Optional splitting formula in a progressively enlarged filtration

Shiqi Song

Displaying similar documents to “Optional splitting formula in a progressively enlarged filtration”

Some problems in automata theory which depend on the models of set theory

Olivier Finkel (2011)

RAIRO - Theoretical Informatics and Applications - Informatique Théorique et Applications

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We prove that some fairly basic questions on automata reading infinite words depend on the models of the axiomatic system ZFC. It is known that there are only three possibilities for the cardinality of the complement of an -language $L (𝒜)$ (x1d49c;) accepted by a Büchi 1-counter automaton $𝒜$ x1d49c;. We prove the following surprising result: there exists a 1-counter Büchi automaton $𝒜$ x1d49c; such that the cardinality of the complement $L {(𝒜)}^{-}$ (𝒜) of the -language...

Gamma-convergence results for phase-field approximations of the 2D-Euler Elastica Functional

Luca Mugnai (2013)

ESAIM: Control, Optimisation and Calculus of Variations

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We establish some new results about the -limit, with respect to the -topology, of two different (but related) phase-field approximations ${ℰ_{}}, {{\tilde{ℰ}}_{}}$ ℰ ε ε , x10ff65; ℰ ε ε of the so-called Euler’s Elastica Bending Energy for curves in the plane. In particular we characterize the-limit as → 0 of ℰ, and show that in general the -limits of ℰand $\tilde{ℰ}$ x10ff65; ℰ ε do not coincide on indicator functions of sets with non-smooth boundary. More precisely we show that the domain of the-limit...

A new kind of augmentation of filtrations

Joseph Najnudel, Ashkan Nikeghbali (2011)

ESAIM: Probability and Statistics

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Let (Ω, $ℱ$ , ( $ℱ_{t}$ ), $ℙ$ ) be a filtered probability space satisfying the usual assumptions: it is usually not possible to extend to $ℱ_{\infty}$ (the-algebra generated by ( $ℱ_{t}$ )) a coherent family of probability measures ( $ℚ_{t}$ ) indexed by , each of them being defined on $ℱ_{t}$ . It is known that for instance, on the Wiener space, this extension problem has a positive answer if one takes the filtration generated by the coordinate process, made right-continuous, but can have a negative...

A new H(div)-conforming p-interpolation operator in two dimensions

Alexei Bespalov, Norbert Heuer (2011)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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In this paper we construct a new H(div)-conforming projection-based -interpolation operator that assumes only H() $\cap$ $\tilde{𝐇}$ (div, )-regularity ( > 0) on the reference element (either triangle or square) . We show that this operator is stable with respect to polynomial degrees and satisfies the commuting diagram property. We also establish an estimate for the interpolation error in the norm of the space $\tilde{𝐇}$ (div, ), which is closely related...

Necessary and sufficient condition for the existence of a Fréchet mean on the circle

Benjamin Charlier (2013)

ESAIM: Probability and Statistics

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Let ( $𝕊^{1}, d_{𝕊^{1}}$ S 1 , d S 1 ) be the unit circle in ℝ endowed with the arclength distance. We give a sufficient and necessary condition for a general probability measure to admit a well defined Fréchet mean on ( $𝕊^{1}, d_{𝕊^{1}}$ S 1 , d S 1 ). We derive a new sufficient condition of existence() with no restriction on the support of the measure. Then, we study the convergence of the empirical Fréchet mean to the Fréchet mean and we give an algorithm to compute it.

Exact null internal controllability for the heat equation on unbounded convex domains

Viorel Barbu (2014)

ESAIM: Control, Optimisation and Calculus of Variations

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The liner parabolic equation $\frac{y}{t} - \frac{1}{2} 𝔻 y + F \cdot y = {\vec{1}}_{_{0}} u$ ∂y ∂t − 1 2 Δy + F · ∇ y = 1 x1d4aa; 0 u with Neumann boundary condition on a convex open domain x1d4aa; ⊂ ℝ with smooth boundary is exactly null controllable on each finite interval if 𝒪is an open subset of x1d4aa; which contains a suitable neighbourhood of the recession cone of x1d4aa; . Here, : ℝ → ℝ is a bounded, -continuous function, and = ∇, where is convex and coercive.

Expansions for the distribution of M-estimates with applications to the Multi-Tone problem

Christopher S. Withers, Saralees Nadarajah (2011)

ESAIM: Probability and Statistics

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We give a stochastic expansion for estimates $\hat{θ}$ that minimise the arithmetic mean of (typically independent) random functions of a known parameter. Examples include least squares estimates, maximum likelihood estimates and more generally -estimates. This is used to obtain leading cumulant coefficients of $\hat{θ}$ needed for the Edgeworth expansions for the distribution and density ) to magnitude (or to for the symmetric...

