相关论文: Second order differentiability of paths via a gene…
Second order approximate ancillaries have evolved as the primary ingredient for recent likelihood development in statistical inference. This uses quantile functions rather than the equivalent distribution functions, and the intrinsic…
New transportation cost inequalities are derived by means of elementary large deviation reasonings. Their dual characterization is proved; this provides an extension of a well-known result of S. Bobkov and F. G\"{o}tze. Their tensorization…
We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct…
We prove that the theory of Monadic Second-Order logic (MSO) of the infinite binary tree extended with qualitative path-measure quantifier is undecidable. This quantifier says that the set of infinite paths in the tree that satisfies some…
Given a monotone convex function on the space of essentially bounded random variables with the Lebesgue property (order continuity), we consider its extension preserving the Lebesgue property to as big solid vector space of random variables…
The notion of viscosity solutions of scalar fully nonlinear partial differential equations of second order provides a framework in which startling comparison and uniqueness theorems, existence theorems, and theorems about continuous…
We consider the pointwise approximation of a subharmonic function by the logarithm of the modulus of an entire function up to a bounded quantity. In the case of finite order an estimate from below of the planar Lebesgue measure of an…
We study inhomogeneous nonlinear second-order differential equations in one dimension. The inhomogeneities can be point sources or continuous source distributions. We consider second order differential equations of type $\phi''(x) +…
We study the existence of global implicit functions for equations defined on open subsets of Banach spaces. The partial derivative with respect to the second variable is only required to have a left inverse instead of being invertible.…
Based on the multidimensional irreducible paving of De March & Touzi, we provide a multi-dimensional version of the quasi sure duality for the martingale optimal transport problem, thus extending the result of Beiglb\"ock, Nutz & Touzi.…
In the Euclidean setting the celebrated Aleksandrov-Busemann-Feller theorem states that convex functions are a.e. twice differentiable. In this paper we prove that a similar result holds in the Heisenberg group, by showing that every…
The purpose of this survey is a comprehensive study of operator Lip\-schitz functions. A continuous function $f$ on the real line ${\Bbb R}$ os called operator Lipschitz if $\|f(A)-f(B)\|\le\operatorname{const}\|A-B\|$ for arbitrary…
The linear continuity of a function defined on a vector space means that its restriction on every affine line is continuous. For functions defined on $\mathbb R^m$ this notion is near to the separate continuity for which it is required only…
An application of variational principle to bifurcation of periodic solution in Lagrangian mechanics is shown. A few higher derivatives of the action integral at a periodic solution reveals the behaviour of the action in function space near…
We study Neumann functions for divergence form, second order elliptic systems with bounded measurable coefficients in a bounded Lipschitz domain or a Lipschitz graph domain. We establish existence, uniqueness, and various estimates for the…
The main contribution of this paper is that every convex function with non-empty relative algebraic interior of its domain is Lipschitz and subdifferentiable in some algebraic sense without any additional topological constraints. The…
In this paper, we establish several new inequalities for twice differantiable mappings that are connected with the celebrated Hermite-Hadamard integral inequality. Some applications for special means of real numbers are also provided.
The question of defining unique, generally applicable constrained second, and higher-order, derivatives is investigated. It is shown that second-order constrained derivatives obtained via two successive constrained differentiations provide…
We give a necessary and sufficient condition for a difference of convex (DC, for short) functions, defined on a locally convex space, to be Lipschitz continuous. Our criterion relies on the intersections of the "epsilon-subdifferentials of…
The works of V. A. Vinokurov have shown that eigenvalues and normalized eigenfunctions of Sturm-Liouville problems are analytic in potentials, considered as mappings from the Lebesgue space to the space of real numbers and the Banach space…