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Aug 02, 2010
Probability

Let Ω1=C([0,T],Rd), Ω2=C([0,T],Rm), with the respective Wiener measures P1, P2 on them. Let Ω=Ω1×Ω2, with the product measure P:=P1⊗P2. For (\boldmath\mathchar2891,\boldmath\mathchar2892)∈Ω let B(\boldmath% \mathchar2891,\boldmath\mathchar2892)=\bol…

Backward stochastic differential equations with rough drivers

Backward stochastic differential equations (BSDEs) in the sense of Pardoux-Peng [Backward stochastic differential equations and quasilinear parabolic…
Dec 14, 2014
Probability
Analysis of PDEs

Theorem 1.10 can be proven essentially along the lines of the proof of Theorem 1.6 above. For the reader’s convenience we explain the main adjustments in this section.

Heat kernel estimates for random walks with degenerate weights

We establish Gaussian-type upper bounds on the heat kernel for a continuous-time random walk on a graph with unbounded weights under an ergodicity as…
Jun 17, 2018
Analysis of PDEs

Using again the integration-by-parts formula of Lemma 4.3, we are able to prove a stability and uniqueness result. Further, we are able to prove stability with respect to perturbations of the kernel parameter λ. In order to do so, we again have to p…

Nonlinear evolution equations with exponentially decaying memory: E…

The initial value problem for an evolution equation of type $v' + Av + BKv = f$ is studied, where $A:V_A \to V_A'$ is a monotone, coercive operator a…
Jan 03, 2014
Combinatorics
Algebraic Topology

The following theorem is a strengthening of the topological Tverberg theorem 3.1 in the case when r is a prime.

Tverberg plus constraints

Many of the strengthenings and extensions of the topological Tverberg theorem can be derived with surprising ease directly from the original theorem:…
Jul 29, 2018
Computational Geometry
Combinatorics

On L-shaped Point Set Embeddings of Trees: First Non-embeddable Examp…

An L-shaped embedding of a tree in a point set is a planar drawing of the tree where the vertices are mapped to distinct points of the set and every …
Nov 12, 2018
Computer Vision

Learning The Invisible: A Hybrid Deep Learning-Shearlet Framework for…

The high complexity of various inverse problems poses a significant challenge to model-based reconstruction schemes, which in such situations often r…
Nov 13, 2007
Differential Geometry
Metric Geometry

On the infinitesimal rigidity of polyhedra with vertices in convex …

Let $P \subset \R^3$ be a polyhedron. It was conjectured that if $P$ is weakly convex (i. e. its vertices lie on the boundary of a strictly convex do…
Jul 03, 2018
Computer Science and Game Theory
Optimization and Control

Multi-Source Multi-Sink Nash Flows Over Time

Nash flows over time describe the behavior of selfish users eager to reach their destination as early as possible while traveling along the arcs of a…
Nov 06, 2012
Portfolio Management

Viscosity characterization of the value function of an investment-c…

We study a problem of optimal investment/consumption over an infinite horizon in a market consisting of a liquid and an illiquid asset. The liquid as…
Nov 09, 2012
Computer Science and Game Theory

Improving the H_k-Bound on the Price of Stability in Undirected Shapl…

In this paper we show that the price of stability of Shapley network design games on undirected graphs with k players is at most (k^3(k+1)/2-k^2) / (…
Jun 10, 2010
Pricing of Securities

Discrete tenor models for credit risky portfolios driven by time-in…

The goal of this paper is to specify dynamic term structure models with discrete tenor structure for credit portfolios in a top-down setting driven b…
Dec 03, 2015
Methodology
Probability
Statistics Theory
Populations and Evolution
Computation

Bayesian non-parametric inference for $Λ$-coalescents: consistency …

We investigate Bayesian non-parametric inference of the $\Lambda$-measure of $\Lambda$-coalescent processes with recurrent mutation, parametrised by …
May 12, 2014
Numerical Analysis

Pták's nondiscrete induction and its application to matrix iterations

Vlastimil Pt\'ak's method of nondiscrete induction is based on the idea that in the analysis of iterative processes one should aim at rates of conver…
Dec 21, 2016
Algebraic Geometry

Probabilistic Schubert Calculus

We initiate the study of average intersection theory in real Grassmannians. We define the expected degree $\textrm{edeg} G(k,n)$ of the real Grassman…
Jun 13, 2014
Combinatorics

On the dimension of posets with cover graphs of treewidth $2$

In 1977, Trotter and Moore proved that a poset has dimension at most $3$ whenever its cover graph is a forest, or equivalently, has treewidth at most…
Nov 01, 2018
Numerical Analysis

Adaptive stochastic Galerkin FEM for lognormal coefficients in hier…

Stochastic Galerkin methods for non-affine coefficient representations are known to cause major difficulties from theoretical and numerical points of…
Feb 16, 2011
Differential Geometry
Geometric Topology

Ropelength Criticality

The ropelength problem asks for the minimum-length configuration of a knotted diameter-one tube embedded in Euclidean three-space. The core curve of …
Apr 08, 2019
Geometric Topology

Tiling the Euclidean and Hyperbolic planes with ribbons

We describe a method to classify crystallographic tilings of the Euclidean and hyperbolic planes by tiles whose stabiliser group contains translation…
Aug 18, 2017
Combinatorics
Discrete Mathematics

Nowhere Dense Graph Classes and Dimension

Nowhere dense graph classes provide one of the least restrictive notions of sparsity for graphs. Several equivalent characterizations of nowhere dens…
Mar 06, 2015
Probability

Quenched invariance principle for random walk in time-dependent balan…

We prove a quenched central limit theorem for balanced random walks in time dependent ergodic random environments which is not necessarily nearest-ne…
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