Compact convex sets of the plane and probability theory

Jean-François Marckert, David Renault (2014)

ESAIM: Probability and Statistics

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The Gauss−Minkowski correspondence in ℝ states the existence of a homeomorphism between the probability measures on [0,2] such that $\int_{0}^{2 π} e^{i x} d μ (x) = 0$ ∫ 0 2 π e ix d μ ( x ) = 0 and the compact convex sets (CCS) of the plane with perimeter 1. In this article, we bring out explicit formulas relating the border of a CCS to its probability measure. As a consequence, we show that some natural operations on CCS – for example, the Minkowski sum – have natural translations in terms of probability measure operations,...

Asymptotic behavior of second-order dissipative evolution equations combining potential with non-potential effects

Hedy Attouch, Paul-Émile Maingé (2011)

ESAIM: Control, Optimisation and Calculus of Variations

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In the setting of a real Hilbert space $ℋ$ , we investigate the asymptotic behavior, as time goes to infinity, of trajectories of second-order evolution equations () + $\dot{u}$ () + (()) + (()) = 0, where is the gradient operator of a convex differentiable potential function : $ℋ \to ℝ$ ,: $ℋ \to ℋ$ is a maximal monotone operator which is assumed to be-cocoercive, and > 0 is a damping parameter. Potential and non-potential effects are associated...

Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift

Pierre Étoré, Miguel Martinez (2014)

ESAIM: Probability and Statistics

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In this note we propose an exact simulation algorithm for the solution of (1) $d X_{t} = d W_{t} + \bar{b} (X_{t}) d t, X_{0} = x,$ d X t = d W t + b̅ ( X t ) d t, X 0 = x, where $\bar{b}$ b̅is a smooth real function except at point 0 where $\bar{b} (0 +) \neq \bar{b} (0 -)$ b̅(0 + ) ≠ b̅(0 −) . The main idea is to sample an exact skeleton of Xusing an algorithm deduced from the convergence of the solutions of the skew...

Multi-Harnack smoothings of real plane branches

Pedro Daniel González Pérez, Jean-Jacques Risler (2010)

Annales scientifiques de l'École Normale Supérieure

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Let $Δ \subset 𝐑^{2}$ be an integral convex polygon. G. Mikhalkin introduced the notion of, a class of real algebraic curves, defined by polynomials supported on $Δ$ and contained in the corresponding toric surface. He proved their existence, viamethod, and that the topological type of their real parts is unique (and determined by $Δ$ ). This paper is concerned with the description of the analogous statement in the case of a smoothing of a real plane branch $(C, 0)$ . We introduce the class ofsmoothings of $(C, 0)$ by...

Numerical approximation of effective coefficients in stochastic homogenization of discrete elliptic equations

Antoine Gloria (2012)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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We introduce and analyze a numerical strategy to approximate effective coefficients in stochastic homogenization of discrete elliptic equations. In particular, we consider the simplest case possible: An elliptic equation on the -dimensional lattice $ℤ^{d}$ with independent and identically distributed conductivities on the associated edges. Recent results by Otto and the author quantify the error made by approximating the homogenized coefficient by the averaged energy of a regularized corrector...

Coarse quantization for random interleaved sampling of bandlimited signals

Alexander M. Powell, Jared Tanner, Yang Wang, Özgür Yılmaz (2012)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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The compatibility of unsynchronized interleaved uniform sampling with Sigma-Delta analog-to-digital conversion is investigated. Let be a bandlimited signal that is sampled on a collection of interleaved grids { + } with offsets ${T_{n}}_{n = 1}^{N} \subset [0, T]$ T n n = 1 N ⊂ [ 0 ,T ] . If the offsets are chosen independently and uniformly at random from [0] and if the sample values of are quantized with a first order Sigma-Delta algorithm, then with high probability the quantization...

Higher-order phase transitions with line-tension effect

Bernardo Galvão-Sousa (2011)

ESAIM: Control, Optimisation and Calculus of Variations

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The behavior of energy minimizers at the boundary of the domain is of great importance in the Van de Waals-Cahn-Hilliard theory for fluid-fluid phase transitions, since it describes the effect of the container walls on the configuration of the liquid. This problem, also known as the liquid-drop problem, was studied by Modica in [ 4 (1987) 487–512], and in a different form by Alberti in [ is a scalar density function and and are double-well potentials, the exact scaling...

