相关论文: Local Strict Comparison Theorem and Converse Compa…
A mechanism for the validity of a local version of the fluctuation theorem, uniform in the system size, is discussed for a reversible chain of weakly coupled Anosov systems.
In this paper we prove a general theorem on the extensions of local nets which was inspired by recent examples of exotic extensions for Virasoro nets with central charge less than one and earlier work on cosets and conformal inclusions.…
Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…
We compute the rate of convergence of forward, backward and central finite difference $\theta$-schemes for linear PDEs with an arbitrary odd order spatial derivative term. We prove convergence of the first or second order for smooth and…
In this note, we study one-dimensional reflected backward doubly stochastic differential equations (RBDSDEs) with one continuous barrier and discontinuous generator (left-or right-continuous). By a comparison theorem establish here for…
The aim of this paper is to establish some metrical coincidence and common fixed point theorems with an arbitrary relation under an implicit contractive condition which is general enough to cover a multitude of well known contraction…
By proving a local limit theorem for higher-order transitions, we determine the time required for necklace chains to be close to stationarity. Because necklace chains, built by arranging identical smaller chains around a directed cycle, are…
The authors show that the round-off error can break the consistency which is the premise of using the difference equation to replace the original differential equations. We therefore proposed a theoretical approach to investigate this…
We prove a weighted analogue of the Khintchine-Groshev Theorem, where the distance to the nearest integer is replaced by the absolute value. This is subsequently applied to proving the optimality of several linear independence criteria over…
In this paper, we study the convergence for solutions to a sequence of (possibly degenerate) stochastic differential equations with jumps, when the coefficients converge in some appropriate sense. Our main tools are the superposition…
We introduce a technique for the analysis of general spatially coupled systems that are governed by scalar recursions. Such systems can be expressed in variational form in terms of a potential functional. We show, under mild conditions,…
This paper derives a differential contraction condition for the existence of an orbitally-stable limit cycle in an autonomous system. This transverse contraction condition can be represented as a pointwise linear matrix inequality (LMI),…
A theory of local convexity for a second order differential equation (SODE) on a Lie algebroid is developed. The particular case when the SODE is homogeneous quadratic is extensively discussed.
In this paper, we prove a theorem on the rate of convergence for the optimal cost computed using PS methods. It is a first proved convergence rate in the literature of PS optimal control. In addition to the high-order convergence rate, two…
Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…
Let R be a locally finitely generated algebra over a discrete valuation ring V of mixed characteristic. For any of the homological properties, the Direct Summand Theorem, the Monomial Theorem, the Improved New Intersection Theorem, the…
In the paper, we introduce the notion of a local regular supermartingale relative to a convex set of equivalent measures and prove for it an optional Doob decomposition in the discrete case. This Theorem is a generalization of the famous…
Projection theorems of divergences enable us to find reverse projection of a divergence on a specific statistical model as a forward projection of the divergence on a different but rather "simpler" statistical model, which, in turn, results…
Reflecting diffusions on continuum percolation clusters are considered. Assuming that the occupied region has a unique unbounded cluster and the cluster satisfies geometrical conditions such as volume regularity, isoperimetric conditions,…
There exists a diversity of weak Local Linearization (LL) schemes for the integration of stochastic differential equations with additive noise, which differ with respect to the algorithm that is employed in the numerical implementation of…