相关论文: H{\"o}lder continuity of random processes
We address the counting of level crossings for inertial stochastic processes. We review Rice's approach to the problem and generalize the classical Rice formula to include all Gaussian processes in their most general form. We apply the…
The paper extends the well-known Lyusternik-Graves theorem for set-valued mappings to the Holder framework, offers an affirmative answer to an open problem proposed by Dontchev and improves recent results of He and Ng. Primal and dual…
In this paper we prove Holder regularity of the gradient for solutions of Dirichlet problem associate to degenerate elliptic equations, extending the recent result of Imbert and Silvestre. Indeed we obtain regularity up to the boundary and…
We establish that if a sequence of spaces equipped with resistance metrics and measures converge with respect to the Gromov-Hausdorff-vague topology, and a certain non-explosion condition is satisfied, then the associated stochastic…
Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Gaussian. More precisely, in short time, it is close to a…
This paper is the sequel of the paper "Continuity of volumes on arithmetic varieties", in which we established the arithmetic volume function of smooth hermitian Q-invertible sheaves and proved its continuity. The continuity of the volume…
We show that first order semilinear PDEs by stochastic perturbation are well-posedness for globally Holder continuous and bounded vector field, with an integrability condition on the divergence. This result extends the liner case presented…
New results on uniform convergence in probability for the most general classes of wavelet expansions of stationary Gaussian random processes are given.
For a class of competition-diffusion nonlinear systems involving the square root of the Laplacian, including the fractional Gross-Pitaevskii system, we prove that uniform boundedness implies Holder boundedness for every exponent less than…
In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ a…
We devise an abstract, modular scheme to prove continuity of the Lyapunov exponents for a general class of linear cocycles. The main assumption is the availability of appropriate large deviation type (LDT) estimates which are uniform in the…
We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to…
Counters that hold natural numbers are ubiquitous in modeling and verifying software systems; for example, they model dynamic creation and use of resources in concurrent programs. Unfortunately, such discrete counters often lead to…
We give a new proof of E. Le Page's theorem on the Holder continuity of the first Lyapunov exponent in the class of irreducible Bernoulli cocycles. This suggests an algorithm to approximate the first Lyapunov exponent, as well as the…
We construct a new sufficient conditions for boundedness or continuity of arbitrary random fields relying on the so-called partition scheme, alike in the classical majorizing measure method. We deduce also the used in the practice…
The aim of this paper is to prove a theorem of C.~Miranda on the H\"older regularity of convolution operators acting on the boundary of an open set in the limiting case in which the open set is of class $C^{1,1}$ and the densities are of…
In this paper, we establish the law of the iterated logarithm for a wide class of non-stationary, continuous-time Markov processes evolving on Polish spaces. Specifically, our result applies to certain additive functionals of processes…
Motivated by applications in number theory, analysis, and fractal geometry, we consider regularity properties and dimensions of graphs associated with Fourier series of the form $F(t)=\sum_{n=1}^\infty f(n)e^{2\pi i nt}/n$, for a large…
We introduce a class of stochastic processes with reinforcement consisting of a sequence of random partitions $\{\mathcal{P}_t\}_{t \ge 1}$, where $\mathcal{P}_t$ is a partition of $\{1,2,\dots, Rt\}$. At each time~$t$,~$R$ numbers are…
We present a positive solution to the so-called Bernoulli Conjecture concerning the characterization of sample boundedness of Bernoulli processes. We also discuss some applications and related open problems.