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Large Deviations Principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
Large Deviations Principle diffusions with oblique reflections
2011/1/21
We establish a Large Deviations Principle for stochastic processes with Lipschitz continuous oblique reflections on regular domains. The rate functional is given as the value function of a control pro...
We view the RSK correspondence as associating to each permutation 2 Sn a Young diagram = (), i.e. a partition of n. Suppose now that is pre-multiplied by t transpositions, what is the largest ...
Spatial Besov Regularity for Stochastic Partial Differential Equations on Lipschitz Domains
Spatial Besov Regularity Partial Differential Equations Lipschitz Domains
2010/11/15
We use the scale of Besov spaces B^\alpha_{\tau,\tau}(O), \alpha>0, 1/\tau=\alpha/d+1/p, p fixed, to study the spatial regularity of the solutions of linear parabolic stochastic partial differential ...
Lipschitz retraction and distortion for subgroups of Out(F_n)
Lipschitz retraction distortion subgroups of Out(F_n)
2010/12/13
Given a finitely generated group G, a finitely generated subgroup H is undistorted in G if the inclusion map H →֒ G is a quasi-isometric embedding with respect to word metrics. Nondistortion may...
Lipschitz-Killing curvatures of self-similar random fractals
self-similar random fractals curvatures Minkowski content
2010/12/15
For a large class of self-similar random sets F in Rd geometric parameters Ck(F), k = 0, . . . , d, are introduced. They arise as a.s. (average or essential) limits of the volume Cd(F(")), the surface...
随机Lipschitz条件下BSDE解的连续性质
随机Lipschitz条件 倒向随机微分方程 连续性质
2012/11/22
论述了在随机Lipschitz条件下倒向随机微分方程解的性质.通过解的先验估计，分别得到了在随机Lipschitz条件下倒向随机微分方程的解关于终端值和生成元的连续性质.
设C是P一致凸Banach空间E的一个非空有界闭凸子集．在证明了C上自映象的Lipschitz半群的一个非线性遍历收缩定理的基础上，进一步给出了如此定理在Lp空间（1＜p＜∞）中的应用．