. One of the difficulties when analyzing the…

Let $X$ be the sum of a fractional Brownian motion with Hurst parameter $H$ and an absolutely continuous and adapted drift process. We establish a simple criterion that guarantees that the law of $X$ is absolutely continuous with respect to…