相关论文: Non-Negative Integer-Valued Semi-Selfsimilar Proce…
A new definition of Lie invariance for nonlinear multi-dimensional boundary value problems (BVPs) is proposed by the generalization of known definitions to much wider classes of BVPs. The class of (1+3)-dimensional nonlinear BVPs of the…
We continue the investigation of the Levy processes on a q-deformed full Fock space started in a previous paper. First, we show that the vacuum vector is cyclic and separating for the algebra generated by such a process. Next, we describe a…
We extend the class of semimartingales in a natural way. This allows us to incorporate processes having paths that leave the state space R^d. In particular Markov processes related to sub-Markovian kernels, but also non-Markovian processes…
We derive explicitly the coupling property for the transition semigroup of a L\'{e}vy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the…
In this article we give an algorithm for determining the generators and relations for the rings of semi-invariant functions on irreducible components of representation spaces for gentle string algebras. These rings of semi-invariants turn…
The structure of stationary first order max-autoregressive schemes with max-semi-stable marginals is studied. A connection between semi-selfsimilar extremal processes and this max-autoregressive scheme is discussed resulting in their…
The random coefficient integer-valued autoregressive process was introduced by Zheng, Basawa, and Datta. In this paper we study the asymptotic behavior of this model (in particular, weak limits of extreme values and the growth rate of…
This paper considers discretization of the L\'evy process appearing in the Lamperti representation of a strictly positive self-similar Markov process. Limit theorems for the resulting approximation are established under some regularity…
Positive semidefinite programs are an important subclass of semidefinite programs in which all matrices involved in the specification of the problem are positive semidefinite and all scalars involved are non-negative. We present a parallel…
Missing value imputation is a fundamental challenge in machine intelligence, heavily dependent on data completeness. Current imputation methods often handle numerical and categorical attributes independently, overlooking critical…
Incomplete instances with various missing attributes in many real-world applications have brought challenges to the classification tasks. Missing values imputation methods are often employed to replace the missing values with substitute…
We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…
We study a new class of infinite dimensional Lie algebras, which has important applications to the theory of integrable equations. The construction of these algebras is very similar to the one for automorphic functions and this motivates…
We give a necessary and sufficient condition for non-local functionals on vector-valued Lebesgue spaces to be weakly sequentially lower semi-continuous. Here a non-local functional shall have the form of a double integral of a density which…
The scale function holds significant importance within the fluctuation theory of Levy processes, particularly in addressing exit problems. However, its definition is established through the Laplace transform, thereby lacking explicit…
We present some theorems and algorithms for calculating perpendicular categories and locally semi-simple decompositions. We implemented a computer program {\sc TETIVA} based on these algorithms and we offer this program for everybody's use.
In this paper we take a quasi-Newton approach to nonlinear eigenvalue problems (NEPs) of the type $M(\lambda)v=0$, where $M:\mathbb{C}\rightarrow\mathbb{C}^{n\times n}$ is a holomorphic function. We investigate which types of approximations…
We provide analytical tools for pricing power options with exotic features (capped or log payoffs, gap options ...) in the framework of exponential L\'evy models driven by one-sided stable or tempered stable processes. Pricing formulas take…
This work presents a novel approach for semi-supervised semantic segmentation. The key element of this approach is our contrastive learning module that enforces the segmentation network to yield similar pixel-level feature representations…
We introduce a new family of non-negative real-valued functions on a $C^*$-algebra $\mathcal{A}$, i.e., for $0\leq \mu \leq 1,$ $$\|a\|_{\sigma_{\mu}}= \text{sup}\left\lbrace \sqrt{|f(a)|^2 \sigma_{\mu} f(a^*a)}: f\in \mathcal{A}', \,…