Relaxation in BV of integrals with superlinear growth

Parth Soneji (2014)

ESAIM: Control, Optimisation and Calculus of Variations

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We study properties of the functional $\begin{matrix} ℱ_{loc} (u, Ω) : = inf_{(u_{j})} \{\underset{j \to \infty}{lim inf} \int_{Ω} f (\nabla u_{j}) x |\begin{matrix} (u_{j}) \subset W_{loc}^{1, r} (Ω,) \\ u_{j} u in (Ω,) \end{matrix}\}, \end{matrix}$ F loc ( u,Ω ) : = inf ( u j ) lim inf j → ∞ ∫ Ω f ( ∇ u j ) d x , whereu ∈ BV(Ω;R^N), and f:R^{N × n} → R is continuous and satisfies 0 ≤ f(ξ)...

Estimate of the pressure when its gradient is the divergence of a measure. Applications

Marc Briane, Juan Casado-Díaz (2011)

ESAIM: Control, Optimisation and Calculus of Variations

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In this paper, a $W^{- 1, N^{'}}$ estimate of the pressure is derived when its gradient is the divergence of a matrix-valued measure on $ℝ^{N}$ , or on a regular bounded open set of $ℝ^{N}$ . The proof is based partially on the Strauss inequality [Strauss, 23 (1973) 207–214] in dimension two, and on a recent result of Bourgain and Brezis [ 9 (2007) 277–315] in higher dimension. The estimate is used to derive a representation result for divergence free distributions which read as the divergence of a measure, and...

Numerical analysis of a transmission problem with Signorini contact using mixed-FEM and BEM

Gabriel N. Gatica, Matthias Maischak, Ernst P. Stephan (2011)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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This paper is concerned with the dual formulation of the interface problem consisting of a linear partial differential equation with variable coefficients in some bounded Lipschitz domain Ω in $ℝ^{n}$ ( ≥ 2) and the Laplace equation with some radiation condition in the unbounded exterior domain Ω:= $ℝ^{n} ∖ \bar{Ω}$ . The two problems are coupled by transmission and Signorini contact conditions on the interface Γ = ∂Ω. The exterior part of the interface problem is rewritten using a Neumann to Dirichlet mapping...

A bayesian framework for the ratio of two Poisson rates in the context of vaccine efficacy trials

Stéphane Laurent, Catherine Legrand (2012)

ESAIM: Probability and Statistics

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In many applications, we assume that two random observations and are generated according to independent Poisson distributions $(λ S)$ x1d4ab;() and $(μ T)$ x1d4ab;() and we are interested in performing statistical inference on the ratio = / of the two incidence rates. In vaccine efficacy trials, and are typically the numbers of cases in the vaccine and the control groups respectively, is called the relative risk and the statistical model is called ‘partial immunity model’. In this paper we...

Strong unique continuation for the Lamé system with Lipschitz coefficients in three dimensions

Hang Yu (2011)

ESAIM: Control, Optimisation and Calculus of Variations

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This paper studies the strong unique continuation property for the Lamé system of elasticity with variable Lamé coefficients , in three dimensions, $div (μ (\nabla u + \nabla u^{t})) + \nabla (λ div u) + V u = 0$ where and are Lipschitz continuous and . The method is based on the Carleman estimate with polynomial weights for the Lamé operator.

Homogenization of a Periodic Parabolic Cauchy Problem in the Sobolev Space (ℝ)

T. Suslina (2010)

Mathematical Modelling of Natural Phenomena

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In (ℝ; ℂ), we consider a wide class of matrix elliptic second order differential operators $𝒜$ with rapidly oscillating coefficients (depending on /). For a fixed > 0 and small > 0, we find approximation of the operator exponential exp(− $𝒜$ ) in the ( (ℝ; ℂ) → (ℝ; ℂ))-operator norm...

Surface energies in a two-dimensional mass-spring model for crystals

Florian Theil (2011)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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We study an atomistic pair potential-energy () that describes the elastic behavior of two-dimensional crystals with atoms where $y \in ℝ^{2 \times n}$ characterizes the particle positions. The main focus is the asymptotic analysis of the ground state energy as tends to infinity. We show in a suitable scaling regime where the energy is essentially quadratic that the energy minimum of admits an asymptotic expansion involving fractional powers of : $\min_{y} E^{(n)} (y) = n E_{bulk} + \sqrt{n} E_{surface} + o (\sqrt{n}), n \to \infty .$ The bulk energy density ...