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Lacunary Fractional brownian Motion

Marianne Clausel (2012)

ESAIM: Probability and Statistics

In this paper, a new class of Gaussian field is introduced called Lacunary Fractional Brownian Motion. Surprisingly we show that usually their tangent fields are not unique at every point. We also investigate the smoothness of the sample paths of Lacunary Fractional Brownian Motion using wavelet analysis.

Lacunary Fractional Brownian Motion

Marianne Clausel (2012)

ESAIM: Probability and Statistics

In this paper, a new class of Gaussian field is introduced called Lacunary Fractional Brownian Motion. Surprisingly we show that usually their tangent fields are not unique at every point. We also investigate the smoothness of the sample paths of Lacunary Fractional Brownian Motion using wavelet analysis.

Lebesgue measure and mappings of the Sobolev class W 1 , n

O. Martio (1995)

Banach Center Publications

We present a survey of the Lusin condition (N) for W 1 , n -Sobolev mappings f : G n defined in a domain G of n . Applications to the boundary behavior of conformal mappings are discussed.

Les effets de l’exposant de la fonction barrière multiplicative dans les méthodes de points intérieurs

Adama Coulibaly, Jean-Pierre Crouzeix (2003)

RAIRO - Operations Research - Recherche Opérationnelle

Les méthodes de points intérieurs en programmation linéaire connaissent un grand succès depuis l’introduction de l’algorithme de Karmarkar. La convergence de l’algorithme repose sur une fonction potentielle qui, sous sa forme multiplicative, fait apparaître un exposant p . Cet exposant est, de façon générale, choisi supérieur au nombre de variables n du problème. Nous montrons dans cet article que l’on peut utiliser des valeurs de p plus petites que n . Ceci permet d’améliorer le conditionnement de...

Les effets de l'exposant de la fonction barrière multiplicative dans les méthodes de points intérieurs

Adama Coulibaly, Jean-Pierre Crouzeix (2010)

RAIRO - Operations Research

Les méthodes de points intérieurs en programmation linéaire connaissent un grand succès depuis l'introduction de l'algorithme de Karmarkar. La convergence de l'algorithme repose sur une fonction potentielle qui, sous sa forme multiplicative, fait apparaître un exposant p. Cet exposant est, de façon générale, choisi supérieur au nombre de variables n du problème. Nous montrons dans cet article que l'on peut utiliser des valeurs de p plus petites que n. Ceci permet d'améliorer le conditionnement...

Level sets of continuous functions increasing with respect to each variable

Katarzyna Sajbura (2005)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

We are going to prove that level sets of continuous functions increasing with respect to each variable are arcwise connected (Theorem 3) and characterize those of them which are arcs (Theorem 2). In [3], we will apply the second result to the classical linear functional equation φ∘f = gφ + h (cf., for instance, [1] and [2]) in a case not studied yet, where f is given as a pair of means, that is so-called mean-type mapping.

Liouville type theorems for mappings with bounded (co)-distortion

Marc Troyanov, Sergei Vodop'yanov (2002)

Annales de l’institut Fourier

We obtain Liouville type theorems for mappings with bounded s -distorsion between Riemannian manifolds. Besides these mappings, we introduce and study a new class, which we call mappings with bounded q -codistorsion.

Lipschitz sums of convex functions

Marianna Csörnyei, Assaf Naor (2003)

Studia Mathematica

We give a geometric characterization of the convex subsets of a Banach space with the property that for any two convex continuous functions on this set, if their sum is Lipschitz, then the functions must be Lipschitz. We apply this result to the theory of Δ-convex functions.

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