Displaying similar documents to “Real-valued conditional convex risk measures in Lp(ℱ, R)”

Limit theorems for measure-valued processes of the level-exceedance type

Andriy Yurachkivsky (2012)

ESAIM: Probability and Statistics

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Let, for each , (, ۔) be a random measure on the Borel -algebra in ℝ such that E(, ℝ) < ∞ for all and let ψ ^ (, ۔) be its characteristic function. We call the function ψ ^ ( ,…, ; ,…, ) = 𝖤 j = 1 l ψ ^ ( t j , z j ) of arguments ℕ, , … , , ℝ the of the measure-valued random function (MVRF) (۔, ۔). A...

Stabilité sous condition CFL non linéaire

Erwan Deriaz, Dmitry Kolomenskiy (2012)

ESAIM: Proceedings

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We present a basic althought little known numerical stability condition: for convection equations, the von Neumann stability constraint ∥ ∥ ≤ (1 +    Δ) ∥ ∥ drives to the stability condition Δ ≤ Δ with α = p ( 2 q 1 ) q ( 2 p 1 ) where is an integer linked to the stability domain of the time scheme and  ≥  an integer linked to the upwind property of the space discretization...

Regularization of linear least squares problems by total bounded variation

G. Chavent, K. Kunisch (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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We consider the problem : Minimize λ 2 over , where is a closed convex subset of (Ω), and the last additive term denotes the BV-seminorm of is a linear operator from ∩ into the observation space . We formulate necessary optimality conditions for (). Then we show that () admits, for given regularization parameters α and β, solutions which depend in a stable manner on the data z. Finally we study the asymptotic behavior when α = β → 0. The regularized...

A simple proof of the characterization of functions of low Aviles Giga energy on a ball regularity

Andrew Lorent (2012)

ESAIM: Control, Optimisation and Calculus of Variations

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The Aviles Giga functional is a well known second order functional that forms a model for blistering and in a certain regime liquid crystals, a related functional models thin magnetized films. Given Lipschitz domain  ⊂ ℝ the functional is I ϵ ( u ) = 1 2 Ω ϵ -1 1 Du 2 2 + ϵ D 2 u 2 d z where belongs to the subset of functions in W 0 2 , 2 ( Ω ) whose gradient (in the sense of trace) satisfies ()·  = 1 where is...