Search results for "FOS: Mathematics"
showing 10 items of 1448 documents
Density of Lipschitz functions in energy
2020
In this paper, we show that the density in energy of Lipschitz functions in a Sobolev space $N^{1,p}(X)$ holds for all $p\in [1,\infty)$ whenever the space $X$ is complete and separable and the measure is Radon and finite on balls. Emphatically, $p=1$ is allowed. We also give a few corollaries and pose questions for future work. The proof is direct and does not involve the usual flow techniques from prior work. It also yields a new approximation technique, which has not appeared in prior work. Notable with all of this is that we do not use any form of Poincar\'e inequality or doubling assumption. The techniques are flexible and suggest a unification of a variety of existing literature on th…
The tusk condition and Petrovski criterion for the normalized $p\mspace{1mu}$-parabolic equation
2017
We study boundary regularity for the normalized $p\mspace{1mu}$-parabolic equation in arbitrary bounded domains. Effros and Kazdan (Indiana Univ. Math. J. 20 (1970), 683-693) showed that the so-called tusk condition guarantees regularity for the heat equation. We generalize this result to the normalized $p\mspace{1mu}$-parabolic equation, and also obtain H\"older continuity. The tusk condition is a parabolic version of the exterior cone condition. We also obtain a sharp Petrovski criterion for the regularity of the latest moment of a domain. This criterion implies that the regularity of a boundary point is affected if one side of the equation is multiplied by a constant.
A new class of spaces with all finite powers Lindelof
2013
We consider a new class of open covers and classes of spaces defined from them, called "iota spaces". We explore their relationship with epsilon-spaces (that is, spaces having all finite powers Lindelof) and countable network weight. An example of a hereditarily epsilon-space whose square is not hereditarily Lindelof is provided.
Malliavin derivative of random functions and applications to L��vy driven BSDEs
2014
We consider measurable $F: ��\times \mathbb{R}^d \to \mathbb{R}$ where $F(\cdot, x)$ belongs for any $x$ to the Malliavin Sobolev space $\mathbb{D}_{1,2}$ (with respect to a L��vy process) and provide sufficient conditions on $F$ and $G_1,\ldots,G_d \in \mathbb{D}_{1,2}$ such that $F(\cdot, G_1,\ldots,G_d) \in \mathbb{D}_{1,2}.$ The above result is applied to show Malliavin differentiability of solutions to BSDEs (backward stochastic differential equations) driven by L��vy noise where the generator is given by a progressively measurable function $f(��,t,y,z).$
Probabilistic entailment and iterated conditionals
2018
In this paper we exploit the notions of conjoined and iterated conditionals, which are defined in the setting of coherence by means of suitable conditional random quantities with values in the interval $[0,1]$. We examine the iterated conditional $(B|K)|(A|H)$, by showing that $A|H$ p-entails $B|K$ if and only if $(B|K)|(A|H) = 1$. Then, we show that a p-consistent family $\mathcal{F}=\{E_1|H_1,E_2|H_2\}$ p-entails a conditional event $E_3|H_3$ if and only if $E_3|H_3=1$, or $(E_3|H_3)|QC(\mathcal{S})=1$ for some nonempty subset $\mathcal{S}$ of $\mathcal{F}$, where $QC(\mathcal{S})$ is the quasi conjunction of the conditional events in $\mathcal{S}$. Then, we examine the inference rules $A…
A Generalized Probabilistic Version of Modus Ponens
2017
Modus ponens (\emph{from $A$ and "if $A$ then $C$" infer $C$}, short: MP) is one of the most basic inference rules. The probabilistic MP allows for managing uncertainty by transmitting assigned uncertainties from the premises to the conclusion (i.e., from $P(A)$ and $P(C|A)$ infer $P(C)$). In this paper, we generalize the probabilistic MP by replacing $A$ by the conditional event $A|H$. The resulting inference rule involves iterated conditionals (formalized by conditional random quantities) and propagates previsions from the premises to the conclusion. Interestingly, the propagation rules for the lower and the upper bounds on the conclusion of the generalized probabilistic MP coincide with …
Strongly degenerate time inhomogeneous SDEs: densities and support properties. Application to a Hodgkin-Huxley system with periodic input
2014
In this paper we study the existence of densities for strongly degenerate stochastic differential equations (SDEs) whose coefficients depend on time and are not globally Lipschitz. In these models neither local ellipticity nor the strong H\"ormander condition is satisfied. In this general setting we show that continuous transition densities indeed exist in all neighborhoods of points where the weak H\"ormander condition is satisfied. We also exhibit regions where these densities remain positive. We then apply these results to stochastic Hodgkin-Huxley models with periodic input as a first step towards the study of ergodicity properties of such systems in the sense of [27]-[28].
Persistent random walks
2015
We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent random walk and give the conditions of recurrence or transience in terms of "transition" probabilities to keep on the same direction or to change, without assuming that the latter admits any stationary probability. Examples are exhibited when this process is recurrent even if the random walk is not symmetric.
Coalescing directed random walks on the backbone of a 1 +1-dimensional oriented percolation cluster converge to the Brownian web
2018
We consider the backbone of the infinite cluster generated by supercritical oriented site percolation in dimension 1 +1. A directed random walk on this backbone can be seen as an "ancestral line" of an individual sampled in the stationary discrete-time contact process. Such ancestral lineages were investigated in [BCDG13] where a central limit theorem for a single walker was proved. Here, we consider infinitely many coalescing walkers on the same backbone starting at each space-time point. We show that, after diffusive rescaling, the collection of paths converges in distribution to the Brownian web. Hence, we prove convergence to the Brownian web for a particular system of coalescing random…
Singular quasisymmetric mappings in dimensions two and greater
2018
For all $n \geq 2$, we construct a metric space $(X,d)$ and a quasisymmetric mapping $f\colon [0,1]^n \rightarrow X$ with the property that $f^{-1}$ is not absolutely continuous with respect to the Hausdorff $n$-measure on $X$. That is, there exists a Borel set $E \subset [0,1]^n$ with Lebesgue measure $|E|>0$ such that $f(E)$ has Hausdorff $n$-measure zero. The construction may be carried out so that $X$ has finite Hausdorff $n$-measure and $|E|$ is arbitrarily close to 1, or so that $|E| = 1$. This gives a negative answer to a question of Heinonen and Semmes.