相关论文: On some errors related to the graduation of measur…

We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…

Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…

We establish that Laplace transforms of the posterior Dirichlet process converge to those of the limiting Brownian bridge process in a neighbourhood about zero, uniformly over Glivenko-Cantelli function classes. For real-valued random…

Some integration techniques for real-valued functions with respect to vector measures with values in Banach spaces (and viceversa) are investigated in order to establish abstract versions of classical theorems of Probability and Stochastic…

This work is motivated by a paper of Davenport and Schmidt, which treats the question of when Dirichlet's theorems on the rational approximation of one or of two irrationals can be improved and if so, by how much. We consider a…

In this paper, we provide relations among the following properties: (a) the tail triviality of a probability measure $\mu$ on the configuration space ${\boldsymbol\Upsilon}$; (b) the finiteness of the $L^2$-transportation-type distance…

We continue the development, by reduction to a first order system for the conormal gradient, of $L^2$ \textit{a priori} estimates and solvability for boundary value problems of Dirichlet, regularity, Neumann type for divergence form second…

The main result of this article regards a small time approximation for the Girsanov's exponential. We prove that the latter is well described over short time intervals by the solution of a deterministic partial differential equation.The…

We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…

We describe singular diffusion in bounded subsets $\Omega$ of $\mathbb{R}^n$ by form methods and characterize the associated operator. We also prove positivity and contractivity of the corresponding semigroup. This results in a description…

A new class of statistical deformable models is introduced to study high-dimensional curves or images. In addition to the standard measurement error term, these deformable models include an extra error term modeling the individual…

We generalize the Brezzi-Rappaz-Raviart approximation theorem, which allows to obtain existence and a priori error estimates for approximations of solutions to some nonlinear partial differential equations. Our contribution lies in the fact…

A procedure for model reduction of stochastic ordinary differential equations with additive noise was recently introduced in [Colangeli-Duong-Muntean, Journal of Physics A: Mathematical and Theoretical, 2022], based on the Invariant…

Given a sequence of Borel probability measures on a Hausdorff space which satisfy a large deviation principle, we consider the corresponding sequence of measures formed by conditioning on a set $B$. If the large deviation rate function $I$…

In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…

We consider a quasi-regular Dirichlet form. We show that a bounded signed measure charges no set of zero capacity associated with the form if and only if the measure can be decomposed into the sum of an integrable function and a bounded…

In this paper we propose a finite element method for solving elliptic equations with the observational Dirichlet boundary data which may subject to random noises. The method is based on the weak formulation of Lagrangian multiplier. We show…

We discuss how continuous probing of a quantum system allows estimation of unknown classical parameters embodied in the Hamiltonian of the system. We generalize the stochastic master equation associated with continuous observation processes…

The convergence theory for the gradient sampling algorithm is extended to directionally Lipschitz functions. Although directionally Lipschitz functions are not necessarily locally Lipschitz, they are almost everywhere differentiable and…

We initiate the study of fine $p$-(super)minimizers, associated with $p$-harmonic functions, on finely open sets in metric spaces, where $1 < p < \infty$. After having developed their basic theory, we obtain the $p$-fine continuity of the…