相关论文: Monotonicity and non-monotonicity of domains of st…

Let $\mu$ be a general stochastic measure, where we assume for $\mu$ only $\sigma$-additivity in probability and continuity of paths. We prove that the symmetric integral $\int_{[0,T]}f(\mu_t, t)\circ\,{\rm d}\mu_t$ is well defined. For…

The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…

This paper establishes model-theoretic properties of $\mathrm{FOE}^{\infty}$, a variation of monadic first-order logic that features the generalised quantifier $\exists^\infty$ (`there are infinitely many'). We provide syntactically defined…

According to a celebrated result by L\"owner, a real-valued function $f$ is operator monotone if and only if its L\"owner matrix, which is the matrix of divided differences $L_f=(\frac{f(x_i)-f(x_j)}{x_i-x_j})_{i,j=1}^N$, is positive…

We consider a new class $\boldsymbol{Q}$ of distribution functions $F$ that have the property of rational-infinite divisibility: there exist some infinitely divisible distribution functions $F_1$ and $F_2$ such that $F_1=F*F_2$. A…

``Orderly divergence'' deals with limit theorems for weighted stochastic Gamma integrals of otherwise nonintegrable functions. Although for monotonic functions this category usually coincides with the classical notion of weighted limit…

Let $X_t$ be a reversible and positive recurrent diffusion in $R^d$ described by \begin{equation}\nonumber X_t=x+\sigma b(t)+\int_0^tm(X_s)\dif s, \end{equation} where the diffusion coefficient $\sigma$ is a positive-definite matrix and the…

We consider deterministic fast-slow dynamical systems on $\mathbb{R}^m\times Y$ of the form \[ \begin{cases} x_{k+1}^{(n)} = x_k^{(n)} + n^{-1} a(x_k^{(n)}) + n^{-1/\alpha} b(x_k^{(n)}) v(y_k)\;,\quad y_{k+1} = f(y_k)\;, \end{cases} \]…

The use of stochastic differential equations in multi-objective optimization has been limited, in practice, by two persistent gaps: incomplete stability analyses and the absence of accessible implementations. We revisit a drift--diffusion…

Let $f$ be a Laurent polynomial in two variables, whose Newton polygon strictly contains the origin and whose vertices are primitive lattice points, and let $L_f$ be the minimal-order differential operator that annihilates the period…

Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…

In this note we consider a collection $\cal{C}$ of one parameter families of unimodal maps of $[0,1].$ Each family in the collection has the form $\{\mu f\}$ where $\mu\in [0,1].$ Denoting the kneading sequence of $\mu f$ by $K(\mu f)$, we…

We study a certain class of piecewise monotonic maps of interval. These maps are strictly monotone on finite interval partition, satisfies Markov condition and have generator property. We show that for a function from this class…

For an atomic domain $D$, the $elasticity$ $\rho(D)$ of $D$ is defined as $\sup\{r/s: \pi_1\cdots \pi_r = \rho_1 \cdots \rho_s,~ \text{where each $\pi_i, \rho_j$ is irreducible}\}$; the elasticity provides a concrete measure of the failure…

We study differential-difference equation of the form $t_{x}(n+1)=f(t(n),t(n+1),t_x(n))$ with unknown $t=t(n,x)$ depending on $x$, $n$. The equation is called Darboux integrable, if there exist functions $F$ (called an $x$-integral) and $I$…

We study measures on $\mathbb{R}^d$ which are induced by a class of infinite and recursive iterations in symbolic dynamics. Beginning with a finite set of data, we analyze prescribed recursive iteration systems, each involving subdivisions.…

In this paper we investigate the long-time behavior of stochastic reaction-diffusion equations of the type $du = (Au + f(u))dt + \sigma(u) dW(t)$, where $A$ is an elliptic operator, $f$ and $\sigma$ are nonlinear maps and $W$ is an infinite…

We study the convergence of a Douglas-Rachford type splitting algorithm for the infinite dimensional stochastic differential equation $$dX+A(t)(X)dt=X\,dW\mbox{ in }(0,T);\ X(0)=x,$$ where $A(t):V\to V'$ is a nonlinear, monotone, coercive…

If A is a finite alphabet, Z^D is a D-dimensional lattice, U is a subset of Z^D, and mu_U is a probability measure on A^U that ``looks like'' the marginal projection of a stationary random field on A^(Z^D), then can we ``extend'' mu_U to…

We study monotone skew-product semiflows generated by families of nonautonomous neutral functional differential equations with infinite delay and stable D-operator, when the exponential ordering is considered. Under adequate hypotheses of…